Laurens de Haan | IDEAS/RePEc
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Articles. M. Ivette Gomes & Laurens De Haan & Lígia Henriques Rodrigues, "Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages , February.de Haan, Laurens & Neves, Cláudia & Peng, Liang, "Parametric tail copula estimation and model ...
A simple generalisation of the Hill estimator
ideas.repec.org
A simple generalisation of the Hill estimator is now proposed, ... M. Ivette Gomes & Laurens de Haan & Lígia Henriques Rodrigues,
Tail index estimation for heavy-tailed models: accommodation of bias...
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Ivette Gomes, M.; de Haan, Laurens; Rodrigues, Lígia Henriques. [http://dx.doi.org j x]. []. []. We are interested in the derivation ...
Mathematics of Energy and Climate Change: International Conference...
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M. Ivette Gomes, Lígia Henriques-Rodrigues, and Fernanda Figueiredo Abstract Resampling computer intensive methodologies, like the jackknife and the ...
Biblioteca Nacional de Portugal
catalogo.bnportugal.gov.pt
Accomodation of bias in the weigthed log-excesses and tail index estimation / M. Ivette Gomes, L. de Haan, Lígia Rodrigues. Lisboa : Centro de Estatística e ...
Statistics & Probability Letters | Vol 117, Pages (October...
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M. Ivette Gomes, Lígia Henriques-Rodrigues; Abstract PDF (613 K) Entitled to full text; Local efficiency of integrated goodness-of-fit tests under skew alternatives;
A quasi-PORT methodology for VaR based on second-order ...
core.ac.uk
By M. Ivette Gomes, Fernanda Figueiredo, Lígia Henriques-Rodrigues and M. Cristina Miranda. Topics: Ciências exactas e naturais, Natural sciences, Ciências exactas e naturais, Natural sciences ...
Tail index estimation for heavy-tailed models: accommodation of bias...
core.ac.uk
By M. Ivette Gomes, Laurens de Haan and Lígia Henriques Rodrigues. Abstract.
All web results to the name "Lígia Henriques-Rodrigues"
M. Ivette Gomes; Lígia Henriques Rodrigues: free download. Ebooks...
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M. Ivette Gomes; Laurens De Haan; Lígia Henriques Rodrigues: free...
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M. Ivette Gomes; Laurens De Haan; Lígia Henriques Rodrigues: free download. Ebooks library. On-line books store on Z-Library | BookSC. Download books for free....
RevStat - INE
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Lígia Henriques-Rodrigues, M. Ivette Gomes, M. Isabel Fraga Alves and Cláudia Neves : REVSTAT, Volume 12, No. 2, June INDEX: P ages : Uniform approximations for distributions of continuous random variables with application in dual STATIS method João Lita da Silva and Luís Pedro Ramos
CEAUL - Notas e comunicações
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Frederico Caeiro, M. Ivette Gomes e Lígia Henriques-Rodrigues CEAUL The Medico-legal Importance of Establishing Human Identity by Palatal Rugoscopy: ...
Reduced-bias tail index estimators under a third-order framework. |...
docentes.fct.unl.pt
Citation: Caeiro, Frederico, M.Ivette Gomes, and Lígia Henriques Rodrigues. "Reduced-bias tail index estimators under a third-order framework."
CIS - Tag Maximum likelihood
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Ivette Gomes, M., de Haan, Laurens, Rodrigues, Lígia Henriques. Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. Journal of the Royal Statistical Society: Series B (Statistical Methodology) : Linkov, Yu ...
Destaques à comunicação social
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Authors: Lígia Henriques-Rodrigues, M. Ivette Gomes, M. Isabel Fraga Alves and Cláudia Neves. The aim of the Editorial Board of REVSTAT is ...
CEAUL - Notes and communications
www.ceaul.fc.ul.pt
Lígia Henriques-Rodrigues, M. Ivette Gomes e B.G. Manjunath. CEAUL , GANN for Mortality Prediction: Model Selection Comparison between Automated ...
EUDML | Comparison at optimal levels of classical tail index...
eudml.org
reduced-bias estimation? M. Ivette Gomes; Lígia Henriques-Rodrigues ·
Discussiones Mathematicae Probability and Statistics (2010). Volume: 30, Issue:
1, page ; ISSN:
SISTEMA DE BIBLIOTECAS EPN - catalog › Details for: Advances in...
biblioteca.epn.edu.ec
... (Francesco Battaglia and Mattheos K. Protopapas) -- Using the Autodependogram in Model Diagnostic Checking (Luca Bagnato and Antonio Punzo) -- Part III Statistical Modelling and Data Analysis: Refined Estimation of a Light Tail: an Application to Environmental Data (M. Ivette Gomes, Lígia Henriques-Rodrigues and ...
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