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Publications for migomes
(924)
2025
Population Growth and Geometrically Thinned Extreme Value Theory
(2025)
M. Fátima Brilhante
M. Ivette Gomes
Sandra Mendonça
Dinis Pestana
Pedro Pestana
Book chapters
2025
Peaks Over Random Thresholds (PORT) Estimation of the Weibull Tail Coefficient
(2025)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Book chapters
2025
A Partially Reduced Bias Hill Estimator of the Extreme Value Index
(2025)
Frederico Caeiro
M. Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2025
A New Class of Conditional Tail Expectation Estimators
(2025)
Lígia Henriques-Rodrigues
M. Ivette Gomes
Fernanda Figueiredo
Frederico Caeiro
Book chapters
2025
A Direct Approach in Extremal Index Estimation
(2025)
Manuela Souto de Miranda
M. Cristina Miranda
M. Ivette Gomes
Book chapters
2024
Estimation of the Extreme Value Index with Probability Weighted Moments
(2024)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2024
Revisiting the Building of Accurate Reliability Bounds for Large Coherent Systems and Penultimate Behaviour of Extremes
(2024)
Maria Ivette Gomes
Luísa Canto e Castro
Sandra Dias
Marta Ferreira
Paula Reis
Conference papers
2024
O Fascinante Mundo da Uniforme e das Suas Parentes
(2024)
Maria de Fátima Brilhante
Maria Ivette Gomes
Sandra Mendonça
Dinis Pestana
Journal articles
2024
Value-at-Risk Estimation under PORT and Lehmer’s Mean of-order-p Approaches
(2024)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Maria Manuela Neves
Helena Penalva
Conference papers
2024
New Approaches to Extremal Index Estimation
(2024)
M. Cristina Miranda
Manuela Souto De Miranda
M. Ivette Gomes
Journal articles
2024
PORTSEA: Escola de Extremos e Aplicações em Portugal
(2024)
M Ivette Gomes
Books
2024
Extreme Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalized Means
(2024)
M. Ivette Gomes
Lígia Henriques-Rodrigues
M. Manuela Neves
Helena Penalva
Journal articles
2024
A New Class of Reduced-Bias Generalized Hill Estimators
(2024)
Lígia Henriques-Rodrigues
Frederico Caeiro
M. Ivette Gomes
Journal articles
2024
A generalized jacknife estimator of a negative extreme value index
(2024)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2024
A comparative study of several classes of reduced-bias extreme value index estimators with applications
(2024)
Lígia Henriques-Rodrigues
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2024
Two P or Not Two P: Mendel Random Variables in Combining Fake and Genuine p-Values
(2024)
M. Fátima Brilhante
M. Ivette Gomes
Sandra Mendonça
Dinis Pestana
Rui Santos
Journal articles
2024
Breve Historial da Escola de Extremos e Aplicações em Portugal (PORTSEA)
(2024)
Maria Ivette Gomes
Other
2024
Meta-Analysis of Genuine and Fake p-Values
(2024)
Maria de Fátima Brilhante
Maria Ivette Gomes
Sandra Mendonça
Dinis Pestana
Rui Santos
Other
2024
Accounting for Bias in Extreme Value Index Estimation: Applications in Environmental Science
(2024)
Lígia Henriques-Rodrigues
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2024
Further Results on Location Invariant Estimation of the Weibull Tail Coefficient
(2024)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Other
2024
Generalized Means under play for Randomly Censored Data
(2024)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Manuela Neves
Helena Penalva
Other
2024
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
(2024)
Maria Ivette Gomes
Journal articles
2024
A control chart for zero-inflated semi-continuous data
(2024)
Fernanda Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Other
2024
Control charts for zero-inflated models
(2024)
Fernanda Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Conference papers
2024
Improvements in the estimation of the Weibull tail coefficient—a comparative study
(2024)
Lígia Henriques-Rodrigues
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2024
Notícias: International Conference on Statistics and Data Science
(2024)
M. Ivette Gomes
Other
2024
SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index
(2024)
M. Cristina Miranda
Manuela Souto de Miranda
M. Ivette Gomes
Journal articles
2024
A Short Narrative Curriculum and Bibliography of PORTSEA’s Members
(2024)
Maria Ivette Gomes
Other
2023
A study on robust estimation of the extremal index seen as a proportion
(2023)
M Souto de Miranda
Conceição Amado
Cristina Miranda
M Ivette Gomes
Conference papers
2023
A Escola de Extremos e Aplicações em Portugal—PORTSEA
(2023)
M Ivette Gomes
Books
2023
2023 Institute of Mathematical Statistics (IMS) International Conference on Statistics and Data Science (ICSDS): Program Book
(2023)
M Ivette Gomes
Teresa Oliveira
Amílcar Oliveira
Pedro Pestana
Min Xu
Books
2023
Further Tales on the Role of Tails in Risk Assessment
(2023)
M Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2023
Extreme Value Index estimation with Probability Weighted Moments
(2023)
Frederico Caeiro
M Ivette Gomes
Conference papers
2023
A partially reduced bias Hill estimator of the Extreme Value Index
(2023)
Frederico Caeiro
M Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2023
Data Mining and Statistical Quality Control
(2023)
Fernanda Figueiredo
Adelaide Figueiredo
M Ivette Gomes
Conference papers
2023
Location invariant estimation of the Weibull tail coefficient
(2023)
M Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2023
A new class of conditional tail expectation estimators
(2023)
Lígia Henriques-Rodrigues
M Ivette Gomes
Fernanda Figueiredo
Frederico Caeiro
Conference papers
2023
A direct approach in extremal index estimation
(2023)
Cristina Miranda
Manuela Souto de Miranda
M Ivette Gomes
Conference papers
2023
Population Growth and geometrically thinned EVT
(2023)
Dinis Pestana
M Fátima Brilhante
M Ivette Gomes
Sandra Mendonça
Pedro Pestana
Conference papers
2023
Improvements in the estimation of the Weibull tail coefficient—a comparative study
(2023)
Lígia Henriques-Rodrigues
Frederico Caeiro
M Ivette Gomes
Other
2023
The Role of Best Linear Combinations in the Weibull Tail Coefficient Estimation
(2023)
M Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2023
Alternative reliable ways to assess risk in Statistics of Extremes
(2023)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Fernanda Figueiredo
Conference papers
2023
Robust estimation of the extremal index—a simulation study
(2023)
Cristina Miranda
Manuela Souto de Miranda
M Ivette Gomes
Conference papers
2023
Value-at-risk estimation under PORT and the Lehmers’ mean-of-order-p approaches
(2023)
M Manuela Neves
Helena Penalva
M Ivette Gomes
L Henriques-Rodrigues
Conference papers
2023
A Escola de Extremos em Portugal—PORTSEA do Inglês ‘Portuguese School of Extremes and Applications’
(2023)
Maria Ivette Gomes
Book chapters
2023
On the estimation of the Extreme Value Index with Probability Weighted Moments
(2023)
Frederico Caeiro
M Ivette Gomes
Conference papers
2023
Preliminary Results on the Role of Best Linear Combinations in the Weibull Tail Coefficient Estimation
(2023)
M Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Other
2023
Extremal index robust estimation based on negative binomial regression
(2023)
Manuela Souto de Miranda
Cristina Miranda
Maria Ivette Gomes
Conference papers
2023
Population Growth and (geometrically thinned) Extreme Value Theory
(2023)
Maria Ivette Gomes
M Fátima Brilhante
Sandra Mendonça
Dinis Pestana
Pedro Pestana
Conference papers
2023
A comparative study on robust estimators of the extremal index
(2023)
Cristina Miranda
Manuela Souto de. Miranda
Maria Ivette Gomes
Conference papers
2023
Remembering Ross Leadbetter: some personal recollections
(2023)
Tailen Hsing
Holger Rootzén
Maria Ivette Gomes
Journal articles
2023
Population Growth, Extreme Value Theory (EVT) and geometrically thinned EVT
(2023)
M Ivette Gomes
M Fátima Brilhante
Sandra Mendonça
Dinis Duarte Pestana
Pedro Pestana
Other
2023
A Token of Friendship to Ross, together with Reliable Tail Estimation through Resampling Methodologies
(2023)
Maria Ivette Gomes
Other
2023
The Role of Resampling Methods and Generalized Means in Statistical Extreme Value Theory (EVT)
(2023)
Maria Ivette Gomes
Other
2023
Acceptance Sampling Plans
(2023)
M Ivette Gomes
Fernanda Figueiredo
Other
2023
Advances on Statistical Quality Control
(2023)
M Ivette Gomes
Fernanda Figueiredo
Other
2023
Geo-Max-Stability, Extremes and Order Statistic of Geometrically Thinned Sequences
(2023)
Sandra Mendonça
M Ivette Gomes
Other
2023
Alguns Detalhes sobre a PORTSEA—Escola de Extremos e Aplicações em Portugal
(2023)
Maria Ivette Gomes
Journal articles
2023
A Token of Friendship to Ross, together with reliable tail estimation
(2023)
Maria Ivette Gomes
Conference papers
2023
Generalized Beta Models and Population Growth: So Many Routes to Chaos
(2023)
M. Fátima Brilhante
M. Ivette Gomes
Sandra Mendonça
Dinis Pestana
Pedro Pestana
Journal articles
2023
Reliable Alternative Ways to Manage the Risk of Extreme Events
(2023)
M. Ivette Gomes
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Book chapters
2022
Reliable Ways to Measure Risks of Rare Events
(2022)
Maria Ivette Gomes
Conference papers
2022
Accurate Ways to Measure Risks of Extreme Events
(2022)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2022
On runs estimator of the extremal index: dealing with clusters of exceedances with atypical dimensions
(2022)
Manuela Souto de Miranda
Cristina Miranda
Maria Ivette Gomes
Conference papers
2022
A Robust Hurdle Poisson Model in the Estimation of the Extremal Index
(2022)
Manuela Souto de Miranda
M. Cristina Miranda
M. Ivette Gomes
Book chapters
2022
Computational Study of the Adaptive Estimation of the Extreme Value Index with Probability Weighted Moments
(2022)
Frederico Caeiro
M. Ivette Gomes
Book chapters
2022
Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p
(2022)
Frederico Caeiro
M. Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2022
Extreme Value Theory and the PORTSEA
(2022)
Maria Ivette Gomes
Conference papers
2022
A Generalized Mean Under a Non-Regular Framework and Extreme Value Index Estimation
(2022)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Dinis Pestana
Book chapters
2022
Further tales of heavy tails and generalized means
(2022)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2022
A comparison of several generalized and extended Hill estimators
(2022)
Frederico Caeiro
Ivanilda Cabral
Maria Ivette Gomes
Conference papers
2022
Lehmer’s mean-of-order-p in the estimation of the Weibull tail coefficient
(2022)
Lígia Henriques-Rodrigues
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2022
The Role of Resampling Methods and Generalized Means in Statistics of Extremes
(2022)
Maria Ivette Gomes
Conference papers
2022
The role of generalized means in the estimation of the conditional tail expectation
(2022)
Maria Ivette Gomes
Fernanda Otília Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2022
A new proposal for robust estimations of the extremal index
(2022)
Maria Cristina Miranda
Maria Manuela Souto de Miranda
Maria Ivette Gomes
Conference papers
2022
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient
(2022)
Frederico Caeiro
Lígia Henriques-Rodrigues
M. Ivette Gomes
Journal articles
2022
Extreme Value Theory: a Mathematical Decoder of the Random World of Extremes?
(2022)
Maria Ivette Gomes
Conference papers
2022
How to build accurate reliability bounds for a large coherent system
(2022)
Maria Ivette Gomes
Luísa Canto e Castro
Sandra Dias
Paula Reis
Conference papers
2022
Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation
(2022)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Dinis Pestana
Journal articles
2022
Desafios em Estatística de Extremos Univariados
(2022)
Maria Ivette Gomes
Book chapters
2022
Editorial: In memoriam — Ross Leadbetter [1931-2022]
(2022)
M. Ivette Gomes
K. F. Turkman
Journal articles
2022
Alternative reliable ways to manage risks of extreme events
(2022)
Maria Ivette Gomes
Fernanda Otília Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2022
Em memória de Ross Leadbetter (1931-2022)
(2022)
Maria Ivette Gomes
Other
2022
In memoriam: Ross Leadbetter (1931-2022)
(2022)
Maria Ivette Gomes
Journal articles
2022
Box-Cox Transformations and Bias Reduction in Extreme Value Theory
(2022)
Lígia Henriques-Rodrigues
M. Ivette Gomes
Journal articles
2022
Liderança da Estatística ou Importância da Estatística?
(2022)
Maria Ivette Gomes
Journal articles
2022
On the comparison of several classical estimators of the extreme value index
(2022)
Ivanilda Cabral
Frederico Caeiro
M. Ivette Gomes
Journal articles
2021
A Generalized Mean under a Non-regular Framework and Extreme Value Index Estimation
(2021)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Dinis Duarte Pestana
Conference papers
2021
Adaptive estimation of the Extreme Value Index with Probability Weighted Moments
(2021)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2021
Estimation of the Weibull Tail Coefficient through the Power Mean-of-Order-p Generalized Mean
(2021)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2021
A robust hurdle Poisson model in the estimation of the extremal index
(2021)
Manuela Souto de Miranda
Cristina Miranda
Maria Ivette Gomes
Conference papers
2021
A comparison of generalized and extended Hill estimators
(2021)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2021
A few progresses in Statistics of Extremes through the use of generalized means
(2021)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2021
Box-Cox estimation of parameters of extreme events
(2021)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Conference papers
2021
Bias Reduction, Generalized Means and Truncation in Statistical EVT: All together Now...
(2021)
Maria Ivette Gomes
Conference papers
2021
A Generalized Mean under Non-Regular Frameworks and Extreme Value Index Estimation
(2021)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Dinis Pestana
Conference papers
2021
Statistical Extreme Value Theory and Applications: an Appealing and Challenging Topic
(2021)
Maria Ivette Gomes
Conference papers
2021
Generalized means under non-regular frameworks and estimation of parameters of rare events
(2021)
Maria Ivette Gomes
Conference papers
2021
Comparação assintótica de duas classes de estimadores de um parâmetro de forma de segunda-ordem
(2021)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2021
Estimação de um índice de valores extremos positivo através de médias generalizadas e em ambiente de não-regularidade
(2021)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Dinis Duarte Pestana
Book chapters
2021
Estimação Assintoticamente Centrada em Estatística de Extremos
(2021)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Academic documents
2021
A Escola de Extremos em Portugal (PORTSEA, do Inglês ‘Portuguese School of Extremes and Applications’)
(2021)
Maria Ivette Gomes
Other
2021
The ‘Portuguese School of Extremes and Applications’ (PORTSEA)
(2021)
Maria Ivette Gomes
Other
2021
A Escola de Extremos em Portugal / The School of Extremes in Portugal
(2021)
Maria Ivette Gomes
Conference papers
2021
The Role of Generalized Means in the Weibull Tail Coefficient Estimation
(2021)
Maria Ivette Gomes
Frederico Caeiro
Ligia Henriques-Rodrigues
Conference papers
2020
A Note on Robust Estimation of the Extremal Index
(2020)
M. Ivette Gomes
Miranda Cristina
Manuela Souto de Miranda
Book chapters
2020
Revisiting rates of convergence and penultimate approximations for extremes
(2020)
Maria Ivette Gomes
Journal articles
2020
Papel do Controlo Estatístico da Qualidade em Indústria e Serviços
(2020)
Maria Ivette Gomes
Fernanda Figueiredo
Book chapters
2020
Linear combinations of generalized Hill estimators
(2020)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2020
Statistics of extremes and possible earthquakes' prediction
(2020)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2020
Testemunho de Presidentes da SPE—Sociedade Portuguesa de Estatística: Passado, Presente e Futuro?
(2020)
Maria Ivette Gomes
Other
2020
Generalized Means: Progresses and Challenges in Statistics of Extremes
(2020)
Maria Ivette Gomes
Frederico Caeiro
Ligia Henriques-Rodrigues
Conference papers
2020
Extreme value index estimation under non-regularity and through generalized means
(2020)
Maria Ivette Gomes
Ligia Henriques-Rodrigues
Dinis Pestana
Conference papers
2020
Comparação Assintótica de duas Classes Competitivas de Estimadores de um Parâmetro de Forma de Segunda-ordem
(2020)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Other
2020
Estimação do Índice de Cauda através de Médias Generalizadas e em Ambiente de Não-regularidade
(2020)
Maria Ivette Gomes
Ligia Henriques-Rodrigues
Dinis Pestana
Other
2020
Tail estimation through linear combinations of generalized means
(2020)
Maria Ivette Gomes
Fernanda Figueiredo
Conference papers
2020
Non-regular Frameworks and the Mean-of-order-p Extreme Value Index Estimation
(2020)
Maria Ivette Gomes
Ligia Henriques-Rodrigues
Dinis Pestana
Other
2020
Minimum-variance reduced-bias estimation of the extreme value index: a theoretical and empirical study
(2020)
Frederico Caeiro
Lígia Henriques-Rodrigues
M. Ivette Gomes
Ivanilda Cabral
Journal articles
2020
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
(2020)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Dinis Pestana
Journal articles
2020
Non-normal generalized means in statistical EVT
(2020)
Maria Ivette Gomes
Conference papers
2020
A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison
(2020)
Helena Penalva
Maria Ivette Gomes
Frederico Caeiro
M. Manuela Neves
Journal articles
2020
Tail estimation via linear combinations of generalized means
(2020)
Maria Ivette Gomes
Fernanda Figueiredo
Conference papers
2020
Generalização do estimador de Hill, baseada na média de Lehmer: Resultados adicionais
(2020)
Ivanilda Cabral
Frederico Caeiro
M. Ivette Gomes
Book chapters
2019
Approximations for extremes and bounds for the reliability of large systems
(2019)
M. Ivette Gomes
Luisa Canto e Castro
Sandra Dias
Paula Reis
Conference papers
2019
Tail dependence coefficient semi-parametric estimation through a generalized mean
(2019)
M. Ivette Gomes
Conference papers
2019
A generalized jackknife estimator of a negative extreme value index
(2019)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2019
Approximations for extremes and reliability of high-dimension coherent systems
(2019)
Maria Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2019
Statistics of Extremes and Risk Assessment using R
(2019)
Maria Ivette Gomes
Conference papers
2019
Asymptotic Comparison of Second-Order Parameters Estimators
(2019)
Maria Ivette Gomes
Ivanilda Cabral
Frederico Caeiro
Conference papers
2019
Comparison of classes of generalized Hill estimators
(2019)
Frederico Caeiro
Maria Ivette Gomes
Ivanilda Cabral
Conference papers
2019
Estatística de Extremos: Um instrumento para predição de tremores de terra?
