Caeiro, Frederico, and Ayana Mateus. "A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution." Mathematics. 11 (2023): 1076.

Caeiro, Frederico, L{\'?}gia Henriques-Rodrigues, and Ivette M. Gomes. "The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient." Computational and Mathematical Methods. 2022 (2022): 1-12.

Mateus, Ayana, and Frederico Caeiro. "Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution." Computational and Mathematical Methods. 2022 (2022): 1-13.

Mateus, A., and F. Caeiro. "Confidence Intervals for the Shape Parameter of a Pareto Distribution." AIP Conference Proceedings. 2425 (2022).

Caeiro, F., and A. Mateus. "Exponential versus Generalized Exponential Distribution: a Computational Study." AIP Conference Proceedings. 2425 (2022).

Silva, D., and F. Caeiro. "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 (2022): 907-924.

Cabral, I., F. Caeiro, and M. I. Gomes. "On the comparison of several classical estimators of the extreme value index." Communications in Statistics - Theory and Methods. 51 (2022): 179-196.

Caeiro, F. "Preface of the Session ?Computational Statistical Methods?" AIP Conference Proceedings. 2425 (2022).

Caeiro, Frederico, Ayana Mateus, and Louiza Soltane. "A class of weighted Hill estimators." Computational and Mathematical Methods (2021).

Mateus, Ayana, and Frederico Caeiro. "A new class of estimators for the shape parameter of a Pareto model." Computational and Mathematical Methods (2020).

Caeiro, Frederico, L{\'?}gia Henriques-Rodrigues, Ivette M. Gomes, and Ivanilda Cabral. "Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study." Computational and Mathematical Methods (2020).

Gomes, M. I., F. Caeiro, F. Figueiredo, L. Henriques-Rodrigues, and D. Pestana. "Corrected-Hill versus partially reduced-bias value-at-risk estimation." Communications in Statistics: Simulation and Computation. 49 (2020): 867-885.

Penalva, H., M. Ivette Gomes, F. Caeiro, and M. Manuela Neves. "A couple of non reduced bias generalized means in extreme value theory: An asymptotic comparison." Revstat Statistical Journal. 18 (2020): 281-298.

Penalva, H., M. I. Gomes, F. Caeiro, and M. M. Neves. "Lehmer{'}s mean-of-order-p extreme value index estimation: a simulation study and applications." Journal of Applied Statistics. 47 (2020): 2825-2845.

Gomes, M. I., F. Caeiro, F. Figueiredo, L. Henriques-Rodrigues, and D. Pestana. "Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application." Journal of Statistical Computation and Simulation. 90 (2020): 1735-1752.

Caeiro, Frederico, L{\'?}gia Henriques-Rodrigues, and Dora Prata Gomes. "A simple class of reduced bias kernel estimators of extreme value parameters." Computational and Mathematical Methods (2019): e1025.

Caeiro, F., and L. Henriques-Rodrigues. "Reduced-bias kernel estimators of a positive extreme value index." Mathematical Methods in the Applied Sciences. 42 (2019): 5867-5880.

Caeiro, Frederico, and Ayana Mateus. "Empirical Power Study of the Jackson Exponentiality Test." Demography and Health Issues. Springer International Publishing,  2018. 225-235.

Mateus, Ayana, and Frederico Caeiro. "Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test." Contributions to Statistics. Springer International Publishing,  2018. 227-240.

Caeiro, Frederico, Ivanilda Cabral, and Ivette M. Gomes. "Improving Asymptotically Unbiased Extreme Value Index Estimation." Contributions to Statistics. Springer International Publishing,  2018. 155-163.

Caeiro, Frederico Almeida Gião Gonçalves, Ivette M. Gomes, and Lígia Henriques-Rodrigues. "A location-invariant probability weighted moment estimation of the Extreme Value Index." International Journal of Computer Mathematics. 93.4 (2016): 676-695.

Caeiro, Frederico, Filipe J. Marques, Ayana Mateus, and Serra Atal. "A note on the Jackson exponentiality test." International Conference of Computational Methods in Sciences and Engineering 2016, ICCMSE 2016. Vol. 1790. American Institute of Physics Inc.,  2016. 

Cabral, Ivanilda, Frederico Caeiro, and Ivette M. Gomes. "Reduced bias Hill estimators." International Conference of Computational Methods in Sciences and Engineering 2016, ICCMSE 2016. Vol. 1790. American Institute of Physics Inc.,  2016. 

Mateus, Ayana, Frederico Caeiro, Dora Prata Gomes, and Inês J. Sequeira. "Statistical analysis of extreme river flows." International Conference of Computational Methods in Sciences and Engineering 2016, ICCMSE 2016. Vol. 1790. AIP Conference Proceedings, 1790. American Institute of Physics Inc.,  2016. 

Caeiro, Frederico, Ivette M. Gomes, Jan Beirlant, and Tertius de Wet. "Mean-of-order p reduced-bias extreme value index estimation under a third-order framework." ExtremesExtremes. 19.4 (2016): 561-589.

