Dinis Pestana

From MaRDI portal
Person:1003316

Available identifiers

zbMath Open pestana.dinis-duarteWikidataQ81320293 ScholiaQ81320293MaRDI QIDQ1003316

List of research outcomes

PublicationDate of PublicationType
On the domain of attraction of stable laws2024-04-22Paper
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation2022-07-15Paper
Corrected-Hill versus partially reduced-bias value-at-risk estimation2022-07-04Paper
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application2022-02-23Paper
https://portal.mardi4nfdi.de/entity/Q52061292019-12-18Paper
Extensions of Dorfman’s Theory2019-01-09Paper
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators2018-11-23Paper
A simple generalisation of the Hill estimator2017-06-29Paper
New Reduced-bias Estimators of a Positive Extreme Value Index2016-07-14Paper
Randomly Stopped $${\varvec{k}}$$th Order Statistics2016-01-11Paper
A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators2016-01-11Paper
The MOP EVI-Estimator Revisited2015-07-08Paper
Corrections2015-05-29Paper
https://portal.mardi4nfdi.de/entity/Q29254502014-10-22Paper
https://portal.mardi4nfdi.de/entity/Q29234472014-10-15Paper
https://portal.mardi4nfdi.de/entity/Q54151292014-05-10Paper
https://portal.mardi4nfdi.de/entity/Q28363402013-07-02Paper
Statistical power of goodness-of-fit tests based on the empirical distribution function for type-I right-censored data2013-04-17Paper
A simple generalisation of the Hill estimator2013-01-01Paper
Probabilistic Methods in Dynamical Analysis: Populations Growths Associated to Models Beta(p, q) with Allee Effect2012-09-06Paper
Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology2011-11-18Paper
Biography of Joao Tiago Praça Nunes Mexia2011-03-25Paper
Inference on the location parameter of exponential populations2011-03-25Paper
The Beta(p,1) extensions of the random (uniform) cantor sets2011-03-25Paper
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses2010-09-17Paper
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator2009-03-04Paper
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions2009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q35406752008-11-24Paper
A simple second-order reduced bias’ tail index estimator2007-11-14Paper
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator2007-09-18Paper
https://portal.mardi4nfdi.de/entity/Q34340692007-04-23Paper
https://portal.mardi4nfdi.de/entity/Q53183492005-09-26Paper
Joint exceedances of the ARCH process2005-04-18Paper
https://portal.mardi4nfdi.de/entity/Q44855602000-06-14Paper
https://portal.mardi4nfdi.de/entity/Q44855612000-06-14Paper
https://portal.mardi4nfdi.de/entity/Q42308141999-02-12Paper
https://portal.mardi4nfdi.de/entity/Q38273151988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37571511987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47230361987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47280011987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47230381986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32210971985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37005061985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33470181984-01-01Paper
A note on Pólya’s theorem1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37252431981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39156981978-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Dinis Pestana