(2019)
Maria Ivette Gomes
Dinis Pestana
Book chapters
2019
Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications
(2019)
Helena Penalva
M. Ivette Gomes
Frederico Caeiro
M. Manuela Neves
Journal articles
2019
Comparação de combinações lineares de estimadores do índice de cauda
(2019)
Fernanda Figueiredo
M. Ivette Gomes
Conference papers
2019
Comparação assintótica de estimadores do parâmetro de forma de segunda-ordem
(2019)
Ivanilda Cabral
Frederico Caeiro
M. Ivette Gomes
Conference papers
2019
Médias generalizadas em ambiente de não-regularidade: estimação do índice de valores extremos
(2019)
M. Ivette Gomes
Dinis Pestana
Conference papers
2019
Vias alternativas na estimação do índice extremal
(2019)
Souto de Miranda, Manuela
Miranda, Cristina
M. Ivette Gomes
Conference papers
2019
Revisiting penultimate approximations and rates of convergence in extreme value theory
(2019)
Maria Ivette Gomes
Other
2019
System’s Reliability and Penultimate Approximations for Extremes
(2019)
Maria Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2019
Improvements on robust estimation of the extremal index and bias correction
(2019)
Maria Ivette Gomes
Cristina Miranda
Manuela Souto de Miranda
Other
2019
Penultimate Extreme Value Laws and Reliability of High-Dimension Systems
(2019)
Maria Ivette Gomes
Other
2019
Desafios em Estatística de Extremos
(2019)
Maria Ivette Gomes
Other
2019
Estatística e Sociedade: Controlo da Qualidade e Extremos
(2019)
Maria Ivette Gomes
Other
2019
Statistics of Extremes and Risk Evaluation using R
(2019)
Maria Ivette Gomes
Other
2019
Corrected-Hill versus partially reduced-bias value-at-risk estimation
(2019)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lgia Henriques-Rodrigues
Dinis Pestana
Journal articles
2019
Discussion of “Birnbaum-Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters
(2019)
Víctor Leiva
Camilo Lillo
M. Ivette Gomes
Marta Ferreira
Journal articles
2019
Modelling risk of extreme events in generalized Verhulst models
(2019)
M. F. Brilhante
Maria Ivette Gomes
Dinis Pestana
Journal articles
2019
Improvements on robust and corrected-bias estimation of the extremal index
(2019)
M. Ivette Gomes
Cristina Miranda
M. Manuela Souto de Miranda
Conference papers
2019
An adaptive EVI-estimation through computational procedures
(2019)
M. Ivette Gomes
M. Manuela Neves
Helena Penalva
Conference papers
2019
Challenges in Statistics of Extremes (Preprint associated with an invited plenary communication at “Sessão da Classe de Ciências”, Academia das Ciências de Lisboa, May 16, 2019)
(2019)
Maria Ivette Gomes
Other
2019
Minimum-variance reduced-bias estimation of tail related parameters
(2019)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2018
Robust estimation of the extremal index
(2018)
Maria Ivette Gomes
Cristina Miranda
Manuela Souto Miranda
Conference papers
2018
Generalized Means in Statistical EVT
(2018)
Maria Ivette Gomes
Other
2018
Extreme Stability in Generalized Verhulst Models for Population Dynamics
(2018)
Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Other
2018
An Overview of Generalized Means, Bias Reduction and Linear Combinations in the Estimation of Heavy Tails
(2018)
Maria Ivette Gomes
Other
2018
Generalized Means, Linear Combinations and Bias Reduction in the Estimation of Heavy Tails
(2018)
Maria Ivette Gomes
Conference papers
2018
Semi-Parametric estimation of the tail dependence coefficient through generalized means
(2018)
Maria Ivette Gomes
Conference papers
2018
Resampling methods for an adequate tail index estimation
(2018)
Maria Manuela Neves
Maria Ivette Gomes
Helena Penalva
Frederico Caeiro
Conference papers
2018
A Comparison of Several Classical Estimators with a Minimum Variance Reduced Bias Estimator of the Extreme Value Index
(2018)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2018
Reduced-Bias and Partially Reduced-Bias Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison and an Application
(2018)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Dinis Pestana
Other
2018
The role of generalized means in multivariate extreme value statistics
(2018)
Maria Ivette Gomes
Other
2018
Aproximações Pré-Assintóticas em Teoria de Valores Extremos e Fiabilidade de Sistemas Coerentes com Dimensão Elevada
(2018)
Maria Ivette Gomes
Other
2018
NEW CHALLENGES IN EXTREME VALUE COMPUTATIONAL STATISTICAL MODELING AND RISK ASSESSMENT
(2018)
Maria Ivette Gomes
Other
2018
Population Dynamics equilibrium and extreme growth
(2018)
M. Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Conference papers
2018
Design of sampling plans for sensory evaluation
(2018)
Fernanda Otilia Figueiredo
Adelaide Maria Figueiredo
Maria Ivette Gomes
Conference papers
2018
Penultimate approximations and reliability
(2018)
Maria Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2018
Extreme value theory in the analysis of environmental event
(2018)
M. Ivette Gomes
Fernanda Figueiredo
Conference papers
2018
Comparison of classes of generalized Hill estimators
(2018)
Caeiro, Frederico
Cabral, Ivanilda
Maria Ivette Gomes
Conference papers
2018
Adaptive estimation for light-tailed models
(2018)
Henriques-Rodrigues, Lígia
Maria Ivette Gomes
Conference papers
2018
Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison
(2018)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Dinis Pestana
Conference papers
2018
Combining sensory and chromatographic analyses in acceptance sampling plans
(2018)
Figueiredo, Fernanda
Figueiredo, Adelaide
Maria Ivette Gomes
Conference papers
2018
Asymptotic and finite sample comparison of some extreme value index classes of estimators
(2018)
Penalva, Helena
Maria Ivette Gomes
Frederico Caeiro
M. Manuela Neves
Conference papers
2018
Improving Asymptotically Unbiased Extreme Value Index Estimation
(2018)
Frederico Caeiro
Ivanilda Cabral
M. Ivette Gomes
Book chapters
2018
Acceptance-Sampling Plans for Reducing the Risk Associated with Chemical Compounds
(2018)
Fernanda Figueiredo
Adelaide Figueiredo
M. Ivette Gomes
Book chapters
2017
Extreme Value Analysis and Risk Modeling
(2017)
Maria Ivette Gomes
Conference papers
2017
Censoring, Truncation and Penultimate Extreme Value Theory in the Analysis of Cancer Data
(2017)
Maria Ivette Gomes
Conference papers
2017
Generalized Means and Resampling Methodologies in Statistics of Extremes
(2017)
Maria Ivette Gomes
Conference papers
2017
Erratum to “Competitive estimation of the extreme value index” [Statist. Probab. Lett. 117 (2016) 128–135]
(2017)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2017
International Prize of Statistics: Congratulations Sir David Cox
(2017)
Maria Ivette Gomes
Maria Antónia Amaral Turkman
Journal articles
2017
Location-invariant reduced-bias tail index estimation under a third-order framework
(2017)
Lígia Henriques-Rodrigues
M. Ivette Gomes
Journal articles
2017
Value-at-risk estimation based on generalized means and peaks over random thresholds
(2017)
Maria Ivette Gomes
Other
2017
Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo study
(2017)
Maria Ivette Gomes
Dinis Pestana
Conference papers
2017
Generalização do estimador de Hill, baseada na média de Lehmer: uma nova abordagem
(2017)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2017
Médias generalizadas na estimação de parâmetros de acontecimentos extremos em estruturas fracamente dependentes
(2017)
Maria Ivette Gomes
Cristina Miranda
Conference papers
2017
O charme discreto da burguesia da uniforme e suas amigas
(2017)
Dinis Pestana
M. Fátima Brilhante
Maria Ivette Gomes
Luísa Rocha
Conference papers
2017
Reliability bounds through penultimate approximations for extremes
(2017)
Maria Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2017
EXTREME VALUE BIRNBAUM-SAUNDERS MODEL AND APPLICATIONS TO ENVIRONMENT, BIOMETRICS AND ATHLETICS
(2017)
Maria Ivette Gomes
Other
2017
Extreme Value Birnbaum-Saunders Model and Applications
(2017)
Maria Ivette Gomes
Marta Ferreira
Victor Leiva
Conference papers
2017
A likelihood-ratio control chart for monitoring the parameters of a logistic process
(2017)
Fernanda Figueiredo
Maria Ivette Gomes
Amitava Mukherjee
Conference papers
2017
Contributos Computacionais e Metodológicos na Estimação de Valores Extremos
(2017)
Helena Penalva
Maria Manuela Neves
Maria Ivette Gomes
Academic documents
2017
Value-at-risk estimation and the PORT mean-of-order-p methodology
(2017)
Fernanda Figueiredo
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2017
Location Invariant Reduced-bias Tail Index Estimation under a Third-order Framework (Notas e Comunicações CEAUL 03/2017)
(2017)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Other
2017
Corrected-Hill versus Partially Reduced-Bias Value-at-Risk Estimation (Notas e Comunicações CEAUL 01/2017)
(2017)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Dinis Pestana
Other
2017
Penultimate approximations in extreme value theory and reliability of large coherent systems
(2017)
M. Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2017
PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED MEANS
(2017)
M. Ivette Gomes
Fernanda Figueiredo
Ligia Henriques-Rodrigues
Conference papers
2017
A "Escola de Extremos" em Portugal —"Extremistas" num Extremo da Europa (RG Preprint)
(2017)
Maria Ivette Gomes
Other
2017
Papel do Controlo Estatístico da Qualidade em Indústria e Serviços (Preprint associado com comunicação convidada na “Sessão da Classe de Ciências”, Academia das Ciências de Lisboa, Janeiro 5, 2017)
(2017)
Maria Ivette Gomes
Fernanda Figueiredo
Other
2017
STATISTICAL QUALITY CONTROL IN INDUSTRY AND SERVICES (Preprint associated with an invited communication at “Sessão da Classe de Ciências”, Academia das Ciências de Lisboa, January 5, 2017)
(2017)
Maria Ivette Gomes
Fernanda Figueiredo
Other
2017
PORT estimation of parameters of extreme events through generalized means
(2017)
Maria Ivette Gomes
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Conference papers
2017
A bias corrected generalized Hill estimator
(2017)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2017
Population dynamics: Risk modeling and extremes in the generalized Verhulst model
(2017)
Maria de Fátima Brilhante
Maria Ivette Gomes
Dinis Duarte Pestana
Sandra Mendonça
Conference papers
2017
Generalized Means in Statistical Extreme Value Theory
(2017)
Maria Ivette Gomes
Frederico Caeiro
Maria Manuela Neves
Helena Penalva
Conference papers
2017
Report on the ISI lunchtime event “ISI and NSSs (National Statistical Societies)—Partnerships for Statistical Development”
(2017)
M. Ivette Gomes
Other
2017
Generalized means and peaks over random thresholds value-at-risk estimation
(2017)
M. Ivette Gomes
Fernanda Figueiredo
Ligia Henriques-Rodrigues
Conference papers
2017
An Overview of Big Data Applications
(2017)
Figueiredo, Fernanda
Figueiredo, Adelaide
M. Ivette Gomes
Conference papers
2017
Generalized Means and Resampling Methods in Statistics of Univariate Extremes (RG Preprint)
(2017)
M. Ivette Gomes
Other
2017
PENULTIMATE EXTREMES, RANDOM CENSORING AND TRUNCATION
(2017)
M. Ivette Gomes
Other
2016
Competitive estimation of the extreme value index
(2016)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2016
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
(2016)
Frederico Caeiro
M. Ivette Gomes
Jan Beirlant
Tertius de Wet
Journal articles
2016
Tail fitting for truncated and non-truncated Pareto-type distributions
(2016)
Jan Beirlant
Isabel Fraga Alves
Ivette Gomes
Journal articles
2016
Threshold Selection in Extreme Value Analysis
(2016)
Caeiro, Frederico
M. Ivette Gomes
Book chapters
2016
The total median statistic to monitor contaminated normal data
(2016)
Fernanda Figueiredo
M. Ivette Gomes
Journal articles
2016
Reduced bias Hill estimators
(2016)
Ivanilda Cabral
Frederico Caeiro
M. Ivette Gomes
Conference papers
2016
Competitive Estimation of the Extreme Value Index (Notas e Comunicações CEAUL 01/2016)
(2016)
M. Ivette Gomes
L. Henriques-Rodrigues
Other
2016
An Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 02/2016)
(2016)
Helena Penalva
Frederico Caeiro
Maria Ivette Gomes
M. Manuela Neves
Other
2016
Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology (Notas e Comunicações CEAUL 04/2016)
(2016)
Fernanda Figueiredo
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2016
ESTATÍSTICA DE EXTREMOS—UM INSTRUMENTO PARA PREDIÇÃO DE TREMORES DE TERRA? (Preprint associado com conferência plenária na “Sessão: À Conversa sobre o Terramoto de 1755”, Academia das Ciências de Lisboa, Novembro 2, Lisboa, Portugal)
(2016)
Maria Ivette Gomes
Dinis Pestana
Other
2016
Statistics of Extremes—an Instrument for Earquakes’ Prediction? (Preprint associated with a plenary talk at “Sessão: À Conversa sobre o Terramoto de 1755”, Academia das Ciências de Lisboa, November 2, Lisboa, Portugal)
(2016)
Maria Ivette Gomes
Dinis Pestana
Other
2016
Bootstrap Methods in Statistics of Extremes
(2016)
M. Ivette Gomes
Frederico Caeiro
L. Henriques-Rodrigues
B.G. Manjunath
Book chapters
2016
Redução do Viés do Estimador de Hill: uma Nova Abordagem
(2016)
Ivanilda Cabral
Frederico Caeiro
M. Ivette Gomes
Book chapters
2016
Distribuição de Pareto inflacionada em Controlo Estatístico da Qualidade
(2016)
Fernanda Figueiredo
Adelaide Figueiredo
M. Ivette Gomes
Book chapters
2016
Non-reduced versus reduced-bias estimators of the extreme value index—efficiency and robustness
(2016)
M. Ivette Gomes
Helena Penalva
Frederico Caeiro
Manuela Neves
Conference papers
2016
Modelos extremais em dinâmica de populações
(2016)
Brilhante, M. Fátima
M. Ivette Gomes
Dinis Pestana
Conference papers
2016
Inflated Pareto Processes in Statistical Quality Control
(2016)
Maria Ivette Gomes
Fernanda Otília Figueiredo
Adelaide Figueiredo
Conference papers
2016
Acceptance sampling plans for sensory and chromatography analyses
(2016)
Fernanda Otília Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Conference papers
2016
Improving the asymptotically unbiased extreme value index estimation
(2016)
Frederico Caeiro
Ivanilda Cabral
Maria Ivette Gomes
Conference papers
2016
Extreme value Birnbaum–Saunders regression models applied to environmental data
(2016)
Víctor Leiva
Marta Ferreira
M. Ivette Gomes
Camilo Lillo
Journal articles
2016
Control charts for monitoring the parameters of a logistic distribution
(2016)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Amitava Mukherjee
Conference papers
2016
Partially Reduced-Bias Value-at-risk Estimation
(2016)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Otília Figueiredo
Lígia Henriques-Rodrigues
Dinis Duarte Pestana
Conference papers
2016
MEAN-OF-ORDER-p LOCATION-INVARIANT EXTREME VALUE INDEX ESTIMATION
(2016)
M. Ivette Gomes
L. Henriques-Rodrigues
B.G. Manjunath
Journal articles
2015
Searching for robust estimates of the extremal index
(2015)
Cristina Miranda
Manuela Souto de Miranda
Maria Ivette Gomes
Conference papers
2015
Mean of Order p reduced bias estimation of the extreme value index: a computational study
(2015)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2015
Application of the PORT methodology to recent extreme value index estimators
(2015)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2015
Tail Fitting of Pareto-type tails Truncated at Intermediate Levels
(2015)
Jan Beirlant
Maria Isabel Fraga Alves
Maria Ivette Gomes
Conference papers
2015
Reduced-Bias Value-at-risk Semi-parametric Estimation
(2015)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Dinis Pestana
Conference papers
2015
Tail fitting for truncated and non-truncated Pareto-type distributions
(2015)
Jan Beirlant
Maria Isabel Fraga Alves
Maria Ivette Gomes
Other
2015
A new partially reduced-bias mean-of-order-p class of extreme value index estimators
(2015)
M. Ivette Gomes
M. Fátima Brilhante
Frederico Caeiro
Dinis Pestana
Journal articles
2015
Further results on order statistics and products of functions of independent generalized beta random variables
(2015)
M. Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Conference papers
2015
Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems
(2015)
Paula Reis
Luísa Canto e Castro
Sandra Dias
M. Ivette Gomes
Journal articles
2015
Extreme Value Theory and Statistics of Univariate Extremes: A Review
(2015)
M. Ivette Gomes
Armelle Guillou
Journal articles
2015
Bias reduction in the estimation of a shape second-order parameter of a heavy tailed model
(2015)
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2015
NAZARÉ and ARCH processes: extremal index estimation
(2015)
Maria Ivette Gomes
Book chapters
2015
Revisiting the maximum likelihood estimation of a positive extreme value index
(2015)
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2015
Resampling methodologies and reliable tail estimation
(2015)
Maria Ivette Gomes
Fernanda Figueiredo
M. João Martins
M. Manuela Neves
Journal articles
2015
Correção do viés do estimador de Hill: uma nova abordagem
(2015)
Ivanilda Cabral
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2015
Distribuição de Pareto inflacionada em controlo estatístico da qualidade
(2015)
Fernanda Otília Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Conference papers
2015
Aplicação da metodologia PORT a estimadores recentes do índice de valores extremos
(2015)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2015
Estimação robusta do índice extremal
(2015)
Maria Cristina Miranda
Maria Ivette Gomes
Manuela Souto de Miranda
Conference papers
2015
The exact distribution of the total median and the total range statistics
(2015)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Conference papers
2015
Acceptance sampling plans for inflated Pareto processes
(2015)
Fernanda Otília Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Conference papers
2015
New Reduced-bias Estimators of a Positive Extreme Value Index
(2015)
M. Ivette Gomes
M. Fátima Brilhante
Dinis Pestana
Journal articles
2015
Acceptance Sampling Plans for Inflated Pareto Processes (Notas e Comunicações CEAUL 04/2015)
(2015)
F. Figueiredo
A. Figueiredo
M. Ivette Gomes
Other
2015
Control Charts Implemented on the Basis of a Bootstrap Reference Sample
(2015)
Figueiredo, Fernanda
M. Ivette Gomes
Book chapters
2015
A Partially Reduced-Bias Value-at-Risk Estimation Procedure
(2015)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Book chapters
2015
A Partially Reduced Bias Class of Value-at-Risk Estimators
(2015)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Dinis Pestana
Conference papers
2015
Adaptive Choice of Optimal Threshold in EVA
(2015)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2015
As minhas experiências na África do Sul e no SASA 2014
(2015)
M. Ivette Gomes
Other
2015
Estatística de Extremos em Desporto
(2015)
Henriques-Rodrigues, L.