Cabral, Ivanilda, Frederico Caeiro, and Ivette M. Gomes. "Redução do viés do estimador de Hill: uma nova abordagem." Estatística: Progressos e Aplicações. 2016. 73-84.

Gomes, Ivette M., Frederico Caeiro, Lígia Henriques-Rodrigues, and B. g Manjunath. "Bootstrap Methods in Statistics of Extremes." Extreme Events in Finance. John Wiley & Sons, Inc.,  2016. 117-138.

Caeiro, Frederico, and Ivette M. Gomes. "Threshold Selection in Extreme Value Analysis." Extreme Value Modeling and Risk Analysis. Chapman and Hall/CRC 2007,  2016. 69-86.

Caeiro, Frederico, Ana P. Martins, and Inês J. Sequeira. "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. Vol. 1648. American Institute of Physics Inc.,  2015. 

Caeiro, Frederico, and Dora Susana Raposo Prata Gomes. "Adaptive estimation of a tail shape second order parameter." International Conference of Computational Methods in Sciences and Engineering 2015 (ICCMSE 2015). AIP Conference Proceedings. American Institute of Physics Inc.,  2015. 

Caeiro, Frederico. "Preface of the "2nd Symposium on Computational Statistical Methods"." AIP Conference ProceedingsAIP Conference Proceedings. 1702 (2015).

Caeiro, Frederico, and Ivette M. Gomes. "Revisiting the maximum likelihood estimation of a positive extreme value index." Journal Of Statistical Theory And PracticeJournal Of Statistical Theory And Practice. 9.1 (2015): 200-218.

Caeiro, Frederico, and Ivette M. Gomes. "Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model." Journal Of Statistical Computation And SimulationJournal Of Statistical Computation And Simulation. 85.17 (2015): 3405-3419.

Mateus, Ayana Maria Xavier Furtado, and Frederico Almeida Gião Gonçalves Caeiro. "The difference-sign randomness test." NTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2015. Vol. 1702. AIP Conference Proceedings, 1702. American Institute of Physics Inc.,  2015. 

Caeiro, Frederico Almeida Gião Gonçalves, Ayana Maria Xavier Furtado Mateus, and Luís Pedro Carneiro Ramos. "Extreme value analysis of the sea levels in Venice." PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014. AIP Conference Proceedings. American Institute of Physics Inc.,  2015. 

Caeiro, Frederico, and Dora Susana Raposo Prata Gomes. "A log probability weighted moment estimator of extreme quantiles." Theory and Practice of Risk Assessment - ICRA5 2013. Vol. 136. Springer New York LLC,  2015. 293-303.

Gomes, Ivette M., Fátima M. Brilhante, Frederico Caeiro, and Dinis Pestana. "A new partially reduced-bias mean-of-order p class of extreme value index estimators." Computational Statistics & Data AnalysisComputational Statistics & Data Analysis. 82 (2015): 223-227.

Gomes, M. I., and F. Caeiro Eficiency of partially reduced-bias mean-of-order-p versus minimum-variance reduced-bias extreme value index estimation. COMPSTAT 2014: 21th International Conference on Computational Statistics. Geneve, 2014.

Caeiro, F., and M. I.: Gomes. "A semi-parametric estimator of a shape second order parameter." New Advances in Statistical Modeling and Applications. Eds. Pacheco, A., Santos, R., M. Rosário Oliveira, and C. D. Paulino. Studies in Theoretical and Applied Statistics. Springer,  2014. 137-144.

F., Caeiro, Gomes M.I., and Vandewalle B. "Semi-Parametric Probability-Weighted Moments Estimation Revisited." (2014).

Caeiro, Frederico Almeida Gião Gonçalves, and Ayana Maria Xavier Furtado Mateus. "An R implementation of several randomness tests." AIP Conference Proceedings. 2014. 531-534.

Caeiro, Frederico, and Ivette M. Gomes Comparison of Asymptotically Unbiased Extreme Value Index estimators: a Monte Carlo Simulation Study. ICCMSE 2014. Athens, 2014.

Caeiro, F., and M. I. Gomes On the bootstrap methodology for the estimation of the tail sample fraction. COMPSTAT 2014: 21th International Conference on Computational Statistics. Geneve, 2014.

Caeiro, F. Preface of the ?Symposium on computational statistical methods?., 2014.

F., Caeiro, Gomes, and M.I. "Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators." Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics. Springer Berlin Heidelberg,  2013. 83-91.

F., Caeiro, and Gomes M.I. "A Class of Semi-parametric Probability Weighted Moment Estimators." Recent Developments in Modeling and Applications in Statistics. Studies in Theoretical and Applied Statistics. Springer Berlin Heidelberg,  2013. 139-147.

Ayana, Furtado, and Caeiro Frederico Comparing several tests of randomness based on the difference of observations., 2013.

F., Caeiro, and Gomes M.I. On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index., 2013.

