Maria Isabel Fraga Alves


AuthID: R-000-BQP

Confirmed Publications: 40



11
TITLE: Port-estimation of a shape second-order parameter
AUTHORS: Henriques Rodrigues, L; Ivette Gomes, M; Isabel Fraga Alves, M ; Neves, C;
PUBLISHED: 2014, SOURCE: Revstat Statistical Journal, VOLUME: 12, ISSUE: 3
INDEXED IN: Scopus
IN MY: ORCID | CIÊNCIAVITAE
12
TITLE: A new independence test for var violations
AUTHORS: Santos, PA; Alves, MIF ;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
13
TITLE: Adaptive PORT-MVRB estimation: an empirical comparison of two heuristic algorithms  Full Text
AUTHORS: Ivette Gomes, MI ; Ligia Henriques Rodrigues ; Isabel Fraga Alves, MIF ; Manjunath, BG;
PUBLISHED: 2013, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 83, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID | CIÊNCIAVITAE
14
TITLE: Conditional EVT for VAR Estimation: Comparison with a New Independence Test
AUTHORS: Fraga I F Alves ; Araújo A Santos;
PUBLISHED: 2013, SOURCE: Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications
INDEXED IN: CrossRef
IN MY: ORCID | CIÊNCIAVITAE
15
TITLE: Forecasting Value-at-Risk with a duration-based POT method  Full Text
AUTHORS: Araujo Santos, PA ; Fraga Alves, MIF ;
PUBLISHED: 2013, SOURCE: MATHEMATICS AND COMPUTERS IN SIMULATION, VOLUME: 94
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID | CIÊNCIAVITAE
16
TITLE: High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
AUTHORS: Paulo Araujo Santos ; Isabel Fraga Alves ; Shawkat Hammoudeh;
PUBLISHED: 2013, SOURCE: NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, VOLUME: 26
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | CIÊNCIAVITAE
17
TITLE: How far can man go?
AUTHORS: Alves, IF ; de Haan, L; Neves, C;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, VOLUME: Part F3
INDEXED IN: Scopus CrossRef: 1
IN MY: ORCID | CIÊNCIAVITAE
18
TITLE: Improved shape parameter estimation in a discrete weibull model
AUTHORS: Santos, PA; Alves, MIF ;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
19
TITLE: A new class of independence tests for interval forecasts evaluation  Full Text
AUTHORS: Araujo Santos, PA ; Fraga Alves, MIF ;
PUBLISHED: 2012, SOURCE: COMPUTATIONAL STATISTICS & DATA ANALYSIS, VOLUME: 56, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID | CIÊNCIAVITAE
20
TITLE: DPOT Methodology: An Application to Value-at-Risk
AUTHORS: Fraga I F Alves ; Araújo A Santos;
PUBLISHED: 2012, SOURCE: Recent Developments in Modeling and Applications in Statistics
INDEXED IN: CrossRef
IN MY: ORCID | CIÊNCIAVITAE
Page 2 of 4. Total results: 40.

footer slogan

Useful Links

Get Help

© 2025 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service