M. Ivette Gomes
Dinis Pestana
Other
2015
Mean-of-order-p Location-invariant Extreme Value Index Estimation (Notas e Comunicações CEAUL 01/2015)
(2015)
M. Ivette Gomes
Lígia Henriques-Rodrigues
B.L. Manjunath
Other
2015
Mean-of-order-p Reduced-bias Extreme Value Index Estimation under a Third-order Framework (Notas e Comunicações CEAUL 02/2015)
(2015)
Frederico Caeiro
M. Ivette Gomes
J. Beirlant e T. Wet
Other
2015
A Partially Reduced-Bias Class of Value-at-Risk Estimators (Notas e Comunicações CEAUL 03/2015)
(2015)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo e Dinis Pestana
Other
2015
A Mean-of-Order-p Class of Value-at-Risk Estimators
(2015)
M. Ivette Gomes
M. Fátima Brilhante
Dinis Pestana
Book chapters
2015
The Role of Asymmetric Families of Distributions in Eliminating Risk
(2015)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Book chapters
2015
Randomly Stopped k-th Order Statistics
(2015)
Sandra Mendonça
Dinis Pestana
M. Ivette Gomes
Book chapters
2015
Resampling-Based Methodologies in Statistics of Extremes: Environmental and Financial Applications
(2015)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Fernanda Figueiredo
Book chapters
2014
Estimation of a Scale Second-Order Parameter Related to the PORT Methodology
(2014)
Lígia Henriques-Rodrigues
M. Ivette Gomes
B. G. Manjunath
Journal articles
2014
A location-invariant probability weighted moment estimation of the Extreme Value Index
(2014)
Frederico Caeiro
M. Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2014
Modeling Extreme Events: Sample Fraction Adaptive Choice in Parameter Estimation
(2014)
M. Manuela Neves
M. Ivette Gomes
Fernanda Figueiredo
Dora Prata Gomes
Journal articles
2014
Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index
(2014)
Lígia Henriques-Rodrigues
M. Ivette Gomes
Book chapters
2014
The MOP EVI-Estimator Revisited
(2014)
M. Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Book chapters
2014
Resampling methodologies in Phase I control charts
(2014)
Figueiredo, F.
A. Figueiredo
Maria Ivette Gomes
Conference papers
2014
Monitoring the shape parameter of a Weibull distribution
(2014)
Figueiredo, F.
M. Ivette Gomes
A. Figueiredo
Conference papers
2014
Efficiency of partially reduced-bias mean-of-order-p versus minimum-variance reduced-bias extreme value index estimation
(2014)
M. Ivette Gomes
Frederico Caeiro
Conference papers
2014
Controlo Estatístico da Qualidade em Indústria e Serviços
(2014)
M. Ivette Gomes
Fernanda Figueiredo
Adelaide Figueiredo
Conference papers
2014
Comparison of sampling plans by variables using the bootstrap and Monte Carlo simulations
(2014)
Fernanda Figueiredo
Adelaide Figueiredo
M. Ivette Gomes
Conference papers
2014
Comparison of asymptotically unbiased extreme value index estimators: A Monte Carlo simulation study
(2014)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2014
Glossários de Termos Estatísticos (Alemão-Português-Alemão, Francês-Português-Francês, Inglês-Português-Inglês)
(2014)
Carlos Ventura
Dinis Pestana
Maria Ivette Gomes
Pedro Pestana
Books
2014
Abstracts Book — 8th Workshop on Statistics, Mathematics and Computation
(2014)
Teresa Oliveira
Maria Ivette Gomes
Luís Grilo
Amílcar Oliveira
J. Baptista
Books
2014
Resampling Methodologies in the Field of Statistics of Univariate Extremes
(2014)
Maria Ivette Gomes
Book chapters
2014
The latest advances on the Hill estimator and its modifications
(2014)
Maria Ivette Gomes
M. Stehlík
Book chapters
2014
Resampling-Based Methodologies in Statistics of Extremes: Environmental and Financial Applications (Notas e Comunicações CEAUL 01/2014)
(2014)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Fernanda Figueiredo
Other
2014
Bootstrap Methods in Statistics of Extremes (Notas e Comunicações CEAUL 03/2014)
(2014)
M. Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
B.G. Manjunath
Other
2014
Partially reduced bias Value-at-Risk estimation
(2014)
Maria Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Conference papers
2014
A New Partially reduced-bias Mean-of-order p Class of Extreme Value Index Estimators (Notas e Comunicações CEAUL 04/2014)
(2014)
M. Ivette Gomes
M. Fátima Brilhante
Frederico Caeiro
Dinis Pestana
Other
2014
Estimation of a Scale Second-order Parameter Related to the PORT Methodology (Notas e Comunicações CEAUL 06/2014)
(2014)
Lígia Henriques-Rodrigues
M. Ivette Gomes
B.G. Manjunath
Other
2014
Threshold Selection in Extreme Value Analysis (Notas e Comunicações CEAUL 07/2014)
(2014)
Frederico Caeiro
M. Ivette Gomes
Other
2014
Resampling Methodologies and Reliable Tail Estimation (Notas e Comunicações CEAUL 08/2014)
(2014)
M. Ivette Gomes
Fernanda Figueiredo
M. João Martins
M. Manuela Neves
Other
2014
Semi-Parametric Probability-Weighted Moments Estimation Revisited
(2014)
Frederico Caeiro
M. Ivette Gomes
Björn Vandewalle
Journal articles
2014
Penultimate approximations in EVT and in Reliability
(2014)
Maria Ivette Gomes
Paula Reis
Luísa Canto e Castro
Sandra Dias
Conference papers
2014
Penultimate approximations and reliability of large coherent systems: Past, present and … future?
(2014)
Maria Ivette Gomes
Conference papers
2014
Statistics of Extremes: An Introduction
(2014)
Maria Ivette Gomes
Conference papers
2014
A mean-of-order-p location-invariant and reduced-bias extreme value index estimator
(2014)
Maria Ivette Gomes
Other
2014
Threshold Selection for Reduced-Bias Location-Invariant EVI-estimators and a financial application
(2014)
Maria Ivette Gomes
Other
2014
Extreme value statistics for truncated Pareto-type distributions
(2014)
Jan Beirlant
Maria Isabel Fraga Alves
Maria Ivette Gomes
Mark M. Meerschaert
Other
2014
Statistics of Univariate Extremes and Applications: An Introduction (Preprint associated with a five hours’ short course at “SASA 2014: the 56th Annual Conference of the South African Statistical Association”, Rhodes University, Grahamstown, October 27-30).
(2014)
Maria Ivette Gomes
Other
2014
Interdisciplinary Applications of Probability and Statistics (Preprint associated with “Debate on Mathematics and its Interdisciplinary Applications”, with prof. P.L. Lions and a UL panel of scientists (Miguel Abreu, M. Ivette Gomes, J. Luís, Rosário Grossinho, Alfredo Egídio Reis, Adélia Sequeira, Artur Martinho Simões). Organizers: João Paulo C Dias and José Francisco Rodrigues).
(2014)
Maria Ivette Gomes
Other
2014
Médias de Ordem Real versus Médias de Ordem Zero na Estimação de Parâmetros de Acontecimentos Raros (Preprint associated with a plenary talk at “2as Jornadas UAb de Estatística e Computação”, Porto de Mós, Centro Local de Aprendizagem da UAb, June 7, 2014, e Seminário convidado, Departamento de Matemática, Universidade da Madeira, Fevereiro 9, 2015, associados a trabalho conjunto com M. Fátima Brilhante and Dinis Pestana).
(2014)
Maria Ivette Gomes
Other
2014
Extreme value analysis for truncated and non-truncated pareto-type distributions
(2014)
Jan Beirlant
M. Isabel Fraga ALves
Maria Ivette Gomes
Mark Meerschaert
Conference papers
2014
Partially Reduced-Bias Tail Index and Value-at-Risk Estimation (Preprint associated with plenary talk, related to joint work with F. Caeiro and F. Figueiredo, at Computationally Intensive Methods in Statistics and Econometrics, Satellite Meeting of COMPSTAT 2014, August 23-24, Neuchâtel, Switzerland).
(2014)
Maria Ivette Gomes
Other
2014
A Note on a Diagnostic for Selecting the Threshold in Statistics of Univariate Extremes
(2014)
Maria Ivette Gomes
Conference papers
2014
A Glimpse of Statistics of Univariate Extremes (Preprint associated with Invited plenary talk at CIRM International Conference on Extreme Value Theory and Laws of Rare Events, July 14-18, 2014, Marseille, France, associated with joint work with J. Beirlant, F. Caeiro and A. Guillou).
(2014)
Maria Ivette Gomes
Other
2014
Computer Intensive Procedures in Threshold Selection
(2014)
Maria Manuela Neves
Fernanda Figueiredo
Maria Ivette Gomes
Dora Prata Gomes
Conference papers
2014
Evaluation of sampling plans by bootstrapping
(2014)
Fernanda Figueiredo
Adelaide Figueiredo
Maria Ivette Gomes
Conference papers
2014
My experiences at South Africa and SASA 2014
(2014)
Maria Ivette Gomes
Other
2014
Personalidade e Aulas Memoráveis
(2014)
Maria Ivette Gomes
Other
2014
On the bootstrap methodology for the estimation of the tail sample fraction
(2014)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2014
Extensions of the Verhulst Model, Order Statistics and Products of Independent Unifrom Random Variables
(2014)
M. Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Journal articles
2014
PORT-estimation of a Shape Second-order Parameter
(2014)
Henriques-Rodrigues, L.
Maria Ivette Gomes
M.I. Fraga Alves
Cláudia Neves
Journal articles
2014
A Semi-parametric Estimator of a Shape Second-Order Parameter
(2014)
Frederico Caeiro
M. Ivette Gomes
Book chapters
2013
Modeling and monitoring SPC data using a skew-normal distribution
(2013)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2013
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
(2013)
M. Ivette Gomes
Lígia Henriques-Rodrigues
M. Isabel Fraga Alves
B. G. Manjunath
Journal articles
2013
Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
(2013)
M. Ivette Gomes
M. João Martins
M. Manuela Neves
Journal articles
2013
A simple generalisation of the Hill estimator
(2013)
M. Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Journal articles
2013
Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators
(2013)
Frederico Caeiro
M. Ivette Gomes
Book chapters
2013
Multifractals tied to extensions of Panjer's iterative procedures
(2013)
Brilhante, F.
Maria Ivette Gomes
Dinis Pestana
Journal articles
2013
The Skew-Normal Distribution in SPC
(2013)
Fernanda Figueiredo
Maria Ivette Gomes
Journal articles
2013
On the selection of the tuning parameter of a moment estimator of the extreme value index
(2013)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2013
Reliability Control of Complex Systems Through Penultimate Approximations
(2013)
Ivette Gomes
Paula Reis
Luísa Canto e Castro
Sandra Dias
Journal articles
2013
Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis
(2013)
Teresa Oliveira
Maria Ivette Gomes
Christos Kitsos
Amílcar Oliveira
Luís Grilo
Books
2013
Estatística de Extremos Univariados: Modelos Paramétricos vs Não-Paramétricos
(2013)
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2013
A Class of Semi-parametric Probability Weighted Moment Estimators
(2013)
Frederico Caeiro
M. Ivette Gomes
Book chapters
2013
Adaptive PORT-MVRB Estimation of the Extreme Value Index
(2013)
M. Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2013
A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter
(2013)
L. Henriques-Rodrigues
M. Ivette Gomes
Book chapters
2013
The role of bootstrap methodologies in the estimation of a negative extreme value index
(2013)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
The extreme value Birnbaum-Saunders model in athletics
(2013)
Maria Ivette Gomes
Marta Ferreira
Victor Leiva
Conference papers
2013
evt0: Mean of order p, peaks over random threshold Hill and high quantile estimates
(2013)
Bangalore G Manjunath
Frederico Caeiro
Maria Isabel Fraga Alves
Maria Ivette Gomes
Other
2013
The extreme value Birnbaum-Saunders model, its moments and application in biometry
(2013)
M. Ivette Gomes
Marta Ferreira
Victor Leiva
Journal articles
2013
Adaptive Choice of Thresholds and the Bootstrap Methodology: an Empirical Study
(2013)
Maria Ivette Gomes
Fernanda Figueiredo
M. Manuela Neves
Book chapters
2013
Refined Estimation of a Light Tail: an Application to Environmental Data
(2013)
Maria Ivette Gomes
L. Henriques-Rodrigues
Frederico Caeiro
Book chapters
2013
A note on penultimate approximations and reliability of series-parallel structures
(2013)
Paula Reis
Luísa Canto e Castro
Sandra Dias
Maria Ivette Gomes
Conference papers
2013
A mean-of-order-p reduced-bias and location-invariant extreme value index estimator
(2013)
Maria Ivette Gomes
Conference papers
2013
Adaptive and computational procedures in extreme value parameters' estimation
(2013)
Maria Manuela Neves
Maria Ivette Gomes
Fernanda Otília Figueiredo
Dora Prata Gomes
Conference papers
2013
Cartas de controlo para a distribuição normal assimétrica
(2013)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Conference papers
2013
Resampling-Based Methodologies in Statistics of Extremes: an Environmental Application
(2013)
Maria Ivette Gomes
Conference papers
2013
The Role of Jackknife and Bootstrap in Statistics of Extremes: An Environmental Application
(2013)
Maria Ivette Gomes
Conference papers
2013
A.N. Kolmogorov
(2013)
Maria Ivette Gomes
Book chapters
2013
M.G. Kendall
(2013)
Maria Ivette Gomes
Book chapters
2013
Panjer randomized Fibonacci model and dynamic instabilities in population growth models
(2013)
M. F. Brilhante
Maria Ivette Gomes
Dinis Pestana
Journal articles
2013
Multifractals Tied to Extensions of Panjer´s Iterative Procedures (Notas e Comunicações CEAUL 02/2013)
(2013)
Maria de Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Other
2013
Asymptotic Comparison of Alternative Estimators of a Shape Second-Order Parameter (Notas e Comunicações CEAUL 03/2013)
(2013)
Frederico Caeiro
Maria Ivette Gomes
Other
2013
The total median and the total range statistics in phase I control charts
(2013)
Fernanda Figueiredo
Maria Ivette Gomes
S. Chakraborti
Conference papers
2013
Population Dynamics: Extensions of Verhulst Model and Extremal Asymptotic Behaviour (Notas e Comunicações CEAUL 04/2013)
(2013)
Maria de Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Other
2013
Computational study of a bootstrap algorithm for the adaptive estimation of the extreme value index
(2013)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
A reduced-bias mean-of-order-p Value-at-Risk estimator
(2013)
Maria Ivette Gomes
Conference papers
2013
Consistent Estimation of a Scale Second-Order Parameter Related to the PORT Methodology (Notas e Comunicações CEAUL 06/2013)
(2013)
Lígia Henriques-Rodrigues
M. Ivette Gomes
Other
2013
An Overview and Open Research Topics in Statistics of Univariate Extremes
(2013)
Jan Beirlant
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
Dynamic Instabilities in Population Growth Models I: Bernoulli Randomized Modified Fibonacci Model (Notas e Comunicações CEAUL 07/2013)
(2013)
Maria de Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Other
2013
Extreme Value Theory and Sports: the Maximal Oxygen Uptake
(2013)
Serge Vicente
Maria Isabel Fraga Alves
Maria Ivette Gomes
Conference papers
2013
The Total Median Statistic to Monitor Contaminated Normal Data (Notas e Comunicações CEAUL 09/2013)
(2013)
Fernanda Figueiredo
M. Ivette Gomes
Other
2013
Extremistas da Minha Terra
(2013)
Maria Ivette Gomes
Other
2013
New reduced-bias Estimators of a Positive Extreme Value Index (Notas e Comunicações CEAUL 10/2013)
(2013)
M. Ivette Gomes
M. Fátima Brilhante
Dinis Pestana
Other
2013
Extreme Value Theory and Sports: the Maximal Oxygen Uptake (Notas e Comunicações CEAUL 11/2013)
(2013)
S. Vicente
M.I. Fraga Alves
M. Ivette Gomes
Other
2013
Dynamic Instabilities in Population Growth Models II: Geometric Randomized Modified Fibonacci Model and Randomly Stopped Bernoulli Sums (Notas e Comunicações CEAUL 16/2013)
(2013)
Maria Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Other
2013
Extensions of the Verhulst Model and Order Statistics and Products of Independent Uniform Random Variables (Notas e Comunicações CEAUL 17/2013)
(2013)
M. Fátima Brilhante
M. Ivette Gomes
Dinis Pestana
Other
2013
Penultimate Approximations: Past, Present … and Future?
