Frederico Caeiro

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Publications

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2009
Caeiro, F., Gomes M. I., & Pestana D. (2009).  Alguns resultados adicionais sobre a variância de um estimador de viés reduzido do índice de cauda.. (Oliveira, I., Correia, E., Ferreira, F. Dias, S. e Braumann, C., Ed.).Actas do XVI Congresso Anual da Sociedade Portuguesa de Estatística - "Arte de Explicar o Acaso".. Abstract2009spe_art016.pdf

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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
  • Empirical Power Study of the Jackson Exponentiality Test
  • Reduced-bias kernel estimators of a positive extreme value index
  • A simple class of reduced bias kernel estimators of extreme value parameters
  • Lehmer{'}s mean-of-order-p extreme value index estimation: a simulation study and applications
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