Publications

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2015
Caeiro, F. A. G. G., Mateus A. M. X. F., & Ramos L. P. C. (2015).  Extreme value analysis of the sea levels in Venice. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014. , 2015: American Institute of Physics Inc. Abstract

The number of floods in the city of Venice has increased substantially in the last decades and can be explained bythe sea level rise and land subsidence. Using Statistics of Extremes we shall model the extreme behaviour of the sea level inVenice and quantify risk through the estimation of important parameters such as return periods of high levels.The number of floods in the city of Venice has increased substantially in the last decades and can be explained bythe sea level rise and land subsidence. Using Statistics of Extremes we shall model the extreme behaviour of the sea level inVenice and quantify risk through the estimation of important parameters such as return periods of high levels.

2014
Caeiro, F., & Gomes M. I.: (2014).  A semi-parametric estimator of a shape second order parameter.. (Pacheco, A.,, Santos, R.,, Rosário Oliveira, M., Paulino, C.D., Ed.).New Advances in Statistical Modeling and Applications. 137-144., Jan: Springer Abstract

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2009
Caeiro, F., Gomes M. I., & Rodrigues L. H. (2009).  Reduced-bias tail index estimators under a third-order framework.. Commun. Stat., Theory Methods. 38, 1019-1040., Number 7 Abstract

{Summary: We are interested in the comparison, under a third-order framework, of classes of second-order, reduced-bias tail index estimators, giving particular emphasis to minimum-variance reduced-bias estimators of the tail index $\gamma$. The full asymptotic distributional properties of the proposed classes are derived under a third-order framework and the estimators are compared with other alternatives, not only asymptotically, but also for finite samples through Monte Carlo techniques. An application to the log-exchange rates of the Euro against the USA Dollar is also provided.}