(2013)
Maria Ivette Gomes
Conference papers
2013
Adaptive estimation of a shape second-order parameter
(2013)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
Randomly Stopped k-th Order Statistics (Notas e Comunicações CEAUL 20/2013)
(2013)
Sandra Mendonça
Dinis Pestana
M. Ivette Gomes
Other
2013
Tail Index Estimation: Reducing Bias and Confidence Intervals Coverage Errors
(2013)
Fernanda Figueiredo
Maria Ivette Gomes
Maria de Fátima Brilhante
Maria Manuela Neves
Conference papers
2013
On the penultimate approximations and reliability of parallel-series systems
(2013)
Paula Reis
Luísa Canto e Castro
Sandra Dias
Maria Ivette Gomes
Conference papers
2013
A note on the asymptotic comparison of two alternative estimators of a shape second-order parameter
(2013)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
The role of jackknife and bootstrap in reliable reduced-bias tail index estimation
(2013)
Fernanda Otília Figueiredo
Maria de Fátima Brilhante
Maria Ivette Gomes
Maria Manuela Neves
Conference papers
2013
Estimadores de um Índice de Valores Extremos Positivo: um Estudo Comparativo
(2013)
Maria Ivette Gomes
M. Fátima Brilhante
Dinis Pestana
Book chapters
2013
A Mean-of-order-p Class of Value-at-Risk Estimators (Notas e Comunicações CEAUL 28/2013)
(2013)
M. Ivette Gomes
Brilhante, M. Fátima
Pestana, Dinis
Other
2013
Dynamic instabilities in population growth models I: Bernoulli randomized modified Fibonacci model
(2013)
M. Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Conference papers
2013
PORT estimation of second-order parameters
(2013)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Conference papers
2013
Dynamic instabilities in population growth models II: Panjer randomized modified Fibonacci model
(2013)
M. Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Luisa Rocha
Conference papers
2013
A Location Invariant Probability Weighted Moment EVI-Estimator (Notas e Comunicações CEAUL 30/2013)
(2013)
Frederico Caeiro
Maria Ivette Gomes
L. Henriques-Rodrigues
Other
2013
Extensions of the Verhulst model, order statistics and products of independent uniform random variables
(2013)
M. Fátima Brilhante
Maria Ivette Gomes
Dinis Pestana
Conference papers
2013
Estimativas robustas de localização e escala obtidas via bootstrapping
(2013)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2013
Estimação MOP de viés reduzido do parâmetro VaR
(2013)
Maria Ivette Gomes
Conference papers
2013
k-Geometric Order Statistics
(2013)
Dinis Duarte Pestana
Maria Ivette Gomes
Sandra Mendonça
Conference papers
2013
Statistics of Univariate Extremes: an Overview and Open Research Topics
(2013)
Frederico Caeiro
Maria Ivette Gomes
Jan Beirlant
Conference papers
2013
Reduced-bias estimation: jackknife and bootstrap methods in action
(2013)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Maria de Fátima Brilhante
Maria Manuela Neves
Conference papers
2013
Revisiting a PORT-PPWM EVI-estimator
(2013)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2013
A Mean-of-order-p Value-at-Risk Estimator
(2013)
Maria Ivette Gomes
Maria de Fátima Brilhante
Dinis Duarte Pestana
Conference papers
2013
Adaptive PORT-MVRB VaR estimation
(2013)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Conference papers
2013
A class of PPWM estimators of high quantiles
(2013)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2013
Performance of the bootstrap control charts for skew-normal data
(2013)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Conference papers
2013
Reduced-bias mean-of-order-p extreme value index estimation
(2013)
Maria Ivette Gomes
Maria de Fátima Brilhante
Dinis Duarte Pestana
Conference papers
2013
Análise de Valores Extremos: uma Introdução
(2013)
Maria Ivette Gomes
M.I. Fraga Alves
Cláudia Neves
Books
2012
Extreme Value Theory: an Application to Sports
(2012)
Sérgio Vicente
Maria Isabel Fraga Alves
Maria Ivette Gomes
Academic documents
2012
Metodologia Jackknife na Estimação Paramétrica em Modelos Extremais: Programação em R
(2012)
Pedro de Antas Guimarães Marques Martins
Maria Ivette Gomes
Academic documents
2012
A reduced bias estimator of a ‘scale’ second order parameter
(2012)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2012
Modeling extreme events: Sample fraction adaptive choice in parameter estimation
(2012)
Manuela Neves
Ivette Gomes
Fernanda Figueiredo
Dora Prata Gomes
Conference papers
2012
An overview and open research topics in the field of statistics of univariate extremes
(2012)
Beirlant, J.
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2012
Extensions of Verhulst Model in Population Dynamics and Extremes
(2012)
Brilhante, F.
M. Ivette Gomes
Dinis Pestana
Journal articles
2012
An Overview and Open Research Topics in the Field of Statistics of Univariate Extremes (Notas e Comunicações CEAUL 01/2012)
(2012)
Beirlant, Jan
Caeiro, Frederico
Maria Ivette Gomes
Other
2012
A Simple Generalization of the Hill Estimator (Notas e Comunicações CEAUL 03/2012)
(2012)
Brilhante, M. Fátima
Maria Ivette Gomes
Dinis Pestana
Other
2012
A Semi-Parametric Estimator of a Shape Second Order Parameter (Notas e Comunicações CEAUL 07/2012)
(2012)
Caeiro, Frederico
Maria Ivette Gomes
Other
2012
PORT-Estimation of a Shape Second Order Parameter (Notas e Comunicações CEAUL 09/2012)
(2012)
Henriques-Rodrigues, Lígia
Maria Ivette Gomes
M. Isabel Fraga Alves
Cláudia Neves
Other
2012
The Skew-Normal Distribution in SPC (Notas e Comunicações CEAUL 13/2012)
(2012)
Figueiredo, Fernanda
Maria Ivette Gomes
Other
2012
Extensions of Verhulst Model in Population Dynamics and Extremes (Notas e Comunicações CEAUL 06/2012)
(2012)
Brilhante, M. Fátima
Maria Ivette Gomes
Dinis Pestana
Other
2012
On an extreme value version of the Birnbaum-Saunders distribution
(2012)
Marta Ferreira
Maria Ivette Gomes
Victor Leiva
Journal articles
2012
Extension of Panjer’s Iterative Procedures and Multifractals (Notas e Comunicações CEAUL 08/2012)
(2012)
Brilhante, M. Fátima
Maria Ivette Gomes
Dinis Pestana
Other
2012
Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems (Notas e Comunicações CEAUL 14/2012)
(2012)
Reis, Paula
Canto e Castro, Luísa
Dias, Sandra
Maria Ivette Gomes
Other
2012
Adaptive estimation of heavy right tails: resampling-based methods in action
(2012)
M. Ivette Gomes
Fernanda Figueiredo
M. Manuela Neves
Journal articles
2012
A Location Invariant Probability Weighted Moment EVI-Estimator (Preprint associated with invited talk at Gnedenko 100, Moskow State University, June 26-30, 2012. Joint work with Frederico Caeiro and Lígia Henriques-Rodrigues).
(2012)
Maria Ivette Gomes
Other
2012
A non-parametric double-bootstrap method for an adaptive MOP EVI-estimation
(2012)
Brilhante, F.
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
Extension of Panjer's iterative procedures and multifractals
(2012)
Brilhante, F.
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
Extensions of Verhulst Model in Population Dynamics and Extremes
(2012)
Brilhante, M.F.
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
PORT-PPWM extreme value index estimation
(2012)
Maria Ivette Gomes
Frederico Caeiro
Lígia Henriques-Rodrigues
Conference papers
2012
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
(2012)
Fernanda Figueiredo
M. Ivette Gomes
Lígia Henriques-Rodrigues
M. Cristina Miranda
Journal articles
2012
Novo estimador de viés reduzido de um índice de valores extremos positivo
(2012)
Brilhante, F.
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
A relevância da distribuição normal assimétrica em aplicações
(2012)
Figueiredo, F.
Maria Ivette Gomes
Conference papers
2012
A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala de segunda ordem
(2012)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Conference papers
2012
A new class of estimators of the shape second order parameter of an heavy-tailed distribution
(2012)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2012
MOP Reduced-Bias EVI-Estimation
(2012)
Brilhante, M.F.
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
Population growth models tied to extensions of beta densities
(2012)
Brilhante, M. Fátima
Maria Ivette Gomes
Dinis Pestana
Conference papers
2012
Further results on the extreme value estimation: the maximum likelihood estimators of Feuerverger and Hall
(2012)
Caeiro, F.
Maria Ivette Gomes
Conference papers
2012
Bootstrap control charts to monitor skew-normal processes
(2012)
Figueiredo, F.
Maria Ivette Gomes
Conference papers
2012
Exact and bootstrap control charts based on the skew-normal distribution
(2012)
Figueiredo, F.
Maria Ivette Gomes
Conference papers
2012
The skew-normal and the inverse scale factors-normal distributions in SQC
(2012)
Figueiredo, F.
Maria Ivette Gomes
Conference papers
2012
A location invariant PPWM EVI-estimator
(2012)
Maria Ivette Gomes
Conference papers
2012
A MOP reduced-bias location-invariant EVI-estimator
(2012)
Maria Ivette Gomes
Conference papers
2012
The extreme value Birnbaum-Saunders model in athletics and environment
(2012)
Maria Ivette Gomes
Marta Ferreira
Victor Leiva
Conference papers
2012
Optimal sample fraction selection in reduced-bias EVI-estimation
(2012)
Maria Ivette Gomes
Fernanda Figueiredo
M, Manuela Neves
Conference papers
2012
Penultimate approximations in statistics of extremes and reliability of large coherent systems
(2012)
Maria Ivette Gomes
Paula Reis
Luisa Canto e Castro
Sandra Dias
Conference papers
2012
Optimal choice of a tuning parameter in the PORT-estimation of a shape second-order parameter
(2012)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Conference papers
2012
On heuristic choices of tuning parameters in the estimation of the extreme value index
(2012)
Manjunath, B.G.
Fraga Alves, M.I.
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2012
How resampling methodologies can help in extreme value estimation
(2012)
Neves, M.
Maria Ivette Gomes
Fernanda Figueiredo
Dora Prata Gomes
Conference papers
2011
Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology
(2011)
M. Ivette Gomes
Sandra Mendonça
Dinis Pestana
Journal articles
2011
Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
(2011)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2011
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study
(2011)
M. Ivette Gomes
Lígia Henriques-Rodrigues
M. Cristina Miranda
Journal articles
2011
Semi-parametric tail inference through probability-weighted moments
(2011)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2011
Estimação adaptativa, invariante e de viés reduzido do índice de valores extremos
(2011)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2011
Adaptive PORT-MVRB Estimation: an Empirical Comparison of Two Heuristic Algorithms (Notas e Comunicações CEAUL 01/2011)
(2011)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2011
Adaptive Estimation of Heavy Right Tails: the Bootstrap Methodology in Action (Notas e Comunicações CEAUL 04/2011)
(2011)
Maria Ivette Gomes
Fernanda Figueiredo
M. Manuela Neves
Other
2011
Revisiting the Role of the Generalized JackKnife Methodology in the Field of Extremes (Notas e Comunicações CEAUL 20/2011)
(2011)
Maria Ivette Gomes
M. João Martins
M. Manuela Neves
Other
2011
Estimação de um parâmetro de forma de segunda-ordem
(2011)
Caeiro, Frederico
Maria Ivette Gomes
Conference papers
2011
Probability weighted-moment bootstrap estimation: a case-study in the field of insurance
(2011)
Caeiro, Frederico
Maria Ivette Gomes
Book chapters
2011
Adaptive Reduced Bias Estimation of Financial Log-Returns
(2011)
Figueiredo, F.
Maria Ivette Gomes
M. Manuela Neves
Book chapters
2011
Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings
(2011)
Frederico Caeiro
M. Ivette Gomes
Conference papers
2011
Excessos acima de níveis aleatórios e estimação linear óptima e centrada
(2011)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2011
Uma generalização do estimador de Hill
(2011)
Maria Ivette Gomes
Dinis Pestana
Conference papers
2011
Adaptive reduced bias invariant estimation of a heavy right tail: an application to financial log-returns
(2011)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2011
A heuristic data-driven choice of tuning parameters in PORT-MVRB estimation
(2011)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Cristina Miranda
Book chapters
2011
Uma versão robusta para o estimador do índice extremal de Nandagopalan
(2011)
Miranda, C.
Souto de Miranda, M.
Rocha, A.
Maria Ivette Gomes
Conference papers
2011
Testes Não-Paramétricos para Validação de Modelos Extremais
(2011)
Paulo Jorge Dias dos Santos
Maria Ivette Gomes
Patricia de Zea Bermudez
Academic documents
2011
Testes não-paramétricos para validação de modelos extremais: Aplicação a dados de atletismo
(2011)
Santos, Paulo
Maria Ivette Gomes
Patricia de Zea Bermudez
Conference papers
2011
Extreme nitriding limits in aluminium extrusion
(2011)
Claudia Neves
M. Ivette Gomes
Isabel Fraga Alves
Journal articles
2011
Semi-Parametric Probability-Weighted Moments Estimation Revisited (Notas e Comunicações 03/2011)
(2011)
Caeiro, Frederico
Maria Ivette Gomes
Bjorn Vandewalle
Other
2011
Sir Pinski Rides Again (Notas e Comunicações 12/2011)
(2011)
Maria Ivette Gomes
Dinis Pestana
Pedro Pestana
Other
2011
Statistics of extremes in athletics
(2011)
Henriques-Rodrigues, Lígia
Maria Ivette Gomes
Dinis Pestana
Journal articles
2011
Statistical Quality Control
(2011)
M. Ivette Gomes
Book chapters
2011
Acceptance Sampling
(2011)
M. Ivette Gomes
Book chapters
2011
The Extreme Value Birnbaum-Saunders Model in Biometry and Environment
(2011)
Maria Ivette Gomes
Marta Ferreira
Victor Leiva
Conference papers
2011
Resampling Methodologies in the Field of Statistical Extreme Value Theory
(2011)
Maria Ivette Gomes
Other
2011
Semi-Parametric Probability-Weighted Moments Estimation of Parameters of Extreme Events
(2011)
Maria Ivette Gomes
Other
2011
Estimation of the extreme value index for randomly censored data
(2011)
Maria Ivette Gomes
M. Manuela Neves
Journal articles
2011
Monitoring the mean value in the contaminated normal family of distributions
(2011)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2011
A simple generalization of the Hill estimators
(2011)
Maria Ivette Gomes
Dinis Pestana
Conference papers
2011
Computer-intensive methods in an adaptive estimation of parameters of rare events
(2011)
Maria Manuela Neves
Maria Ivette Gomes
Fernanda Figueiredo
Dora Prata-Gomes
Conference papers
2011
Semi-parametric probability-weighted moments estimation: asymptotics versus non-asymptotics
(2011)
Maria Ivette Gomes
Conference papers
2011
BetaBoop brings in chaos
(2011)
Brilhante, M.F.
