Maria Isabel Fraga Alves
AuthID: R-000-BQP
11
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
AUTHORS: Fraga I F Alves; Araújo A Santos;
PUBLISHED: 2013, SOURCE: Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications
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
AUTHORS: Santos, PA; Alves, MIF;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
13
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
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
Scopus14
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
AUTHORS: Fraga I F Alves; Araújo A Santos;
PUBLISHED: 2012, SOURCE: Recent Developments in Modeling and Applications in Statistics
15
TITLE: Extreme Value Distributions
AUTHORS: Isabel Fraga Alves; Cláudia Neves;
PUBLISHED: 2011, SOURCE: International Encyclopedia of Statistical Science
AUTHORS: Isabel Fraga Alves; Cláudia Neves;
PUBLISHED: 2011, SOURCE: International Encyclopedia of Statistical Science
16
TITLE: Ratio of Maximum to the Sum for Testing Super Heavy Tails Full Text
AUTHORS: Cláudia Neves; Isabel Fraga Alves;
PUBLISHED: 2008, SOURCE: Advances in Mathematical and Statistical Modeling
AUTHORS: Cláudia Neves; Isabel Fraga Alves;
PUBLISHED: 2008, SOURCE: Advances in Mathematical and Statistical Modeling
17
TITLE: The Influence of Central Observations on Discrimination among Multivariate Extremal Models
AUTHORS: Fraga Alves, MI;
PUBLISHED: 1993, SOURCE: Theory of Probability & Its Applications - Theory Probab. Appl., VOLUME: 37, ISSUE: 2
AUTHORS: Fraga Alves, MI;
PUBLISHED: 1993, SOURCE: Theory of Probability & Its Applications - Theory Probab. Appl., VOLUME: 37, ISSUE: 2