M.I., Gomes, Henriques-Rodrigues L., and Caeiro F. "Refined Estimation of a Light Tail: An Application to Environmental Data." Advances in Theoretical and Applied Statistics. Ed. Fortunato; Bar-Hen Avner(Eds.) Torelli, Nicola; Pesarin. Studies in Theoretical and Applied Statistics. Springer Berlin Heidelberg,  2013. 143-153.

F., Caeiro, and M. I. Gomes The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index.., 2013.

Lita da Silva, J., F. Caeiro, I. Nata?rio, and C. A. Braumann Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Berlin Heidelberg: Springer, 2013.

Caeiro, F., M. I. Gomes, and L. Henriques-Rodrigues A location invariant probability weighted moment EVI-estimator. Notas e Comunicações do CEAUL 30/2013, 2013.

J, Beirlant, Caeiro F, and Gomes MI. "An Overview And Open Research Topics In Statistics Of Univariate Extremes." 10 (2012): 1-31.

M.I., Gomes, Caeiro F., and Henriques-Rodrigues L. PORT-PPWM extreme value index estimation. Proceedings of COMPSTAT 2012., 2012.

F., Caeiro, and Gomes M.I. A Reduced Bias Estimator of a 'Scale' Second Order Parameter., 2012.

Caeiro, F., and M. I. Gomes. "Probability weighted moments bootstrap estimation: a case study in the field of insurance." Risk and Extreme Values in Insurance and Finance: Book of Abstracts. Lisbon: CEAUL,  2011. 27-30.

Caeiro, Frederico, and M.Ivette Gomes. "Semi-parametric tail inference through probability-weighted moments." J. Stat. Plann. Inference. 141 (2011): 937-950.

Caeiro, Frederico, and M.Ivette Gomes. "An asymptotically unbiased moment estimator of a negative extreme value index." Discuss. Math., Probab. Stat.. 30 (2010): 5-19.

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

Gomes, M.Ivette, Dinis Pestana, and Frederico Caeiro. "A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator." Stat. Probab. Lett.. 79 (2009): 295-303.

Caeiro, Frederico, M.Ivette Gomes, and Lígia Henriques Rodrigues. "Reduced-bias tail index estimators under a third-order framework." Commun. Stat., Theory Methods. 38 (2009): 1019-1040.

Caeiro, Frederico, and M.Ivette Gomes. "Semi-parametric second-order reduced-bias high quantile estimation." Test. 18 (2009): 392-413.

Caeiro, F., and M. I. Gomes Caudas pesadas: t de Student e variante assime?trica versus metodologia semi-parame?trica.. Actas do XV Congresso Anual da Sociedade Portuguesa de Estati?stica - ?Da Teoria a? Pra?tica?. Lisboa, 2008.

Caeiro, Frederico, and M.Ivette Gomes. "Minimum-variance reduced-bias tail index and high quantile estimation." REVSTAT. 6 (2008): 1-20.

Caeiro, F., and M. I. Gomes Second-order Reduced-bias Tail Index and High Quantile Estimation. 56th SESSION OF THE INTERNATIONAL STATISTICAL INSTITUTE. Lisbon, Portugal, 2007.

Caeiro, F. Estimação de Parâmetros de Acontecimentos Raros. FCUL. Lisbon, 2006.

Caeiro, F., and M. I. Gomes Estimac?a?o de quantis elevados em estati?stica de extremos. Actas do XIII Congresso Anual da Sociedade Portuguesa de Estati?stica - "Cie?ncia Estati?stica"., 2006.

Caeiro, Frederico, and M.Ivette Gomes. "A new class of estimators of a ``scale'' second order parameter." Extremes. 9 (2006): 193-211.

Caeiro, F., and M. I. Gomes Redução de viés na estimação semi-paramétrica de um parâmetro de escala. Actas do XIII Congresso da SPE - "Ciência Estatística"., 2006.

Caeiro, Frederico, M.Ivette Gomes, and Dinis Pestana. "Direct reduction of bias of the classical Hill estimator." REVSTAT. 3 (2005): 113-136.

Caeiro, F., and M. I. Gomes Uma classe de estimadores do parâmetro de escala de segunda ordem.. Actas do XII Congresso Anual da Sociedade Portuguesa de Estatística. Évora, Portugal, 2005.

Gomes, M.Ivette, Frederico Caeiro, and Fernanda Figueiredo. "Bias reduction of a tail index estimator through an external estimation of the second-order parameter." Statistics. 38 (2004): 497-510.

Caeiro, F. Reduc?a?o de vie?s em estimadores do i?ndice de cauda. Actas do X Congresso Anual da SPE - ?Literacia e Estati?stica?. Porto, Portugal, 2003.

Caeiro, Frederico, and Ivette M. Gomes. "Bias reduction in the estimation of parameters of rare events." Theory of Stochastic Processes. 8.24 (2002): 67-76.

Caeiro, Frederico, and Ivette M. Gomes. "A class of asymptotically unbiased semi-parametric estimators of the tail index." Test. 11 (2002): 345-364.