Maria Ivette Gomes
Dinis Pestana
Journal articles
2011
Computational validation of an adaptive choice of optimal sample fractions
(2011)
Caeiro, Frederico
Maria Ivette Gomes
Conference papers
2011
A importância de métodos de re-amostragem em Estatística de Extremos
(2011)
Maria Ivette Gomes
Conference papers
2011
Comparação assintótica de estimadores de um parâmetro de forma de segunda-ordem em caudas pesadas
(2011)
Maria Ivette Gomes
Conference papers
2011
Light-tail estimation: a negative moment EVI-estimator and an application to environmental data
(2011)
Frederico Caeiro
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2011
Asymptotic comparison at optimal levels of reduced-bias EVI estimators
(2011)
Maria Ivette Gomes
Frederico Caeiro
Conference papers
2011
Estimation of parameters of extreme events for randomly censored data
(2011)
M. Manuela Neves
Maria Ivette Gomes
Conference papers
2011
Risk and Extreme Values in Insurance and Finance: Book of Abstracts
(2011)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Books
2011
BetaBoop Brings in Chaos (Notas e Comunicações CEAUL 13/2011)
(2011)
Brilhante, M. Fátima
Maria Ivette Gomes
Dinis Pestana
Other
2011
The total median statistic revisited
(2011)
Figueiredo, Fernanda
Maria Ivette Gomes
Conference papers
2011
Resampling methodologies in the field of extremes
(2011)
Maria Ivette Gomes
Conference papers
2011
Sir Pinski rides again
(2011)
Maria Ivette Gomes
Dinis Pestana
Pedro Pestana
Journal articles
2011
A note on the adaptive choice of the optimal threshold in extreme value analysis
(2011)
Maria Ivette Gomes
Dinis Pestana
Conference papers
2010
Tail index and second order parameters' semi-parametric estimation based on the log-excesses
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Hugo Pereira
Dinis Pestana
Journal articles
2010
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2010
A SPE no "45th Scientific Meeting of the Italian Statistical Society"
(2010)
Maria Ivette Gomes
M. Isabel Fraga Alves
Journal articles
2010
Semi-parametric probability weighted moments revisited
(2010)
Caeiro, Frederico
Maria Ivette Gomes
Bjorn Vandewalle
Conference papers
2010
An asymptotically unbiased moment estimator of a negative extreme value index
(2010)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2010
Control Charts based on quantiles
(2010)
Figueiredo, F.
Maria Ivette Gomes
Chakraborti, S..
Conference papers
2010
Estimation of parameters of extreme events for random censored data
(2010)
Maria Ivette Gomes
M. Manuela Neves
Conference papers
2010
Peaks over random threshold best linear unbiased estimation of the extreme value index
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2010
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
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2010
A note on statistics of extremes for censoring schemes on a heavy right tail
(2010)
Maria Ivette Gomes
M. Manuela Neves
Conference papers
2010
A simulation study of invariant second-order reduced-bias extreme value index estimation
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Cristina Miranda
Conference papers
2010
Refined estimation of a light-tail with an application to environmental data
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Frederico Caeiro
Conference papers
2010
Estimação semi-paramétrica da cauda: nova classe de estimadores dos momentos ponderados de probabilidade
(2010)
Caeiro, Frederico
Maria Ivette Gomes
Conference papers
2010
Estimação adaptativa e PORT-MVRB do índice de valores extremos
(2010)
Maria Ivette Gomes
Henriques-Rodrigues, Lígia
Conference papers
2010
A metodologia PORT na estimação de um parâmetro de forma de segunda ordem
(2010)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Conference papers
2010
Controlo Estatístico da Qualidade. Edições I.N.E. (xii+305 pages), 2ª edition, revised
(2010)
Maria Ivette Gomes
Fernanda Figueiredo
M. Isabel Barão
Books
2010
Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Notas e Comunicações CEAUL 24/2010)
(2010)
Caeiro, F.
Maria Ivette Gomes
Other
2010
Adaptive Probability Weighted Moments Estimation (Notas e Comunicações CEAUL 22/2010)
(2010)
Maria Ivette Gomes
Frederico Caeiro
Other
2010
Reduced-Bias Location-Invariant Extreme Value Index Estimation: a Simulation Study (Notas e Comunicações CEAUL 19/2010)
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Cristina Miranda
Other
2010
Refined Estimation of a Light Tail: an Application to Environmental Data (Notas e Comunicações CEAUL 18/2010)
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Frederico Caeiro
Other
2010
Adaptive Choice of Thresholds and the Bootstrap Methodology: an Empirical Study (Notas e Comunicações CEAUL 12/2010)
(2010)
Maria Ivette Gomes
Fernanda Figueiredo
M. Manuela Neves
Other
2010
A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation (Notas e Comunicações CEAUL 05/2010)
(2010)
Maria Ivette Gomes
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Cristina Miranda
Other
2010
Nitriding Limits in Aluminum Extrusion (Aveiro University preprint)
(2010)
Neves, C.
Maria Ivette Gomes
Maria Isabel Fraga Alves
Other
2010
Adaptive PORT Reduced-bias Extreme Value Index Estimation
(2010)
Maria Ivette Gomes
Other
2010
Estimation of the Extreme Value Index for Randomly Censored Data (Notas e Comunicações CEAUL 25/2010)
(2010)
M. Ivette Gomes
M. Manuela Neves
Other
2010
Adaptive PORT-MVRB extreme value index estimation: A comparison of heuristic algorithms
(2010)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2010
Estimação adaptativa, invariante e de viés-reduzido do índice de valores extremos
(2010)
Maria Ivette Gomes
Conference papers
2010
ADAPTIVE REDUCED-BIAS AND LOCATION-INVARIANT EXTREME VALUE INDEX (EVI) ESTIMATION
(2010)
Maria Ivette Gomes
Other
2010
Adaptive probability weighted moments estimation
(2010)
Maria Ivette Gomes
Frederico Caeiro
Conference papers
2009
Computational Methods in Statistics of Univariate Extremes and an Adaptive Choice of Thresholds (Associated with invited plenary conference at IV Workshop on Statistics, Mathematics and Computation, Fundação Calouste Gulbenkian, November 9-10, 2009).
(2009)
Maria Ivette Gomes
Other
2009
High Quantile Estimation and the PORT methodology (Notas e Comunicações CEAUL 01/2009)
(2009)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2009
ERRATUM: "A sturdy reduced-bias extreme quantile (VaR) estimator"
(2009)
Maria Ivette Gomes
Laurens de Haan
Dinis Pestana
Journal articles
2009
Finite sample behaviour of the mixed moment estimator in dependent frameworks
(2009)
M. Ivette Gomes
M. Cristina Miranda
Conference papers
2009
PORT-ML, PORT-MP AND OTHER TAIL INDEX ESTIMATORS: AN ASYMPTOTIC COMPARISON
(2009)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2009
Reduced-bias tail index estimators under a third-order framework
(2009)
Frederico Caeiro
M. Ivette Gomes
Lígia Henriques Rodrigues
Journal articles
2009
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
(2009)
M. Ivette Gomes
Dinis Pestana
Frederico Caeiro
Journal articles
2009
Estimação das normas de um processo na fase inicial de implementação de uma carta de controlo
(2009)
Figueiredo, F.O.
Maria Ivette Gomes
Book chapters
2009
Caudas Leves em Desporto: Estimação de Parâmetros Úteis
(2009)
Maria Ivette Gomes
Dinis Pestana
Book chapters
2009
A Metodologia PORT na Estimação Semi-paramétrica de um Parâmetro de Escala
(2009)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Book chapters
2009
Comparação de Estimadores do Índice de Cauda em Estruturas Dependentes
(2009)
Miranda, M.C.
Maria Ivette Gomes
Book chapters
2009
Estimação de Viés Reduzido em Estatística de Extremos
(2009)
Lígia Henriques Rodrigues
Maria Ivette Gomes
Academic documents
2009
Athletic Events and Statistics of Extremes: Estimation of Useful Parameters (Notas e Comunicações CEAUL 06/2009)
(2009)
Maria Ivette Gomes
Dinis Pestana
Lígia Henriques-Rodrigues
Other
2009
The Bootstrap Methodology and Adaptive Reduced-bias Tail Index and Value-at-Risk Estimation (Notas e Comunicações CEAUL 07/2009)
(2009)
Maria Ivette Gomes
Sandra Mendonça
Dinis Pestana
Other
2009
Comparison at Optimal Levels of Classical Tail Index Estimators: a Challenge for Reduced-bias Estimation? (Notas e Comunicações CEAUL 27/2009)
(2009)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2009
High quantile estimation and the PORT methodology
(2009)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Journal articles
2009
A quasi-PORT methodology for VaR: second-order reduced-bias estimation
(2009)
Maria Ivette Gomes
Conference papers
2009
Classical and MVRB tail index estimators: asymptotic comparison at optimal levels
(2009)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2009
Adaptive reduced-bias tail index and value-at-risk estimation
(2009)
Maria Ivette Gomes
Sandra Mendonça
Dinis Pestana
Conference papers
2009
Uniformity of offsprings from uniform and non-uniform parents
(2009)
Maria Ivette Gomes
Dinis Pestana
Fernando Sequeira
Sandra Mendonça
Sílvio Velosa
Conference papers
2009
Mixed moment estimator and location invariant alternatives
(2009)
M. Isabel Fraga Alves
M. Ivette Gomes
Laurens de Haan
Cláudia Neves
Journal articles
2009
Semi-parametric second-order reduced-bias high quantile estimation
(2009)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2009
Algumas reflexões avulsas sobre a Sociedade Portuguesa de Estatística
(2009)
Maria Ivette Gomes
Journal articles
2009
Cartas de controlo baseadas na função quantil
(2009)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Conference papers
2009
Estimação adaptativa MVRB: aplicação a dados financeiros
(2009)
Maria Ivette Gomes
Conference papers
2009
Comparação assintótica em níveis óptimos de estimadores do índice de cauda de viés reduzido
(2009)
Frederico Caeiro
Maria Ivette Gomes
Hugo Pereira
Conference papers
2009
Estimação do índice de cauda com redução do viés em contexto dependente — estudo comparativo com recurso ao método de Monte Carlo
(2009)
Cristina Miranda
Maria Ivette Gomes
Conference papers
2009
Computational methods in statistics of extremes: adaptive choice of thresholds
(2009)
Maria Ivette Gomes
Conference papers
2009
A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation
(2009)
Maria Ivette Gomes
Fernanda Figueiredo
Conference papers
2009
Book Review: "Nonparametric Analysis of Univariate Heavy-tailed Data — Research and Practice"
(2009)
M. Ivette Gomes
Journal articles
2009
Semi-parametric Tail Inference through Probability-Weighted Moments
(2009)
Frederico Caeiro
Maria Ivette Gomes
Other
2009
Estimação de viés reduzido em estatísticas de extremos
(2009)
Rodrigues, Lígia Carla Pinto Henriques Jorge
Gomes, M. Ivete
Academic documents
2009
Monitoring industrial processes with robust control charts
(2009)
Figueiredo, Fernanda
Maria Ivette Gomes
Journal articles
2009
Alguns Resultados Adicionais sobre a Variância de um Estimador de Viés Reduzido do Índice de Cauda
(2009)
Caeiro, Frederico
Maria Ivette Gomes
Dinis Pestana
Book chapters
2008
PORT Hill and Moment Estimators for Heavy-Tailed Models
(2008)
M. Ivette Gomes
M. Isabel Fraga Alves
Paulo Araújo Santos
Journal articles
2008
Improved reduced-bias tail index and quantile estimators
(2008)
Jan Beirlant
Fernanda Figueiredo
M. Ivette Gomes
Björn Vandewalle
Journal articles
2008
A semi-parametric estimator of a "scale" second order parameter based upon the log-excesses
(2008)
M. Ivette Gomes
Ligia Henriques Rodrigues
Hugo Pereira
Dinis Pestana
Conference papers
2008
Asymptotic comparison of the mixed moment and classical extreme value index estimators
(2008)
M. Ivette Gomes
Cláudia Neves
Journal articles
2008
Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold
(2008)
M. Ivette Gomes
Lígia Henriques Rodrigues
Journal articles
2008
A heuristic adaptive choice of the threshold for bias-corrected Hill estimators
(2008)
M. Ivette Gomes
Lígia Rodrigues
Björn Vandewalle
Clara Viseu
Journal articles
2008
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
(2008)
M. Ivette Gomes
Luísa Canto e Castro
M. Isabel Fraga Alves
Dinis Pestana
Journal articles
2008
Subsampling techniques and the Jackknife methodology in the estimation of the extremal index
(2008)
M. Ivette Gomes
Andreia Hall
M. Cristina Miranda
Journal articles
2008
Tail Behaviour An Empirical Study
(2008)
M. Ivette Gomes
Dinis Pestana
Lígia Rodrigues
Clara Viseu
Book chapters
2008
Robust estimation and its applications in Statistical Quality Control
(2008)
Figueiredo, F.
Maria Ivette Gomes
Conference papers
2008
Statistics of extremes under censoring schemes
(2008)
Maria Ivette Gomes
Conference papers
2008
Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison
(2008)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2008
PORT-ML, PORT-MP and Other Classical Tail Index Estimators: Asymptotic Comparison at Optimal Levels
(2008)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2008
High Quantile Estimation and the PORT Methodology
(2008)
Henriques-Rodrigues, L.
Maria Ivette Gomes
Conference papers
2008
Statistics of Univariate Extremes under Censoring Schemes
(2008)
Maria Ivette Gomes
Other
2008
Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators
(2008)
Maria Ivette Gomes
Other
2008
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses
(2008)
M. Ivette Gomes
Laurens de Haan
Lígia Henriques Rodrigues
Journal articles
2008
Fase inicial de monitorização de um processo: estimação robusta/standard dos limites de uma carta de controlo
(2008)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2008
Comparação de estimadores do índice de cauda em modelos com estrutura dependente
(2008)
Cristina Miranda
Maria Ivette Gomes
Conference papers
2008
Asymptotic Comparison of Two "Maximum Likelihood" Extreme Value Index Estimators
(2008)
Maria Ivette Gomes
Lígia Henriques Rodrigues
Conference papers
2008
Caudas leves em desporto: estimação de parâmetros úteis
(2008)
Maria Ivette Gomes
Conference papers
2008
Alguns resultados adicionais sobre a variância de um estimador de viés reduzido do índice de cauda
(2008)
Frederico Caeiro
Maria Ivette Gomes
Dinis Duarte Pestana
Conference papers
2008
A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala
(2008)
Lígia Henriques-Rodrigues
Maria Ivette Gomes
Conference papers
2008
Estimação Multinomial: uma Nova Proposta Pseudo-Bayesiana
(2008)
Suleman, A.
Reis, E.
Maria Ivette Gomes
Book chapters
2008
Minimum-variance reduced-bias tail index and high quantile estimation
(2008)
Caeiro, F.
Maria Ivette Gomes
Journal articles
2008
Reduced-bias Tail Index Estimators under aThird Order Framework (Notas e Comunicações CEAUL 09/2008)
(2008)
Caeiro, Frederico
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2008
Caudas Pesadas: t de Student e Variantes Assimétricas versus Metodologia Semi-paramétrica
(2008)
Caeiro, F.
Maria Ivette Gomes
Book chapters
2008
Monitorização de um Processo de Produção de Rolhas — Comparação da Performance das Cartas de Controlo Tradicionais com a de Cartas Robustas
(2008)
Figueiredo, F.
Maria Ivette Gomes
Book chapters
2008
Tail Index Estimation for Heavy Tails: Accomodation of Bias in the Excesses over a High Threshold (Notas e Comunicações CEAUL 07/2008)
(2008)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2008
Improved Monitoring of Industrial Processes With Robust Control Statistics (Notas e Comunicações CEAUL 02/2008)
(2008)
Fernanda Figueiredo
M. Ivette Gomes
Other
2008
Estatística de Extremos e Desporto: como Estimar alguns Parâmetros Úteis (Notas e Comunicações CEAUL 11/2008)
(2008)
Maria Ivette Gomes
Other
2008
Tail Index and Second-Order Parameters Semi-Parametric Estimation based on the Log-Excesses (Notas e Comunicações CEAUL 17/2008)
(2008)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Hugo Pereira
Dinis Pestana
Other
2007
A simple second-order reduced bias’ tail index estimator
(2007)
M. Ivette Gomes
Dinis Pestana
Journal articles
2007
Reduced-bias tail index estimation and the jackknife methodology
(2007)
M. Ivette Gomes
Cristina Miranda
Clara Viseu
Journal articles
2007
A sturdy reduced-bias extreme quantile (VaR) estimator
(2007)
M. Ivette Gomes
Dinis Pestana
Journal articles
2007
An Overview of Reduced-Bias Estimation
(2007)
Maria Ivette Gomes
Rolf-Dieter Reiss
M. Thomas
Book chapters
2007
Reduced-bias Tail Index and Associated Quantile Estimation
(2007)
Maria Ivette Gomes
Other
2007
Comparação Assimptótica de Estimadores Semi-Paramétricos do Índice de Variação Regular
(2007)
Manuel Dias Pedro
Maria Ivette Gomes
Academic documents
2007
Bulletin International Statistical Institute
(2007)
M. Ivette Gomes
J.A. Pinto Martins
J.A. Silva
Journal articles
2007
Breakthrough in the estimation of the extreme value index: Laurens de Haan leading contributions
(2007)
Maria Ivette Gomes
Conference papers
2007
Heavy tails: the Student’s t and skew t distributions versus semi-parametric methodology
(2007)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2007
Environmental datasets — estimation of the tail index of the underlying distribution and data modelling
(2007)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2007
Monitorização de um processo de produção de rolhas — comparação da performance das cartas de controlo tradicionais com a de cartas robustas
(2007)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2007
Estimação multinomial: uma nova proposta pseudo-Bayesiana
(2007)
A. Suleman
Elizabeth Reis
Maria Ivette Gomes
Conference papers
2007
Fundamentos e Metodologias da Estatística
(2007)
Fraga Alves, M.I.
