21
TITLE: Reliable Alternative Ways to Manage the Risk of Extreme Events
AUTHORS: Ivette Gomes; Fernanda Figueiredo ; Lígia Henriques Rodrigues;
PUBLISHED: 2023, SOURCE: 9th International Conference on Risk Analysis, ICRA9 2022 in Springer Proceedings in Mathematics and Statistics, VOLUME: 430
INDEXED IN: Scopus CrossRef
IN MY: ORCID
22
TITLE: On the comparison of several classical estimators of the extreme value index  Full Text
AUTHORS: Cabral, I; Caeiro, F ; Gomes, MI;
PUBLISHED: 2022, SOURCE: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, VOLUME: 51, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 6 Unpaywall
IN MY: ORCID
23
TITLE: Box-Cox Transformations and Bias Reduction in Extreme Value Theory
AUTHORS: Henriques Rodrigues, Ligia; Ivette Gomes, M.;
PUBLISHED: 2022, SOURCE: COMPUTATIONAL AND MATHEMATICAL METHODS, VOLUME: 2022
INDEXED IN: WOS CrossRef
IN MY: ORCID
24
TITLE: Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation
AUTHORS: Ivette Gomes, M.; Henriques Rodrigues, Ligia; Pestana, Dinis;
PUBLISHED: 2022, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 16, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
25
TITLE: The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient
AUTHORS: Caeiro, Frederico ; Henriques Rodrigues, Ligia; Gomes, M. Ivette;
PUBLISHED: 2022, SOURCE: COMPUTATIONAL AND MATHEMATICAL METHODS, VOLUME: 2022
INDEXED IN: WOS CrossRef: 1
IN MY: ORCID
26
TITLE: A Robust Hurdle Poisson Model in the Estimation of the Extremal Index
AUTHORS: de Miranda, Manuela Souto; Miranda, M. Cristina; 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
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
27
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
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
28
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
INDEXED IN: Scopus WOS CrossRef: 1 Unpaywall
IN MY: ORCID
29
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
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
30
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
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
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