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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;
SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 83, ISSUE: 6, PUBLISHED: 2013
INDEXED IN: Scopus WOS CrossRef
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2
TITLE: A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation  Full Text
AUTHORS: Fernanda Figueiredo ; Ivette Gomes, MI ; Ligia Henriques Rodrigues ; Cristina Miranda, MC;
SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 82, ISSUE: 4, PUBLISHED: 2012
INDEXED IN: Scopus WOS CrossRef: 6
IN MY: ORCID
3
TITLE: Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study  Full Text
AUTHORS: Ivette I Gomes ; Ligia Henriques Rodrigues ; Cristina C Miranda;
SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 40, ISSUE: 3, PUBLISHED: 2011
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID
4
TITLE: STATISTICS OF EXTREMES IN ATHLETICS  Full Text
AUTHORS: Ligia Henriques Rodrigues ; Ivette I Gomes ; Dinis Pestana ;
SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 9, ISSUE: 2, PUBLISHED: 2011
INDEXED IN: Scopus WOS
IN MY: ORCID
5
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 ;
SOURCE: 32nd International Conference on Information Technology Interfaces, ITI 2010 in Proceedings of the International Conference on Information Technology Interfaces, ITI, PUBLISHED: 2010
INDEXED IN: Scopus
IN MY: ORCID
6
TITLE: A simulation study of invariant second-order reduced-bias extreme value index estimators
AUTHORS: Gomes, MI ; Henriques Rodrigues, L ; Miranda, C ;
SOURCE: 32nd International Conference on Information Technology Interfaces, ITI 2010 in Proceedings of the International Conference on Information Technology Interfaces, ITI, PUBLISHED: 2010
INDEXED IN: Scopus
IN MY: ORCID
7
TITLE: Tail index and second-order parameters' semi-parametric estimation based on the log-excesses  Full Text
AUTHORS: Ivette I Gomes ; Ligia Henriques Rodrigues ; Hugo Pereira; Dinis Pestana ;
SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 80, ISSUE: 6, PUBLISHED: 2010
INDEXED IN: Scopus WOS CrossRef
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8
TITLE: HIGH QUANTILE ESTIMATION AND THE PORT METHODOLOGY  Full Text
AUTHORS: Ligia Henriques Rodrigues ; Ivette I Gomes ;
SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 7, ISSUE: 3, PUBLISHED: 2009
INDEXED IN: WOS
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TITLE: Reduced-Bias Tail Index Estimators Under a Third-Order Framework  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes ; Ligia Henriques Rodrigues ;
SOURCE: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, VOLUME: 38, ISSUE: 7, PUBLISHED: 2009
INDEXED IN: Scopus WOS CrossRef
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10
TITLE: A heuristic adaptive choice of the threshold for bias-corrected Hill estimators  Full Text
AUTHORS: Ivette I Gomes ; Ligia Rodrigues ; Bjoern Vandewalle; Clara Viseu ;
SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 78, ISSUE: 2, PUBLISHED: 2008
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