Frederico Caeiro
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Caeiro, F., & Gomes M. I.
(2011).
Probability weighted moments bootstrap estimation: a case study in the field of insurance
.
Risk and Extreme Values in Insurance and Finance: Book of Abstracts.
27-30., Lisbon: CEAUL
rev2011_caeiro_gomes.pdf
Caeiro, F.
(2014).
Preface of the “Symposium on computational statistical methods”
.
preface-web.pdf
Caeiro, F.
(2022).
Preface of the Session ?Computational Statistical Methods?
.
AIP Conference Proceedings. 2425,
Abstract
n/a
Caeiro, F.
(2015).
Preface of the "2nd Symposium on Computational Statistical Methods"
.
AIP Conference ProceedingsAIP Conference Proceedings. 1702,
, 2015/12/31
Abstract
Website
n/a
M.I., G., F. C., & L. H. - R.
(2012).
PORT-PPWM extreme value index estimation
.
Proceedings of COMPSTAT 2012.
259-270., Jan
Abstract
2012_compstat2012.pdf
n/a
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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
more