The following pages link to Lígia Henriques-Rodrigues (Q310652):
Displaying 27 items.
- Competitive estimation of the extreme value index (Q310653) (← links)
- (Q1003331) (redirect page) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Erratum to: ``Competitive estimation of the extreme value index''. (Q2407518) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- (Q2925437) (← links)
- (Q2925450) (← links)
- Refined Estimation of a Light Tail: An Application to Environmental Data (Q2930697) (← links)
- Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
- Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (Q3084954) (← links)
- Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Reduced‐bias kernel estimators of a positive extreme value index (Q5215607) (← links)
- (Q5255168) (← links)
- (Q5357866) (← links)
- (Q5357883) (← links)
- (Q5415131) (← links)
- Improvements in the estimation of the Weibull tail coefficient -- a comparative study (Q6513367) (← links)
- Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
- Reliable alternative ways to manage the risk of extreme events (Q6615787) (← links)