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Ivette Gomes
Ivette Gomes
CEAUL and DEIO, Faculdade de Ciências, Universidade de Lisboa
E-mail confirmado em fc.ul.pt
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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, 193-213, 2003
3742003
Direct reduction of bias of the classical Hill estimator
F Caeiro, MI Gomes, D Pestana
Revstat—Statistical Journal 3 (2), 113-136, 2005
3312005
“Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter
MJ Gomes, M.I. and Martins
Extremes 5 (1), 5-31, 2002
3072002
Extreme value theory and statistics of univariate extremes: a review
MI Gomes, A Guillou
International Statistical Review 83 (2), 263-292, 2015
2752015
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
MI Gomes, D Pestana
Journal of the American Statistical Association 102 (477), 280-292, 2007
2682007
The bootstrap methodology in statistics of extremes—choice of the optimal sample fraction
MI Gomes, O Oliveira
Extremes 4, 331-358, 2001
2652001
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses
L Gomes, M.I., de Haan, L. and Henriques-Rodrigues
J. Royal Statistical Society B 70 (1), 31-52, 2008
244*2008
Sustainable supply chains: An integrated modeling approach under uncertainty
B Mota, MI Gomes, A Carvalho, AP Barbosa-Povoa
Omega 77, 32-57, 2018
2342018
Alternatives to a semi-parametric estimator of parameters of rare events—the Jackknife methodology
MI Gomes, MJ Martins, M Neves
Extremes 3 (3), 207-229, 2000
2282000
Semi-parametric estimation of the second order parameter in statistics of extremes
MI Gomes, L Haan, L Peng
Extremes 5, 387-414, 2002
171*2002
A simple generalisation of the Hill estimator
MF Brilhante, MI Gomes, D Pestana
Computational Statistics & Data Analysis 57 (1), 518-535, 2013
1672013
Peaks over random threshold methodology for tail index and high quantile estimation
PA Santos, M Alves, MI Gomes
Revstat—Statistical Journal 4 (3), 227-247, 2006
1652006
An overview and open research topics in statistics of univariate extremes
J Beirlant, F Caeiro, MI Gomes
Revstat—Statistical Journal 10 (1), 1-31, 2012
1622012
Generalizations of the Hill estimator–asymptotic versus finite sample behaviour
MI Gomes, MJ Martins
Journal of statistical planning and inference 93 (1-2), 161-180, 2001
1592001
Improving second order reduced bias extreme value index estimation
MI Gomes, MJ Martins, M Neves
Revstat—Statistical Journal 5 (2), 177-207, 2007
1442007
Threshold selection in extreme value analysis
F Caeiro, MI Gomes
In Dipak Dey and Jun Yan (eds.), Extreme Value Modeling and Risk Analysis …, 2016
1432016
Modelling a recovery network for WEEE: A case study in Portugal
MI Gomes, AP Barbosa-Povoa, AQ Novais
Waste management 31 (7), 1645-1660, 2011
1402011
Extreme value modeling and risk analysis: methods and applications
DK Dey, J Yan
CRC Press, 2016
1352016
An extremal Markovian sequence
MT Alpuim
Journal of applied probability 26 (2), 219-232, 1989
1271989
Penultimate limiting forms in extreme value theory
MI Gomes
Annals of the Institute of Statistical Mathematics 36 (1), 71-85, 1984
1211984
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