Maria Ivette Gomes
Lisete Sousa
Books
2007
ISI 2007 Book of Abstracts
(2007)
Maria Ivette Gomes
Dinis Pestana
Pedro Silva
Conference papers
2007
Statistical Extremes and Environmental Risk
(2007)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
K.F. Turkman
Books
2007
A Note on Second Order Conditions in Extremes: Linking General and Heavy Tail Conditions (Notas e Comunicações CEAUL 11/2007)
(2007)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Other
2007
Mixed Moment Estimators and Location Invariant Alternatives (Notas e Comunicações CEAUL 14/2007)
(2007)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Other
2007
PORT Hill and Moment Estimators for Heavy-Tailed Models (Notas e Comunicações CEAUL 15/2007)
(2007)
Maria Ivette Gomes
Fraga Alves, M.I.
Araújo-Santos, P.
Other
2007
Statistics of Extremes for IID Data: Laurens de Haan Leading Contributions (Notas e Comunicações CEAUL 16/2007)
(2007)
Maria Ivette Gomes
Luisa Canto e Castro
M. Isabel Fraga Alves
Dinis Pestana
Other
2007
A Note on the Asymptotic Variance at Optimal Levels of a Bias-corrected Hill Estimator (Notas e Comunicações CEAUL 19/2007)
(2007)
Maria Ivette Gomes
Dinis Pestana
Frederico Caeiro
Other
2007
A note on second order conditions in extreme value theory: Linking general and heavy tail conditions
(2007)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Journal articles
2007
Asymptotic Comparison of the Mixed Moment and Classical Extreme Value Index Estimators (Notas e Comunicações CEAUL 01/2007)
(2007)
Maria Ivette Gomes
Cláudia Neves
Other
2007
Reduced-bias high quantile estimation: an asymptotic study with applications
(2007)
Caeiro, Frederico
Maria Ivette Gomes
Book chapters
2007
Caudas pesadas: t de Student e variantes assimétricas versus metodologia semi-paramétrica
(2007)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2007
Analysis of some environmental extremal events
(2007)
Figueiredo, Fernanda
Maria Ivette Gomes
Book chapters
2007
Correcção do Viés do Estimador de Hill em Contexto de Terceira Ordem
(2007)
Caeiro, Frederico
Maria Ivette Gomes
Book chapters
2007
Comparação do Desempenho de Diferentes Níveis Aleatórios na Metodologia PORT
(2007)
Araújo Santos, Paulo
Fraga Alves, M.I.
Maria Ivette Gomes
Book chapters
2007
A “Escola de Extremos” em Portugal: memorial da Escola
(2007)
Maria Ivette Gomes
Journal articles
2007
Second-order Reduced-bias Tail Index and High Quantile Estimation
(2007)
Caeiro, F.
Maria Ivette Gomes
Journal articles
2007
Improving second order reduced bias extreme value index estimation
(2007)
Maria Ivette Gomes
M. João Martins
M. Manuela Neves
Journal articles
2007
The link between the excesses over a high threshold and the shifted Hill estimator
(2007)
Maria Ivette Gomes
Fernanda Figueiredo
Lígia Henriques-Rodrigues
Journal articles
2007
A new class of maximum-likelihood estimators for heavy-tailed models
(2007)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Journal articles
2007
Comparison of tail index estimators in dependent structures
(2007)
Maria Ivette Gomes
Cristina Miranda
Journal articles
2007
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
(2007)
Maria Ivette Gomes
Dinis Pestana
Journal articles
2007
Estimadores de Viés Reduzido para a Probabilidade de Excedência de um Nível Elevado
(2007)
Figueiredo, F.
Vandewalle, B.
Maria Ivette Gomes
Book chapters
2007
Estimação do Índice de Cauda e de Quantis Elevados: um Estudo Empírico
(2007)
Maria Ivette Gomes
Clara Viseu
Book chapters
2007
Escolha Adaptativa do Threshold em Estimação de Vies Reduzido: um Estudo de Simulação
(2007)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2007
An empirical analysis of ozone indicators: tail estimation
(2007)
Maria Ivette Gomes
Cristina Miranda
Lígia Henriques-Rodrigues
Book chapters
2007
Comparação Assintótica em Níveis Óptimos de Estimadores do Índice de Valores Extremos
(2007)
Maria Ivette Gomes
Cláudia Neves
Book chapters
2007
Is the maximum likelihood estimator of the multinomial probability vector admissible?
(2007)
Suleman, A.
Reis, E.
Maria Ivette Gomes
Journal articles
2007
Dependent Control Statistics: Time of the First Passage over a Given Threshold (Notas e Comunicações CEAUL 07/2007)
(2007)
Fernanda Figueiredo
M. Ivette Gomes
Other
2007
On the Asymptotics of a Simple Estimator for the Second Order Parameter
(2007)
Vandewalle, B.
Maria Ivette Gomes
Journal articles
2007
Estimação do Índice Extremal em Processos ARCH
(2007)
Cristina Miranda
Maria Ivette Gomes
Book chapters
2007
A Note on the Estimation of High Quantiles and Small Exceedance Probabilities (Notas e Comunicações CEAUL 03/2007)
(2007)
Vandewalle, B.
Maria Ivette Gomes
Other
2007
Improved second order reduced-bias extreme value index estimators: a Case Study
(2007)
Maria Ivette Gomes
M. João Martins
M. Manuela Neves
Book chapters
2007
Extreme value index estimation: a look at kernel-type estimators
(2007)
Neves, M.M.
Martins, MJ.
Maria Ivette Gomes
Journal articles
2006
Correction: “Joint exceedances of the ARCH process”
(2006)
Maria Ivette Gomes
Laurens de Haan
Dinis Pestana
Journal articles
2006
Bias reduction in risk modelling: Semi-parametric quantile estimation
(2006)
M. Ivette Gomes
Fernanda Figueiredo
Journal articles
2006
Acommodating Bias in the Excesses over a High Intermediate Order Statistic
(2006)
Maria Ivette Gomes
Other
2006
BOX-COX TRANSFORMATIONS AND ROBUST CONTROL CHARTS IN SPC
(2006)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2006
A simple reduced bias “maximum likelihood” tail index estimator
(2006)
Jan Beirlant
Fernanda Figueiredo
Maria Ivette Gomes
Bjorn Vandewalle
Book chapters
2006
Bias-corrected Hill estimator under a third order framework
(2006)
Frederico Caeiro
Maria Ivette Gomes
Dinis Duarte Pestana
Book chapters
2006
Mixed moment estimator
(2006)
Maria Isabel Fraga Alves
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Book chapters
2006
An empirical tail index and VaR analysis
(2006)
Maria Ivette Gomes
Clara Viseu
Book chapters
2006
Estimação de Parâmetros de Acontecimentos Raros
(2006)
Frederico Caeiro
Maria Ivette Gomes
Academic documents
2006
Reduced bias tail and extremal index estimation
(2006)
Maria Ivette Gomes
Conference papers
2006
Weighted Log-Excesses in Statistics of Univariate Extremes
(2006)
Maria Ivette Gomes
Other
2006
A new class of estimators of a “scale” second order parameter
(2006)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2006
Reduced Bias Tail and Extremal Index Estimation (DOI: 10.13140/RG.2.2.20799.87202)
(2006)
Maria Ivette Gomes
Other
2006
Análise Empírica de Log-retornos: Comportamento de Cauda (DOI: 10.13140/RG.2.2.24281.26722)
(2006)
Maria Ivette Gomes
Other
2006
Extremes Day in Honor of Laurens de Haan: Extremes Risk Safety and the Environment
(2006)
Fraga Alves, M.I.
Maria Ivette Gomes
Books
2006
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation (Notas e Comunicações CEAUL 03/2006)
(2006)
Araújo-Santos, P.
Fraga Alves, M.I.
Maria Ivette Gomes
Other
2006
Improvements in the estimation of a heavy tail
(2006)
Orlando Oliveira
Maria Ivette Gomes
M. Isabel Fraga Alves
Journal articles
2006
Comparação do desempenho de diferentes níveis aleatórios na metodologia PORT
(2006)
Paulo Araújo Santos
Maria Isabel Fraga Alves
Maria Ivette Gomes
Conference papers
2006
Comparação assintótica em níveis óptimos de estimadores do índice de valores extremos
(2006)
Maria Ivette Gomes
Conference papers
2006
Estimação do índice de cauda e de quantis elevados: um estudo empírico
(2006)
Clara Viseu
Maria Ivette Gomes
Conference papers
2006
Correcção do viés do estimador de Hill em contexto de terceira ordem
(2006)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2006
Escolha adaptativa do "threshold" em estimação de viés reduzido: um estudo de simulação
(2006)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2006
Estimação do Índice Extremal de um Processo ARCH
(2006)
Maria Cristina Miranda
Maria Ivette Gomes
Conference papers
2006
Estimação de vies reduzido de probabilidades de excedências de níveis elevados
(2006)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Bjorn Vandewalle
Conference papers
2006
Peaks over random threshold methododlogy for tail index and high quantile estimation
(2006)
Araújo Santos, P.
Fraga Alves, M.I.
Maria Ivette Gomes
Journal articles
2006
Improved Reduced Bias Tail Index and Quantile Estimators (Notas e Comunicações CEAUL 05/2006)
(2006)
Jan Beirlant
Fernanda Figueiredo
Maria Ivette Gomes
Bjorn Vandewalle
Other
2006
Cartas de Controlo e Transformações de Box-Cox
(2006)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2006
Computação Intensiva: Moderna Extensão do Reino da Fantasia?
(2006)
Maria Ivette Gomes
Andreia Hall
Cristina Miranda
Book chapters
2006
A Metodologia “Jackknife” na Estimação do Índice de Cauda
(2006)
Clara Viseu
Maria Ivette Gomes
Book chapters
2006
Estimação de Quantis Elevados em Estatística de Extremos
(2006)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2006
Tudo sobre o meu príncipe, o Índice Extremal
(2006)
Helena Ferreira
Andreia Hall
Maria Ivette Gomes
Book chapters
2006
Semi-parametric second-order reduced bias high quantile estimation
(2006)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2006
Mixed Moment Estimator (Notas e Comunicações CEAUL 08/2006)
(2006)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Cláudia Neves
Other
2006
Accommodating bias in the excesses over a high intermediare order statistic: reduced bias extreme value index estimation for heavy tails
(2006)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2006
Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models
(2006)
Bjorn Vandewalle
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2006
Reduced Bias Tail Index and Associated Quantile Estimation
(2006)
Maria Ivette Gomes
Conference papers
2006
Empirical Tail Index and VaR Analysis
(2006)
Maria Ivette Gomes
Ligia Henriques-Rodrigues
Clara Viseu
Conference papers
2006
Weighted Log-excesses in Statistics of Extremes
(2006)
Maria Ivette Gomes
de Haan, L.
Henriques-Rodrigues, L..
Conference papers
2005
Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
(2005)
M. Ivette Gomes
Fernanda Figueiredo
Sandra Mendonça
Journal articles
2005
Revisiting the role of the jackknife methodology in the estimation of a positive tail index
(2005)
M. Ivette Gomes
Hugo Pereira
M. Cristina Miranda
Journal articles
2005
Reduced bias semi-parametric quantile estimators with a linear type property
(2005)
Maria Isabel Fraga Alves
Paulo Araújo Santos
Maria Ivette Gomes
Conference papers
2005
Computer Intensive Methods: the Modern Wonderland?
(2005)
Maria Ivette Gomes
Other
2005
Estimação de quantis elevados em estatística de extremos
(2005)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2005
Cartas de controlo robustas e transformações de Box-Cox
(2005)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2005
A metodologia jackknife na estimação de uma cauda pesada
(2005)
Cristina Miranda
Maria Ivette Gomes
Conference papers
2005
A metodologia “Jackknife” na estimação do índice de cauda
(2005)
Clara Viseu
Maria Ivette Gomes
Conference papers
2005
Estimação semi-paramétrica de quantis elevados: estimadores de vies reduzido e com propriedade linear
(2005)
Paulo Araújo Santos
Maria Isabel Fraga Alves
Maria Ivette Gomes
Conference papers
2005
Estimação do Índice de Variação Regular: a Metodologia Jackknife Generalizado
(2005)
Clara Viseu
Maria Ivette Gomes
Academic documents
2005
A Sturdy Second Order Reduced Bias Value at Risk Estimator (Notas e Comunicações CEAUL 05/2005)
(2005)
Maria Ivette Gomes
Dinis Pestana
Other
2005
Revisiting the Second Order Reduced Bias “Maximum Likelihood” Tail Index Estimators (Notas e Comunicações CEAUL 13/2005)
(2005)
Maria Ivette Gomes
M. João Martins
M. Manuela Neves
Other
2005
Subsampling Techniques and the Jackknife Methodology in the Estimation of the Extremal Index (Notas e Comunicações CEAUL 18/2005)
(2005)
Maria Ivette Gomes
Andreia Hall
Cristina Miranda
Other
2005
Estimação do parâmetro de escala de primeira ordem em modelos de caudas pesadas
(2005)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Book chapters
2005
Direct reduction of bias of the classical Hill estimator
(2005)
Frederico Caeiro
Maria Ivette Gomes
Dinis Pestana
Journal articles
2005
A simple reduced bias tail index estimator
(2005)
Maria Ivette Gomes
Dinis Pestana
Journal articles
2005
Uma Classe de Estimadores do Parâmetro de Escala de Segunda Ordem
(2005)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2005
The jackknife methodology and subsampling techniques in the estimation of the extremal index
(2005)
Maria Ivette Gomes
Andreia Hall
Cristina Miranda
Conference papers
2005
Control charts with robust estimated control limits
(2005)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2005
Estatística de Extremos: Discrepância entre Comportamento Assintótico e Exacto
(2005)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2005
Simple second order reduced bias value at risk estimators
(2005)
Maria Ivette Gomes
Conference papers
2005
Extremistas num Extremo da Europa
(2005)
Maria Ivette Gomes
Book chapters
2005
A Comparative Study of two Classes of Reduced Bias' Estimators under a Third Order Framework (Notas e Comunicações CEAUL 04/2005)
(2005)
Frederico Caeiro
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Other
2005
Control Charts with Estimated Control Limits (Notas e Comunicações CEAUL 19/2005)
(2005)
Fernanda Figueiredo
Maria Ivette Gomes
Other
2005
The Jackknife Methodology in the Estimation of a Positive Tail Index (Notas e Comunicações CEAUL 02/2005)
(2005)
Maria Ivette Gomes
Cristina Miranda
Clara Viseu
Other
2005
Accommodation of Bias in the Weighted Log-Excesses and Tail Index Estimation (Notas e Comunicações CEAUL 16/2005)
(2005)
Maria Ivette Gomes
Laurens de Haan
Lígia Henriques-Rodrigues
Other
2005
Empirical Tail Index and VaR Analysis (Notas e Comunicações CEAUL 20/2005)
(2005)
Maria Ivette Gomes
Clara Viseu
Other
2005
Comparison of semi-parametric reduced bias’ quantile estimators
(2005)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2005
Second order reduced bias tail index estimators under a third order framework
(2005)
Maria Ivette Gomes
M. João Martins
M. Manuela Neves
Conference papers
2005
Estimação do Índice de Variação Regular: A Metodologia Jackknife Generalizado
(2005)
Viseu, Clara Margarida Pisco
Gomes, Maria Ivette
Academic documents
2005
Tudo sobre o meu príncipe, o Índice Extremal
(2005)
Andreia Hall
Helena Ferreira
Maria Ivette Gomes
Conference papers
2004
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
(2004)
M. Ivette Gomes
Frederico Caeiro
Fernanda Figueiredo
Journal articles
2004
Joint exceedances of the ARCH process
(2004)
M. Ivette Gomes
Laurens de Haan
Dinis Pestana
Journal articles
2004
Bias reduction and explicit semi-parametric estimation of the tail index
(2004)
M.Ivette Gomes
M.João Martins
Journal articles
2004
Averages of Hill estimators
(2004)
M. João Martins
Maria Ivette Gomes
M. Manuela Neves
Journal articles
2004
Estatística de Extremos: Estimação dos Índices Extremal e de Cauda
(2004)
Maria Cristina Miranda
Maria Ivette Gomes
Andreia Hall
Academic documents
2004
The total median in statistical quality control
(2004)
Fernanda Figueiredo
M. Ivette Gomes
Journal articles
2004
Metodologia Jackknife Generalizado na Determinação de Estimadores Alternativos ao Estimador de Hill
(2004)
Hugo Pereira
Maria Ivette Gomes
Academic documents
2004
A class of estimators of a scale second order parameter
(2004)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2004
Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index
