Frederico Caeiro

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Publications

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2022
Cabral, I., Caeiro F., & Gomes M. I. (2022).  On the comparison of several classical estimators of the extreme value index. Communications in Statistics - Theory and Methods. 51, 179-196., Number 1 Abstract
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2014
Caeiro, F., & Gomes M. I. (2014).  On the bootstrap methodology for the estimation of the tail sample fraction. COMPSTAT 2014: 21th International Conference on Computational Statistics. 546-553., Genevecaeiro_gomes_compstat2014_reprint.pdf
2013
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

2012
J, B., F C., & MI G. (2012).  An Overview And Open Research Topics In Statistics Of Univariate Extremes. 10, 1-31., Jan 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
  • Lehmer{'}s mean-of-order-p extreme value index estimation: a simulation study and applications
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