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TITLE: An asymptotically unbiased moment estimator of a negative extreme value index  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes;
PUBLISHED: 2010, SOURCE: Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, VOLUME: 30, ISSUE: 1
INDEXED IN: CrossRef: 2
62
TITLE: A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator  Full Text
AUTHORS: Ivette I Gomes ; Dinis Pestana ; Frederico Caeiro ;
PUBLISHED: 2009, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 79, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 23
63
TITLE: Reduced-Bias Tail Index Estimators Under a Third-Order Framework  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes ; Ligia Henriques Rodrigues ;
PUBLISHED: 2009, SOURCE: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, VOLUME: 38, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef: 45
64
TITLE: Semi-parametric second-order reduced-bias high quantile estimation  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes ;
PUBLISHED: 2009, SOURCE: TEST, VOLUME: 18, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 13
65
TITLE: MINIMUM-VARIANCE REDUCED-BIAS TAIL INDEX AND HIGH QUANTILE ESTIMATION  Full Text
AUTHORS: Frederico Caeiro ; Ivette I Gomes;
PUBLISHED: 2008, SOURCE: 56th Session of the International-Statistical-Institute in REVSTAT-STATISTICAL JOURNAL, VOLUME: 6, ISSUE: 1
INDEXED IN: WOS
66
TITLE: A new class of estimators of a "scale" second order parameter  Full Text
AUTHORS: Caeiro, F ; Gomes, MI ;
PUBLISHED: 2006, SOURCE: Extremes, VOLUME: 9, ISSUE: 3-4
INDEXED IN: Scopus CrossRef: 35
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TITLE: A class of asymptotically unbiased semi-parametric estimators of the tall index  Full Text
AUTHORS: Caeiro, F ; Gomes, MI ;
PUBLISHED: 2002, SOURCE: TEST, VOLUME: 11, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 22
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