(2004)
Maria Ivette Gomes
Laurens de Haan
Lígia Henriques-Rodrigues
Conference papers
2004
Asymptotically best linear unbiased tail estimators under a second order regular variation condition
(2004)
Fernanda Figueiredo
Maria Ivette Gomes
Sandra Mendonça
Conference papers
2004
Estimação do parâmetro de escala de primeira ordem em modelos de caudas pesadas
(2004)
Maria Ivette Gomes
Lígia Henriques-Rodrigues
Conference papers
2004
Comportamento do estimador de Hill em modelos de médias móveis de variáveis inteiras
(2004)
Cristina Miranda
Maria Ivette Gomes
Andreia Hall
Conference papers
2004
Estimação de parâmetros de segunda ordem em estatística de extremos
(2004)
Maria Ivette Gomes
Conference papers
2004
Estatística de extremos: discrepância entre comportamento assintótico e exacto
(2004)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2004
Uma classe de estimadores do parâmetro de escala
(2004)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2004
Book of Abstracts: 3rd International Symposium on Extreme Value Analysis — Theory and Practice
(2004)
Andreia Hall
Maria Ivette Gomes
Holger Rootzen
Manuel Scotto
Books
2004
Excedências Conjuntas de um Processos ARCH e Índice Extremal
(2004)
Maria Ivette Gomes
Other
2004
Extremes and risk management
(2004)
M. Ivette Gomes
Book chapters
2004
Influência da Não Invariância do Estimador de Hill na Estimação do Índice de Cauda
(2004)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2004
Estimação robusta dos limites de uma carta de controlo
(2004)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2004
Redução de Viés na Estimação de Quantis Extremos
(2004)
Maria Ivette Gomes
Fernanda Figueiredo
Book chapters
2004
Estimadores de Núcleo para o Índice de Cauda
(2004)
Maria Ivette Gomes
Maria João Martins
M. Manuela Neves
Book chapters
2004
Comparação de Estimadores do Índice de Cauda em Estruturas Dependentes
(2004)
Maria Ivette Gomes
Cristina Miranda
Andreia Hall
Book chapters
2004
Combinações lineares de log-observações de topo
(2004)
Orlando Oliveira
Maria Ivette Gomes
Book chapters
2004
A New Class of Estimators of a Scale Second Order Parameter (Notas e Comunicações CEAUL 20/2004)
(2004)
Frederico Caeiro
Maria Ivette Gomes
Other
2004
Direct Reduction of Bias of the Classical Hill Estimator (Notas e Comunicações CEAUL 18/2004)
(2004)
Frederico Caeiro
Maria Ivette Gomes
Dinis Pestana
Other
2004
Reduced Bias’ Estimators: an Overview (Notas e Comunicações CEAUL 17/2004)
(2004)
Maria Ivette Gomes
Other
2004
Tail Index Estimation Through Accommodation of Bias in the Weighted Log-Excesses (Notas e Comunicações CEAUL 14/2004)
(2004)
Maria Ivette Gomes
Laurens de Haan
Lígia Henriques-Rodrigues
Other
2004
Extremes and Risk Management (Notas e Comunicações CEAUL 01/2004)
(2004)
Maria Ivette Gomes
Other
2004
Control charts with estimated control limits
(2004)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2004
Stochastic processes in telecommunication traffic
(2004)
Maria Ivette Gomes
Book chapters
2003
Censoring estimators of a positive tail index
(2003)
M.Ivette Gomes
Orlando Oliveira
Journal articles
2003
How can non-invariant statistics work in our benefit in the semi-parametric estimation of parameters of rare events
(2003)
M. Ivette Gomes
Orlando Oliveira
Journal articles
2003
Maximum likelihood revisited under a semi-parametric context — estimation of the tail index
(2003)
M. Ivette Gomes
Orlando Oliveira
Journal articles
2003
In Extremis
(2003)
Orlando Aníbal Lopes de Oliveira
Maria Ivette Gomes
Academic documents
2003
Controlo Estatístico da Qualidade e Métodos Robustos
(2003)
Fernanda Otília de Sousa Figueiredo
Maria Ivette Gomes
Academic documents
2003
Redução de viés na estimação de parâmetros de acontecimentos extremos
(2003)
Maria Ivette Gomes
Conference papers
2003
Comparação de estimadores do índice de cauda em estruturas dependentes
(2003)
Cristina Miranda
Maria Ivette Gomes
Andreia Hall
Conference papers
2003
Combinações lineares de estimadores de Hill
(2003)
Orlando Oliveira
Maria Ivette Gomes
Conference papers
2003
O efeito da localização no estimador de Hill
(2003)
Frederico Caeiro
Maria Ivette Gomes
Conference papers
2003
Estimação robusta dos parâmetros de uma carta de controlo
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2003
Estimadores de núcleo na estimação do índice de cauda
(2003)
Maria João Martins
Maria Manuela Neves
Maria Ivette Gomes
Conference papers
2003
The Generalized Jackknife Methodology in the Estimation of the Extremal Index
(2003)
Maria Ivette Gomes
Conference papers
2003
Extremes, Risk and Resampling Techniques
(2003)
Maria Ivette Gomes
Laurens de Haan
Dinis Pestana
Luisa Canto e Castro
M.I. Fraga Alves
Books
2003
Redução do viés em estatística de extremos com recurso à estimação externa de um parâmetro de segunda ordem
(2003)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2003
Some Improvements on the Estimation of Heavy Tails (Notas e Comunicações CEAUL 04/03)
(2003)
Maria Ivette Gomes
Orlando Oliveira
Other
2003
Bias Reduction in Risk Modelling (Notas e Comunicações CEAUL 12/03)
(2003)
M. Ivette Gomes
Fernanda Figueiredo
Other
2003
Bias reduction in financial risk modeling
(2003)
Maria Ivette Gomes
Journal articles
2003
Quasi-robust control charts for non-normal data
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Journal articles
2003
A new class of semi-parametric estimators of the second order parameter
(2003)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Journal articles
2003
Cartas de controlo para processos não normais: Transformações de Box-Cox
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2003
A metodologia jackknife na estimação do índice extremal
(2003)
Maria Ivette Gomes
Cristina Miranda
Book chapters
2003
The Total Median in Statistical Quality Control (Notas e Comunicações CEAUL 06/03)
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Other
2003
Statistics of Extremes — Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 16/03)
(2003)
M. Ivette Gomes
F. Figueiredo
Other
2003
Revisiting the Role of the Jacknife Methodology in the Estimation of a Positive Tail Index (Notas e Comunicações CEAUL 17/03)
(2003)
M. Ivette Gomes
Pereira, H.
C. Miranda.
Other
2003
Cartas de controlo para monitorização de processos não normais
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
2003
Box-Cox Transformations Versus Data Modelling — Robust Charts in SPC (Notas e Comunicações CEAUL 13/03)
(2003)
Fernanda Figueiredo
Maria Ivette Gomes
Other
2003
Linear combinations and bias reduction in the estimation of heavy tails
(2003)
Maria Ivette Gomes
Frederico Caeiro
Dinis Pestana
Fernanda Figueiredo
Laurens de Haan
Conference papers
2003
Bias reduction for light tail models — the generalized jackknife methodology
(2003)
Frederico Caeiro
Maria Ivette Gomes
Book chapters
2003
Scale estimators in statistical quality control
(2003)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Book chapters
2003
Kernel estimators of the tail index
(2003)
Maria Manuela Neves
Maria João Martins
Maria Ivette Gomes
Book chapters
2003
The Jackknife Methodology in the Estimation of the Extremal Index
(2003)
Maria Ivette Gomes
Other
2002
A class of asymptotically unbiased semi-parametric estimators of the tail index
(2002)
Frederico Caeiro
M. Ivette Gomes
Journal articles
2002
“Natural” Generalized Jackknife Estimators of a Second Order Parameter in Statistics of Extremes (Notas e Comunicações CEAUL 16/2002)
(2002)
Maria Ivette Gomes
Other
2002
Some Comments on the Log-spacings’ Maximum Likelihood Estimation of the Tail Index (Notas e Comunicações CEAUL 13/2002)
(2002)
Maria Ivette Gomes
Other
2002
Estimação do Parâmetro de Segunda Ordem e Controlo do Viés em Estatística de Extremos (Notas e Comunicações CEAUL 29/2002)
(2002)
M. Ivette Gomes
F. Caeiro
Other
2002
Bias Reduction of a Heavy Tail Index Estimator through an External Estimation of the Second Order Parameter (Notas e Comunicações CEAUL 27/2002)
(2002)
M. Ivette Gomes
F. Caeiro
Other
2002
Bias reduction in the estimation of parameters of rare events
(2002)
Caeiro, F.
M. Ivette Gomes
Journal articles
2002
Bias reduction in the semi-parametric estimation of parameters of rare events
(2002)
F. Caeiro
M. Ivette Gomes
Conference papers
2002
A Note on the Excesses over a High Threshold (Notas e Comunicações CEAUL 10/2002)
(2002)
Maria Ivette Gomes
Other
2002
Semi-parametric estimation of the second order parameter in statistics of extremes
(2002)
M. Ivette Gomes
Laurens de Haan
Liang Peng
Journal articles
2002
How can Non-invariant Statistics work in our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Notas e Comunicações CEAUL 02/2002)
(2002)
M. Ivette Gomes
O. Oliveira.
Other
2002
Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
(2002)
M. Ivette Gomes
M. João Martins
Journal articles
2002
Classical Maximum Likelihood Revisited under a Semi-parametric Contex Estimation of the Tail Index (Notas e Comunicações CEAUL 01/2002)
(2002)
M. Ivette Gomes
O. Oliveira.
Other
2002
Generalized Jackknife semi-parametric estimators of the tail index
(2002)
M. Ivette Gomes
Martins, M.J.
Neves, M.M..
Journal articles
2002
Asymptotically Unbiased Estimators of the Tail Index based on the External Estimation of the Second Order Parameter (Notas e Comunicações CEAUL 08/2002)
(2002)
M. Ivette Gomes
M. J. Martins.
Other
2002
Bias Reduction and Explicit Efficient Estimation of the Tail Index (Notas e Comunicações CEAUL 05/2002)
(2002)
M. Ivette Gomes
M. J. Martins.
Other
2002
Box-Cox transformations in Statistical Process Control
(2002)
Figueiredo, F.
M. Ivette Gomes
Journal articles
2002
Transformações de dados em Controlo Estatístico de Qualidade
(2002)
Figueiredo, F.
M. Ivette Gomes
Book chapters
2002
Controlo do viés de estimadores semi-paramétricos de parâmetros de acontecimentos raros
(2002)
M. Ivette Gomes
Book chapters
2002
The Use of the Jackknife Methodology in the Estimation of the Second Order Parameter
(2002)
Maria Ivette Gomes
Other
2002
The jackknife methodology in statistics of extremes
(2002)
Maria Ivette Gomes
Conference papers
2002
Statistics of Extremes — how to take advantage of non-invariant statistics
(2002)
Maria Ivette Gomes
Orlando Oliveira
Conference papers
2002
A comparison of bootstrap methodologies in the tail index estimation
(2002)
Maria Manuela Neves
Maria João Martins
Maria Ivette Gomes
Conference papers
2002
“Natural” generalized jackknife estimators of a second order parameter in statistics of extremes
(2002)
Maria Ivette Gomes
Conference papers
2002
Extreme values and resampling techniques
(2002)
Maria Ivette Gomes
Conference papers
2002
Optimal sample fraction, bias reduction in the semi-parametric estimation of rare events’ parameters and “related” topics
(2002)
Maria Ivette Gomes
Conference papers
2002
Jackknife methodology in the estimation of the extremal index
(2002)
Maria Ivette Gomes
Andreia Hall
Cristina Miranda
Conference papers
2002
Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
(2002)
Maria João Martins
Maria Ivette Gomes
Conference papers
2001
Generalizations of the Hill estimator – asymptotic versus finite sample behaviour
(2001)
M.Ivette Gomes
M.João Martins
Journal articles
2001
Estimação de Caudas Pesadas — Variantes ao Estimador de Hill
(2001)
Maria João Martins
Maria Ivette Gomes
Academic documents
2001
Generalizações de Estimadores Clássicos do Índice de Variação Regular
(2001)
Frederico Caeiro
Maria Ivette Gomes
Academic documents
2001
Estimação do Índice de Variação Regular e Metodologia Jackknife — Eficiência Assintótica de Estimadores
(2001)
Cláudia Santos
Maria Ivette Gomes
Academic documents
2001
A Class of Asymptotically Unbiased Semi-parametric Estimators of the Tail Index (Notas e Comunicações CEAUL 08/2001)
(2001)
Caeiro, F.
M. Ivette Gomes
Other
2001
Censoring Estimators of a Positive Tail Index (Notas e Comunicações CEAUL 06/2001)
(2001)
Maria Ivette Gomes
Orlando Oliveira
Other
2001
A New Class of Semi-parametric Estimators of the Second Order Parameter (Notas e Comunicações CEAUL 04/2001)
(2001)
Fraga Alves, M.I
Maria Ivette Gomes
Laurens de Haan
Other
2001
Generalized Jackknife Estimators of the Tail Index based on the Estimation of the Second Order Parameter (Notas e Comunicações CEAUL 09/2001)
(2001)
Maria Ivette Gomes
Maria João Martins
Other
2001
Bias Reduction and Efficient Estimation of the Tail Index (Notas e Comunicações CEAUL 10/2001)
(2001)
Maria Ivette Gomes
Other
2001
Further Results and Comments on the Simulation Study of Generalized Jackknife Estimators (Notas e Comunicações CEAUL 03/2001)
(2001)
M. Ivette Gomes
M. João Martins
M. M. Neves
Other
2001
The bootstrap methodology in Statistics of Extremes — choice of the optimal sample fraction
(2001)
Maria Ivette Gomes
Orlando Oliveira
Journal articles
2001
A class of asymptotically unbiased semi-parametric estimators of the tail index
(2001)
Frederico Caeiro
Maria Ivette Gomes
Journal articles
2001
The total median in statistical quality control
(2001)
Figueiredo, F.
M. Ivette Gomes
Journal articles
2001
Estimation of the parameter controlling the speed of convergence in extreme value theory
(2001)
Fraga Alves, M.I.
Maria Ivette Gomes
Laurens de Haan
Tao Lin
Journal articles
2001
A censoring estimator of a positive tail índex
(2001)
M. Ivette Gomes
Orlando Oliveira
Journal articles
2001
Generalized Jackknife estimators revisited
(2001)
M. Ivette Gomes
M.J. Martins
M.M. Neves
Journal articles
2001
Statistics of Extremes
(2001)
M. Ivette Gomes
Journal articles
2001
Estimação do índice de variação regular e metodologia Jackknife : eficiência assintótica de estimadores
(2001)
Santos, Cláudia Susana Pereira dos
Gomes, M. Ivette
Academic documents
2001
Estimadores Robustos de Localização
(2001)
Fernanda Figueiredo
Maria Ivette Gomes
Book chapters
2001
Transformação de dados em Controlo Estatístico de Qualidade
(2001)
Fernanda Otília Figueiredo
Maria Ivette Gomes
Conference papers
2001
Controlo do viés de estimadores semi-paramétricos de parâmetros de acontecimentos raros
(2001)
Maria Ivette Gomes
Conference papers
2000
Classes de Leis Limites em Teoria de Valores Extremos — Estabilidade e Semiestabilidade
(2000)
Maria da Graça Temido
Maria Ivette Gomes
Luísa Canto e Castro
Academic documents
2000
Alternatives to a Chart for Individuals: Moving Sums and Moving Maxima (Notas e Comunicações CEAUL 07/2000)
(2000)
Figueiredo, F.
M. Ivette Gomes
Other
2000
The Bootstrap Methodology for Statistical Extremes — Choice of the Optimal Fraction (Notas e Comunicações CEAUL 04/2000)
(2000)
M. Ivette Gomes
Orlando Oliveira
Other
2000
Generalizations of the Hill Estimator — Asymptotic Versus Finite Sample Behaviour (Notas e Comunicações CEAUL 05/2000)
(2000)
Maria Ivette Gomes
M. João Martins
Other
2000
Semi-Parametric Estimation of the Second Order Parameter - Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 08/2000)
(2000)
Maria Ivette Gomes
L. de Haan
Liang Peng
Other
2000
Averages of Hill Estimators of the Tail Index (ISA preprint)
(2000)
Martins, M.J.
M. Ivette Gomes
M. Manuela Neves
Other
2000
Alternatives to a semi-parametric estimator of parameters of rare events — the Jackknife methodology
(2000)
M. Ivette Gomes
M. J. Martins
M.M. Neves
Journal articles
2000
Carta de máximos móveis e de somas móveis como alternativa a uma carta de valores individuais
(2000)
Figueiredo, F.
M. Ivette Gomes
Book chapters
2000
Comparação de abordagens da metodologia bootstrap na estimação semiparamétrica do índice de cauda
(2000)
M. Ivette Gomes
M. Neves
M. João Martins
Book chapters
2000
Inferência estatística em modelos max-semiestáveis
(2000)
Temido, M. G.
Canto Castro, L.
