The following pages link to Frederico Caeiro (Q347138):
Displaying 37 items.
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- An overview and open research topics in statistics of univariate extremes (Q2921611) (← links)
- Refined Estimation of a Light Tail: An Application to Environmental Data (Q2930697) (← links)
- An asymptotically unbiased moment estimator of a negative extreme value index (Q3084952) (← links)
- (Q3295357) (← links)
- (Q3295394) (← links)
- (Q3434069) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- (Q4431558) (← links)
- A Class of Semi-parametric Probability Weighted Moment Estimators (Q4644980) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison (Q5142054) (← links)
- Reduced‐bias kernel estimators of a positive extreme value index (Q5215607) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- A Semi-parametric Estimator of a Shape Second-Order Parameter (Q5261871) (← links)
- (Q5272715) (← links)
- (Q5303070) (← links)
- (Q5415130) (← links)
- (Q5856834) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- Improvements in the estimation of the Weibull tail coefficient -- a comparative study (Q6513367) (← links)
- Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
