Publications

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2022
Silva, D., & Caeiro F. (2022).  Extreme Value Theory?Application of the Peaks Over Threshold Method and the Generalized Pareto Distribution to Athletics Decathlon and Heptathlon. Smart Innovation, Systems and Technologies. 256, 907-924. Abstract
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2021
Caeiro, F., Mateus A., & Soltane L. (2021).  A class of weighted Hill estimators. Computational and Mathematical Methods. , may: Wiley AbstractWebsite
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2016
Mateus, A., Caeiro F., Gomes D. P., & Sequeira I. J. (2016).  Statistical analysis of extreme river flows. International Conference of Computational Methods in Sciences and Engineering 2016, ICCMSE 2016. 1790, , 2016/12/6: American Institute of Physics Inc. Abstract

Floods are recurrent events that can have a catastrophic impact. In this work we are interested in the analysis of a data set of gauged daily flows from the Whiteadder Water river, Scotland. Using statistic techniques based on extreme value theory, we estimate several extreme value parameters, including extreme quantiles and return periods of high levels.Floods are recurrent events that can have a catastrophic impact. In this work we are interested in the analysis of a data set of gauged daily flows from the Whiteadder Water river, Scotland. Using statistic techniques based on extreme value theory, we estimate several extreme value parameters, including extreme quantiles and return periods of high levels.

2015
Caeiro, F., Martins A. P., & Sequeira I. J. (2015).  Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2014, ICNAAM 2014. 1648, , 2015/3/10: American Institute of Physics Inc. Abstract

The Pareto distribution is a well known and important model in Statistics. It has been used to study large incomes, city population size, size of losses, stock price fluctuations, number of citations received by papers and other similar phenomena. In this work we compare the finite sample performance of several estimation methods, namely the Moment, Maximum Likelihood and Quantile Regression methods. The comparison will be made through a Monte-Carlo simulation study.The Pareto distribution is a well known and important model in Statistics. It has been used to study large incomes, city population size, size of losses, stock price fluctuations, number of citations received by papers and other similar phenomena. In this work we compare the finite sample performance of several estimation methods, namely the Moment, Maximum Likelihood and Quantile Regression methods. The comparison will be made through a Monte-Carlo simulation study.

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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