Frederico Caeiro
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F
F., C., & M.I. G.
(2013).
On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index
.
801-804., Jan, Number 1558
Abstract
n/a
F., C., M.I. G., & B. V.
(2014).
Semi-Parametric Probability-Weighted Moments Estimation Revisited
.
, Jan
Abstract
n/a
F., C., Gomes, & M.I.
(2013).
Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators
.
Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications.
83-91., Jan: Springer Berlin Heidelberg
Abstract
n/a
F., C., & M.I. G.
(2013).
A Class of Semi-parametric Probability Weighted Moment Estimators
.
Recent Developments in Modeling and Applications in Statistics.
139-147., Jan: Springer Berlin Heidelberg
Abstract
n/a
F., C., & Gomes M. I.
(2013).
The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index.
.
103-108., Jan
Abstract
n/a
F., C., & M.I. G.
(2012).
A Reduced Bias Estimator of a 'Scale' Second Order Parameter
.
1114-1117., Jan, Number 1479
Abstract
n/a
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Recent Publications
Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test
Improving Asymptotically Unbiased Extreme Value Index Estimation
Reduced-bias kernel estimators of a positive extreme value index
A simple class of reduced bias kernel estimators of extreme value parameters
Empirical Power Study of the Jackson Exponentiality Test
Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study
more