M. Ivette Gomes
Book chapters
2000
The second order framework and the modeling of rare events
(2000)
M. Ivette Gomes
Book chapters
2000
Resampling Techniques in the Estimation of the Extremal Index and other Parameters of Rare Events
(2000)
Maria Ivette Gomes
Other
2000
Extremal Index
(2000)
Maria Ivette Gomes
Conference papers
2000
Estimação de caudas pesadas : variantes ao estimador de Hill
(2000)
Martins, Maria João Teixeira
Gomes, M. Ivete
Figueiredo, Maria Manuela Costa Neves
Academic documents
1999
Extreme Values and Additive Laws: Extended Abstracts
(1999)
Maria Ivette Gomes
Dinis Pestana
Luisa Canto e Castro
M.I. Fraga Alves
M. João Martins
Books
1999
Efficient alternatives to the Hill estimator
(1999)
Maria Ivette Gomes
Maria João Martins
Book chapters
1999
Overcoming some difficulties of the Hill estimator
(1999)
Maria Ivette Gomes
Maria João Martins
Maria Manuela Neves
Book chapters
1999
Inferência estatística em modelo max-semiestável
(1999)
Maria da Graça Temido
Maria Ivette Gomes
Luísa Canto e Castro
Conference papers
1999
Comparação de abordagens da metodologia bootstrap na estimação semiparamétrica do índice de cauda
(1999)
Maria Manuela Neves
Maria João Martins
Maria Ivette Gomes
Conference papers
1999
Controlo Estatístico de Qualidade
(1999)
Maria Ivette Gomes
Maria Isabel Barão
Books
1999
Some results on the behaviour of hill's estimator
(1999)
M. João Martins
Maria Ivette Gomes
Manuela Neves
Journal articles
1999
Generalized jackknife moment estimator of the tail index
(1999)
Maria Ivette Gomes
Journal articles
1999
Book Review: Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields, by R.-D. Reiss and M. Thomas. Birkhauser, 1977
(1999)
Maria Ivette Gomes
Other
1999
Approximation by penultimate extreme value distributions
(1999)
Maria Ivette Gomes
Laurens de Haan
Journal articles
1999
The jackknife and the bootstrap methodologies in the estimation of parameters of rare events
(1999)
Maria Ivette Gomes
Journal articles
1999
Asymptotic Efficiency of Generalized Jackknife Semi-parametric Estimators of a Heavy Tail (Notas e Comunicações CEAUL 16/1999)
(1999)
Maria Ivette Gomes
Maria João Martins
Other
1999
Generalized Jackknife Moment Estimators of the Tail Index (Notas e Comunicações CEAUL 15/1999)
(1999)
Maria Ivette Gomes
Other
1999
The JackKnife and the BootStrap Methodologies in the Estimation of Parameters of Rare Events (Notas e Comunicações CEAUL 04/1999)
(1999)
Maria Ivette Gomes
Other
1999
Tail Index Estimation in the Generalized Pareto Model (Notas e Comunicações CEAUL 02/1999)
(1999)
Ana Maria Ferreira
Maria Ivette Gomes
Other
1999
Carta de máximos móveis e de somas móveis como alternativa a uma carta de valores individuais
(1999)
Fernanda Figueiredo
Maria Ivette Gomes
Conference papers
1998
Extremos de Sucessões de Contagem — Do Outro Lado do Espelho
(1998)
Andreia Oliveira Hall
Maria Ivette Gomes
Academic documents
1998
Nova Classe de Aproximações em Teoria de Valores Extremos
(1998)
Maria Adelaide Valente de Freitas
Maria Ivette Gomes
Academic documents
1998
Desenvolvimentos Recentes em Estatística de Extremos
(1998)
Maria Ivette Gomes
Conference papers
1998
Inferência estatística em modelo extremal não-max-estável
(1998)
Adelaide Valente de Freitas
Maria Ivette Gomes
Conference papers
1998
A metodologia bootstrap na estimação de parâmetros de acontecimentos raros
(1998)
Maria Ivette Gomes
Conference papers
1998
The Bootstrap Methodology in Statistical Extremes
(1998)
Maria Ivette Gomes
Conference papers
1998
Comportamento do Estimador de Hill na Estimação Semi-paramétrica do Índice de Cauda
(1998)
Maria João Martins
Maria Ivette Gomes
Manuela Neves
Book chapters
1998
The Bootstrap Methodology in Statistical Extremes — the Choice of the Optimal Sample Fraction (Notas e Comunicações CEAUL 15/1998)
(1998)
Maria Ivette Gomes
Other
1998
Alternatives to a Semi-parametric Estimator of Parameters of Rare Events—the Jackknife Methodology (Notas e Comunicações CEAUL18/1998)
(1998)
Maria Ivette Gomes
Maria João Martins
Maria Manuela Neves
Other
1997
O Modelo Generalizado de Pareto em Teoria de Valores Extremos
(1997)
Ana Maria Ferreira Gorjão Henriques
Maria Ivette Gomes
Academic documents
1997
Induced order statistics and the correlation coefficient
(1997)
M. Ivette Gomes
Journal articles
1996
Statistical choice of extreme value domains of attraction — a comparative analysis
(1996)
M.I. Fraga Alves
M. Ivette Gomes
Journal articles
1996
Ordenações bivariadas e estimação do coeficiente de correlação
(1996)
Maria Ivette Gomes
Conference papers
1996
Comparação de Métodos Semi-Paramétricos de Estimação do Índice de Cauda
(1996)
Bruno Cecílio de Sousa
Maria Ivette Gomes
Academic documents
1996
Propriedades Distribucionais de Estimadores de Períodos de Retorno em Modelo Max-autoregressivo
(1996)
M. Ivette Gomes
Book chapters
1995
Metodologias jackknife e bootstrap em Estatística de Extremos
(1995)
Maria Ivette Gomes
Conference papers
1995
The influence of the extremal index on the estimation of return periods of high levels
(1995)
Maria Ivette Gomes
Conference papers
1995
Desenvolvimentos Recentes em Cartas de Controlo — Cartas CUSUSM e EWMA
(1995)
Fernanda Figueiredo
Maria Ivette Gomes
Academic documents
1995
Escolha estatística de caudas no domínio de atracção da distribuição Gumbel
(1995)
Maria Isabel Fraga Alves
Maria Ivette Gomes
Conference papers
1995
Desenvolvimentos recentes em cartas de controlo : cartas cusum e cartas ewma
(1995)
Figueiredo, Fernanda Otília de Sousa
Gomes, M. Ivete
Academic documents
1995
Comportamento exacto de estimadores de períodos de retorno em modelo max-autoregressivo
(1995)
Maria Ivette Gomes
Conference papers
1994
Penultimate Behaviour of the Extremes
(1994)
M. Ivette Gomes
Book chapters
1994
Estudo de Algumas Sucessões Markovianas com Relevo para a Teoria de Extremos
(1994)
Maria Emília Athayde
Maria Ivette Gomes
Academic documents
1994
Contribuições à teoria de valores extremos
(1994)
Maria Teresa Themido Pereira
José Tiago da Fonseca Oliveira
Maria Ivette Gomes
Academic documents
1994
Condições de Dependência Local em Teoria de Valores Extremos
(1994)
Helena Maria Simões Ferreira
Maria Ivette Gomes
Academic documents
1994
J. Tiago de Oliveira: Obituary
(1994)
Maria Ivette Gomes
Journal articles
1994
Simulação e Estatística (ISEGI preprint)
(1994)
Maria Ivette Gomes
Other
1994
Recordes e Processo Pontual de Poisson
(1994)
Ana Paula Nascimento
Maria Ivette Gomes
Academic documents
1994
Comportamento Assintótico do Máximo de Sucessões Estacionárias de Variáveis Aleatórias Inteiras
(1994)
Andreia Oliveira Hall
Maria Ivette Gomes
Academic documents
1993
Comparação de Populações de Gumbel
(1993)
Maria Isabel Barão
José Tiago da Fonseca Oliveira
Maria Ivette Gomes
Academic documents
1993
A Obra científica de J. Tiago de Oliveira
(1993)
Maria Ivette Gomes
Book chapters
1993
Modelos extremais em esquemas de dependência
(1993)
Maria Ivette Gomes
Book chapters
1993
A Sociedade Portuguesa de Estatística e o Futuro da Estatística em Portugal
(1993)
Maria Ivette Gomes
Book chapters
1993
On the estimation of parameters of rare events in environmental time series
(1993)
Maria Ivette Gomes
Book chapters
1992
Inferência estatística em modelos extremais
(1992)
Alves, Maria Isabel Fraga
Gomes, M. Ivete
Academic documents
1992
Inferência Estatística de Modelos Extremais
(1992)
Maria Isabel Fraga Alves
Maria Ivette Gomes
Academic documents
1992
Sobre a Teoria Assintótica de Extremos
(1992)
Maria Luísa Canto e Castro
Maria Ivette Gomes
Academic documents
1992
Valores Extremos em Modelo Normal
(1992)
Maria da Graça Temido
Maria Ivette Gomes
Academic documents
1992
Influência do Modelo em Cartas de Controlo
(1992)
Maria Cristina Miranda
Maria Ivette Gomes
Academic documents
1992
Finite Sample and Asymptotic Properties of Estimators of the Extremal Index (Notas e Comunicações CEAUL 23/1992)
(1992)
Maria Ivette Gomes
Other
1992
On the Estimation of Parameters of Rare Events in Environmental Time Series (Notas e Comunicações CEAUL 8/1992)
(1992)
Maria Ivette Gomes
Other
1992
Influência do Modelo em Cartas de Controlo de Qualidade
(1992)
Miranda, Maria Cristina Souto de
Gomes, Ivette
Academic documents
1992
Finite Sample Properties of Estimators of the Extremal Index
(1992)
Maria Ivette Gomes
Conference papers
1991
Teoria clássica assintótica de valores extremos : uma aplicação a filas de espera
(1991)
Freitas, Adelaide de Fátima Baptista Valente
Gomes, Maria Ivette
Academic documents
1991
Extremos em Dimensão Aleatória e Aplicação a Filas de Espera
(1991)
Maria Adelaide Valente de Freitas
Maria Ivette Gomes
Academic documents
1991
On the Estimation of the Parameters of Rare Events in Dependent Structures (Notas e Comunicações CEAUL 09/91)
(1991)
Maria Ivette Gomes
Other
1991
On the estimation of the parameters of rare events in dependent structures
(1991)
Maria Ivette Gomes
Conference papers
1990
Discussion on the paper "Models for exceedances over high thresholds" by Davison, A.C. and R.L.Smith
(1990)
Maria Ivette Gomes
Other
1990
Statistical inference in an extremal markovian model
(1990)
Maria Ivette Gomes
Book chapters
1989
Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
(1989)
M.Ivette Gomes
Journal articles
1989
Comparison of Extremal Models through Statistical Choice in Multidimensional Backgrounds
(1989)
M. Ivette Gomes
Book chapters
1989
Contribuições à Teoria de Extremos em Sucessões Dependentes
(1989)
Maria Teresa Alpuim
Maria Ivette Gomes
Academic documents
1989
Formas pré-assintóticas de aproximação em Teoria de Valores Extremos
(1989)
Maria Ivette Gomes
Book chapters
1988
Relative efficiency of alternative estimators of the upper tail
(1988)
Maria Ivette Gomes
Conference papers
1988
Comparison of estimators of the upper tail of a distribution
(1988)
Maria Ivette Gomes
Conference papers
1988
Comparação de Técnicas de Redução de Variância em Testes sobre Recordes
(1988)
João José Ferreira Gomes
Maria Ivette Gomes
Academic documents
1987
Inference in multidimensional extremal models
(1987)
Maria Ivette Gomes
Conference papers
1987
Multivariate Extremal Models Under Non-Classical Situations
(1987)
Emilia Athayde
M. Ivette Gomes
Book chapters
1987
Extreme value theory — statistical choice
(1987)
Maria Ivette Gomes
Book chapters
1987
Nonstandard domains of attraction and rates of convergence
(1987)
Maria Ivette Gomes
Dinis Pestana
Book chapters
1986
Penultimate versus ultimate in statistical theory of extremes a simulation study
(1986)
M.Ivette Gomes
Journal articles
1986
Robustness of Gumbel statistical choice test statistic in a multivariate GEV model
(1986)
Maria Ivette Gomes
Conference papers
1986
A simulation study of maxima of standardized spacings
(1986)
Maria Ivette Gomes
Dinis Duarte Pestana
Conference papers
1986
Large Claims—Extreme Value Models
(1986)
M. Ivette Gomes
Dinis D. Pestana
Book chapters
1986
Non-classical Extreme Value Models
(1986)
M. Ivette Gomes
Dinis Pestana
Conference papers
1986
Exponentiality versus Generalized Pareto, quick tests
(1986)
M. Ivette Gomes
M.A.J. van Montfort
Conference papers
1986
Inference in a multivariate generalized extreme value model—asymptotic properties of two test statistics
(1986)
M. Teresa Alpuim
Maria Ivette Gomes
Journal articles
1986
Velocidade de Convergência em Teoria de Valores Extremos
(1986)
Maria Luísa Canto e Castro
Maria Ivette Gomes
Academic documents
1986
Multivariate Extremal Processes under Non-classical Situations (Notas e Comunicações CEAUL 08/86)
(1986)
Maria Emília Athayde
Maria Ivette Gomes
Other
1986
The extremal limit problem in data analysis — building a statistical package
(1986)
Maria Ivette Gomes
Dinis Pestana
Conference papers
1985
Statistical choice of extremal models for complete and censored data
(1985)
M.A.J. Van Montfort
M. Ivette Gomes
Journal articles
1985
Concomitants and linear estimators in an i-dimensional extremal model
(1985)
M. Ivette Gomes
Journal articles
1985
Statistical theory of extremes — comparison of two approaches
(1985)
Maria Ivette Gomes
Journal articles
1985
Técnicas de Simulação em Ajustamento de Modelos Extremais
(1985)
Maria Isabel Fraga Alves
Maria Ivette Gomes
Academic documents
1985
Exponentiality versus Generalized Pareto – Quick Tests (Notas e Comunicações CEAUL 4/85)
(1985)
Maria Ivette Gomes
Other
1985
Large Claims: Extreme Value Models (Notas e Comunicações CEAUL)
(1985)
Maria Ivette Gomes
Dinis Pestana
Other
1984
Penultimate limiting forms in extreme value theory
(1984)
M. Ivette Gomes
Journal articles
1984
Estimation procedures in an i-dimensional extremal model
(1984)
Maria Ivette Gomes
Conference papers
1984
Statistical choice in a multivariate GEV model
(1984)
Maria Ivette Gomes
Conference papers
1984
Concomitants in a Multidimensional Extreme Model
(1984)
M. Ivette Gomes
Book chapters
1984
Two Test Statistics for Choice of Univariate Extreme Models
(1984)
J. Tiago Oliveira
M. Ivette Gomes
Book chapters
1984
Statistical Theory of Extremes: Alternative Approaches
(1984)
Maria Ivette Gomes
Conference papers
1984
Robustness of Gumbel statistic for distribution functions in the domain of attraction of a type I distribution of largest values
(1984)
Maria Ivette Gomes
Book chapters
1984
Valores Recordes e Processos Extremais
(1984)
Maria Teresa Alpuim
Maria Ivette Gomes
Academic documents
1984
Statistical Theory of Extremes – Comparison of Two Approaches (Notas e Comunicações CEAUL 17/84)
(1984)
Maria Ivette Gomes
Other
1984
Concomitants and Linear Estimators in an i-dimensional Extremal Model (Notas e Comunicações CEAUL 14/84)
(1984)
Maria Ivette Gomes
Other
1984
Using and extending statistical packages — a project in teaching statisticians
(1984)
Tiago de Oliveira, J.
Maria Ivette Gomes
Dinis Pestana
Conference papers
1984
Two algorithms for analyzing mixtures of distributions
(1984)
Maria Ivette Gomes
Conference papers
1984
Domains of attraction and penultimate behaviour
(1984)
Maria Ivette Gomes
Dinis Duarte Pestana
Conference papers
1982
An i-dimensional distribution function of largest values and its relevance to the statistical theory of extremes: further results
(1982)
Maria Ivette Gomes
Conference papers
1982
Penultimate versus ultimate in extreme value theory: a simulation study
(1982)
Maria Ivette Gomes
Conference papers
1982
Numerical upper and lower bounds for the distribution of maxima
(1982)
Maria Ivette Gomes
Conference papers
1982
A note on statistical choice of extremal models
(1982)
Maria Ivette Gomes
Conference papers
1981
Closeness of penultimate approximations in extreme value theory
(1981)
Maria Ivette Gomes
Conference papers
1981
Verosimilhança e inferência estatística
(1981)
Maria Ivette Gomes
Conference papers
1981
Nota sobre o domínio de atracção de leis estáveis
(1981)
Maria Ivette Gomes
Conference papers
1981
Extremal Models in Economy
(1981)
Maria Ivette Gomes
Conference papers
1981
On the domain of attraction of stable and of extreme value distributions
(1981)
Maria Ivette Gomes
Dinis Pestana
Journal articles
1981
An I-Dimensional Limiting Distribution Function of Largest Values and Its Relevance to the Statistical Theory of Extremes
(1981)
M. Ivette Gomes
Book chapters
1980
Computation of mean value and covariance matrix of order statistics and their concomitants in an i-variate extremal model.
(1980)
Maria Ivette Gomes
Conference papers
1980
A Monte Carlo study of sample characteristics of certain estimators in an i-variate extremal model
(1980)
Maria Ivette Gomes
Conference papers
1980
Limit laws for the maximum values of a class of strong mixing discrete random variables
(1980)
M. Ivette Gomes
Journal articles
1980
On maxima of waiting times
(1980)
M. Ivette Gomes
Journal articles
1979
Extremal i-variate laws in stationary sequences
(1979)
M. Ivette Gomes
Journal articles
1979
Rates of convergence in extreme value theory
(1979)
M. Ivette Gomes
Journal articles
1978
The use of fractional calculus in probability theory
(1978)
M. Ivette Gomes
Dinis Pestana
Journal articles
1978
Some Probabilistic and Statistical Problems in Extreme Value Theory
(1978)
Maria Ivette Gomes
Anderson, C. W.
Academic documents
1975
Étude Expérimentale de tests d'ajustement
(1975)
M. Ivette Gomes
Helena M. Barroso
M. Antónia Amaral
Journal articles
1974
Um processo de gerar números pseudo-aleatórios e seus testes — fundamentos e resultados
(1974)
Amaral, M. Antónia et al., with 6 authors including:
M. Ivette Gomes
Journal articles