Frederico Caeiro

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Publications

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2020
Penalva, H., Ivette Gomes M., Caeiro F., & Manuela Neves M. (2020).  A couple of non reduced bias generalized means in extreme value theory: An asymptotic comparison. Revstat Statistical Journal. 18, 281-298., Number 3 Abstract
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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
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