Maria Ivette Leal de Carvalho Gomes


AuthID: R-000-BSR

Confirmed Publications: 69



11
TITLE: Adaptive estimation of heavy right tails: resampling-based methods in action  Full Text
AUTHORS: Ivette Gomes, MI ; Fernanda Figueiredo ; Manuela Neves, MM ;
PUBLISHED: 2012, SOURCE: EXTREMES, VOLUME: 15, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 29
IN MY: ORCID
12
TITLE: Modeling Extreme Events: Sample Fraction Adaptive Choice in Parameter Estimation  Full Text
AUTHORS: Manuela Neves ; Ivette Gomes ; Fernanda Figueiredo ; Dora Prata Gomes ;
PUBLISHED: 2012, SOURCE: International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) in NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2012), VOLS A AND B, VOLUME: 1479, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
13
TITLE: ON AN EXTREME VALUE VERSION OF THE BIRNBAUM-SAUNDERS DISTRIBUTION  Full Text
AUTHORS: Marta Ferreira ; Ivette Gomes, MI ; Victor Leiva;
PUBLISHED: 2012, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 10, ISSUE: 2
INDEXED IN: Scopus WOS
14
TITLE: Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology  Full Text
AUTHORS: Ivette Gomes, MI ; Sandra Mendonca ; Dinis Pestana ;
PUBLISHED: 2011, SOURCE: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, VOLUME: 40, ISSUE: 16
INDEXED IN: Scopus WOS CrossRef: 9
IN MY: ORCID
15
16
TITLE: Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes ; Theodore E Simos; George Psihoyios; Ch Tsitouras; Zacharias Anastassi;
PUBLISHED: 2011, SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS A-C, VOLUME: 1389
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
17
TITLE: Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study  Full Text
AUTHORS: Ivette I Gomes ; Ligia Henriques Rodrigues ; Cristina C Miranda;
PUBLISHED: 2011, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 40, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID
18
TITLE: Semi-parametric tail inference through probability-weighted moments  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes ;
PUBLISHED: 2011, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 141, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 22
IN MY: ORCID
19
TITLE: STATISTICS OF EXTREMES IN ATHLETICS  Full Text
AUTHORS: Ligia Henriques Rodrigues ; Ivette I Gomes ; Dinis Pestana ;
PUBLISHED: 2011, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 9, ISSUE: 2
INDEXED IN: Scopus WOS
20
TITLE: A heuristic choice of tuning parameters in a location invariant reduced-bias estimation of the extreme value index: Application to financial log-returns and simulated data
AUTHORS: Gomes, MI ; Henriques Rodrigues, L ;
PUBLISHED: 2010, SOURCE: 32nd International Conference on Information Technology Interfaces, ITI 2010 in Proceedings of the International Conference on Information Technology Interfaces, ITI
INDEXED IN: Scopus
IN MY: ORCID
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