Maria Ivette Leal de Carvalho Gomes
AuthID: R-000-BSR
21
TITLE: Computational Study of the Adaptive Estimation of the Extreme Value Index with Probability Weighted Moments
AUTHORS: Caeiro, Frederico ; Gomes, M. Ivette;
PUBLISHED: 2022, SOURCE: 25th Congress of the Portuguese-Statistical-Society (SPE) in RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021, VOLUME: 398
AUTHORS: Caeiro, Frederico ; Gomes, M. Ivette;
PUBLISHED: 2022, SOURCE: 25th Congress of the Portuguese-Statistical-Society (SPE) in RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021, VOLUME: 398
22
TITLE: Estimation of theWeibull Tail Coefficient Through the Power Mean-of-Order- p
AUTHORS: Caeiro, Frederico ; Gomes, M. Ivette; Henriques Rodrigues, Ligia;
PUBLISHED: 2022, SOURCE: 25th Congress of the Portuguese-Statistical-Society (SPE) in RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021, VOLUME: 398
AUTHORS: Caeiro, Frederico ; Gomes, M. Ivette; Henriques Rodrigues, Ligia;
PUBLISHED: 2022, SOURCE: 25th Congress of the Portuguese-Statistical-Society (SPE) in RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021, VOLUME: 398
23
TITLE: Corrected-Hill versus partially reduced-bias value-at-risk estimation Full Text
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Lgia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 49, ISSUE: 4
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Lgia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 49, ISSUE: 4
24
TITLE: Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications Full Text
AUTHORS: Helena Penalva; Ivette Gomes, MI; Frederico Caeiro ; Manuela Neves, MM;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15
AUTHORS: Helena Penalva; Ivette Gomes, MI; Frederico Caeiro ; Manuela Neves, MM;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15
25
TITLE: Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application Full Text
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Ligia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 90, ISSUE: 10
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Ligia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 90, ISSUE: 10
27
TITLE: A Note on Robust Estimation of the Extremal Index
AUTHORS: Gomes, MI; Cristina, M; Souto de Miranda, M;
PUBLISHED: 2020, SOURCE: 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 in Springer Proceedings in Mathematics and Statistics, VOLUME: 339
AUTHORS: Gomes, MI; Cristina, M; Souto de Miranda, M;
PUBLISHED: 2020, SOURCE: 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 in Springer Proceedings in Mathematics and Statistics, VOLUME: 339
28
TITLE: Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study
AUTHORS: Caeiro, F ; Henriques Rodrigues, L; Gomes, MI; Cabral, I;
PUBLISHED: 2020, SOURCE: COMPUTATIONAL AND MATHEMATICAL METHODS, VOLUME: 2, ISSUE: 4
AUTHORS: Caeiro, F ; Henriques Rodrigues, L; Gomes, MI; Cabral, I;
PUBLISHED: 2020, SOURCE: COMPUTATIONAL AND MATHEMATICAL METHODS, VOLUME: 2, ISSUE: 4
29
TITLE: Discussion of "Birnbaum-Saunders distribution: A review of models, analysis, and applications" and a novel financial extreme value data analytics from natural disasters
AUTHORS: Leiva, V; Lillo, C; Gomes, MI; Ferreira, M;
PUBLISHED: 2019, SOURCE: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 35, ISSUE: 1
AUTHORS: Leiva, V; Lillo, C; Gomes, MI; Ferreira, M;
PUBLISHED: 2019, SOURCE: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 35, ISSUE: 1
30
TITLE: MODELING RISK OF EXTREME EVENTS IN GENERALIZED VERHULST MODELS Full Text
AUTHORS: Fatima Brilhante, MF; Ivette Gomes, MI; Finis Pestana;
PUBLISHED: 2019, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 17, ISSUE: 2
AUTHORS: Fatima Brilhante, MF; Ivette Gomes, MI; Finis Pestana;
PUBLISHED: 2019, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 17, ISSUE: 2
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