| Direct reduction of bias of the classical Hill estimator F Caeiro, MI Gomes, D Pestana REVSTAT-Statistical Journal 3 (2), 113–136-113–136, 2005 | 298 | 2005 |
| An overview and open research topics in statistics of univariate extremes J Beirlant, F Caeiro, MI Gomes Revstat 10, 1-31, 2012 | 156 | 2012 |
| Threshold selection in extreme value analysis F Caeiro, MI Gomes Extreme value modeling and risk analysis: Methods and applications, 69-87, 2015 | 119 | 2015 |
| Reduced-Bias Tail Index Estimators Under a Third-Order Framework F Caeiro, MI Gomes, LH Rodrigues Communications in Statistics—Theory and Methods 38 (7), 1019-1040, 2009 | 108 | 2009 |
| Mean-of-order p reduced-bias extreme value index estimation under a third-order framework F Caeiro, MI Gomes, J Beirlant, T de Wet Extremes 19, 561-589, 2016 | 104 | 2016 |
| A new class of estimators of a “scale” second order parameter F Caeiro, MI Gomes Extremes 9 (3), 193-211, 2006 | 96 | 2006 |
| Bias reduction of a tail index estimator through an external estimation of the second-order parameter MI Gomes, F Caeiro, F Figueiredo Statistics 38 (6), 497-510, 2004 | 94 | 2004 |
| A class of asymptotically unbiased semi-parametric estimators of the tail index F Caeiro, M Ivette Gomes Test 11 (2), 345-364, 2002 | 70 | 2002 |
| Minimum-variance reduced-bias tail index and high quantile estimation F Caeiro, MI Gomes Revstat 6 (1), 1-20, 2008 | 68 | 2008 |
| Semi-parametric tail inference through probability-weighted moments F Caeiro, MI Gomes Journal of Statistical Planning and Inference 141 (2), 937-950, 2011 | 57 | 2011 |
| Efficiency of partially reduced-bias mean-of-order-p versus minimum-variance reduced-bias extreme value index estimation MI Gomes, F Caeiro | 49 | 2014 |
| An Efficient Naive Generalisation of the Hill Estimator: Discrepancy between Asymptotic and Finite Sample Behaviour H Penalva, F Caeiro, MI Gomes, MM Neves Notas e Comunicaçoes CEAUL 2, 2016, 2016 | 46 | 2016 |
| Bootstrap methods in statistics of extremes MI Gomes, F Caeiro, L Henriques‐Rodrigues, BG Manjunath Extreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016 | 45 | 2016 |
| randtests: Testing randomness in R F Caeiro, A Mateus R package version 1, 2014 | 45* | 2014 |
| A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator MI Gomes, D Pestana, F Caeiro Statistics & Probability Letters 79 (3), 295-303, 2009 | 45 | 2009 |
| A new partially reduced-bias mean-of-order p class of extreme value index estimators MI Gomes, MF Brilhante, F Caeiro, D Pestana Computational statistics & data analysis 82, 223-237, 2015 | 35 | 2015 |
| Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators F Caeiro, MI Gomes Statistica Neerlandica 65 (4), 462-488, 2011 | 35 | 2011 |
| A semi-parametric estimator of a shape second-order parameter F Caeiro, MI Gomes New advances in statistical modeling and applications, 137-144, 2014 | 34 | 2014 |
| A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison H Penalva, MI Gomes, F Caeiro, MM Neves REVSTAT-Statistical Journal 18 (3), 281–298-281–298, 2020 | 32 | 2020 |
| Non-reduced versus reduced-bias estimators of the extreme value index—efficiency and robustness MI Gomes, H Penalva, F Caeiro, MM Neves COMPSTAT, 279-290, 2016 | 30 | 2016 |
Ivette GomesCEAUL and DEIO, Faculdade de Ciências, Universidade de LisboaE-mail confirmado em fc.ul.pt
