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Maria Isabel Fraga Alves
Maria Isabel Fraga Alves
Professor de Estatística, Faculdade de Ciências, Universidade de Lisboa
E-mail confirmado em fc.ul.pt - Página inicial
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A new class of semi-parametric estimators of the second order parameter
MI Fraga Alves, MI Gomes, L de Haan
Portugaliae Mathematica 60 (2), 193-214, 2003
3682003
Peaks over random threshold methodology for tail index and high quantile estimation
PA Santos, MIF Alves, MI Gomes
Revstat-Statistical Journal 4 (3), 227–247-227–247, 2006
1672006
Mixed moment estimator and location invariant alternatives
MI Fraga Alves, MI Gomes, L de Haan, C Neves
Extremes 12, 149-185, 2009
1162009
Reiss and Thomas’ automatic selection of the number of extremes
C Neves, MIF Alves
Computational statistics & data analysis 47 (4), 689-704, 2004
982004
A location invariant Hill-type estimator
MI Fraga Alves
Extremes 4 (3), 199-217, 2001
952001
Estimation of the parameter controlling the speed of convergence in extreme value theory
MI Fraga Alves, L de Haan, T Lin
Mathematical Methods of Statistics 12 (2), 155-176, 2003
812003
Testing extreme value conditions—an overview and recent approaches
C Neves, MI Fraga Alves
REVSTAT-Statistical Journal 6 (1), 83-100, 2008
782008
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
MI Gomes, L Henriques-Rodrigues, MI Fraga Alves, BG Manjunath
Journal of Statistical Computation and Simulation 83 (6), 1129-1144, 2013
772013
Tail fitting for truncated and non-truncated Pareto-type distributions
J Beirlant, IF Alves, I Gomes
Extremes 19, 429-462, 2016
722016
A note on second order conditions in extreme value theory: linking general and heavy tail conditions
MI Fraga Alves, MI Gomes, L de Haan, C Neves
REVSTAT-Statistical Journal 5 (3), 285-304, 2007
672007
Análise de Valores Extremos: uma Introduçao
MI Gomes, MI Fraga Alves, C Neves
Ediçoes SPE & INE, 2013
572013
Statistical choice of extreme value domains of attraction—a comparative analysis
MI Fraga Alves, MI Gomes
Communications in Statistics-Theory and Methods 25 (4), 789-811, 1996
461996
Extreme Value Distributions
MI Fraga Alves, C Neves
International Encyclopedia of Statistical Science, 493-496, 2011
452011
Estimation of the tail parameter in the domain of attraction of an extremal distribution
MI Fraga Alves
Journal of Statistical Planning and Inference 45 (1), 143-173, 1995
421995
The contribution of the maximum to the sum of excesses for testing max-domains of attraction
C Neves, J Picek, MI Fraga Alves
Journal of Statistical Planning and Inference 136 (4), 1281-1301, 2006
412006
Third order extended regular variation
MI Fraga Alves, L de Haan, T Lin
Publications de l'Institut Mathematique 80 (94), 109-120, 2006
382006
Acesso e sucesso no ensino superior: Inventariando as expectativas dos estudantes
F Alves, P Gonçalves, LS Almeida
Revista Galego-Portuguesa de Psicoloxía e Educación 20 (1), 121-131, 2012
372012
L-moments for automatic threshold selection in extreme value analysis
J Silva Lomba, MI Fraga Alves
Stochastic Environmental Research and Risk Assessment 34 (3), 465-491, 2020
362020
A test procedure for detecting super-heavy tails
MI Fraga Alves, L de Haan, C Neves
Journal of Statistical Planning and Inference 139 (2), 213-227, 2009
362009
Forecasting value-at-risk with a duration-based POT method
PA Santos, MIF Alves
Mathematics and Computers in Simulation 94, 295-309, 2013
352013
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