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1

Extreme Value Theory and Statistics of Univariate Extremes: A Review

Gomes, M. Ivette, Guillou, Armelle

Journal:

International Statistical Review

Year:

2014

Language:

english

File:

PDF, 356 KB

english, 2014

2

A new class of estimators of a “scale” second order parameter

Frederico Caeiro, M. Ivette Gomes

Journal:

Year:

2006

Language:

english

File:

PDF, 664 KB

english, 2006

3

Adaptive estimation of heavy right tails: resampling-based methods in action

M. Ivette Gomes,Fernanda Figueiredo,M. Manuela Neves

Journal:

Year:

2012

Language:

english

File:

PDF, 919 KB

english, 2012

4

Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model

Journal:

Computational Statistics & Data Analysis

Year:

1989

Language:

english

File:

PDF, 521 KB

english, 1989

5

Bias reduction and explicit semi-parametric estimation of the tail index

M.Ivette Gomes, M.João Martins

Journal:

Journal of Statistical Planning and Inference

Year:

2004

Language:

english

File:

PDF, 737 KB

english, 2004

6

Approximation by Penultimate Extreme Value Distributions

M.Ivette Gomes, LaurensDe Haan

Journal:

Year:

1999

Language:

english

File:

PDF, 100 KB

english, 1999

7

The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction

M. Ivette Gomes, Orlando Oliveira

Journal:

Year:

2001

Language:

english

File:

PDF, 706 KB

english, 2001

8

Modeling Extreme Events: Sample Fraction Adaptive Choice in Parameter Estimation

Neves, M. Manuela, Gomes, M. Ivette, Figueiredo, Fernanda, Gomes, Dora Prata

Journal:

Journal of Statistical Theory and Practice

Year:

2015

Language:

english

File:

PDF, 2.04 MB

english, 2015

9

Tail fitting for truncated and non-truncated Pareto-type distributions

Beirlant, Jan, Alves, Isabel Fraga, Gomes, Ivette

Journal:

Year:

2016

Language:

english

File:

PDF, 1.47 MB

english, 2016

10

How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events

Ivette Gomes, M., Oliveira, Orlando

Journal:

Communications in Statistics - Simulation and Computation

Year:

2003

Language:

english

File:

PDF, 1.09 MB

english, 2003

11

Reduced-bias and partially reduced-bias mean-of-order- p value-at-risk estimation: a Monte-Carlo comparison and an application

Gomes, M. Ivette, Caeiro, Frederico, Figueiredo, Fernanda, Henriques-Rodrigues, LÃgia, Pestana, Dinis

Journal:

Journal of Statistical Computation and Simulation

Year:

2020

Language:

english

File:

PDF, 2.16 MB

english, 2020

12

Improved reduced-bias tail index and quantile estimators

Jan Beirlant, Fernanda Figueiredo, M. Ivette Gomes, Björn Vandewalle

Journal:

Journal of Statistical Planning and Inference

Year:

2008

Language:

english

File:

PDF, 1.03 MB

english, 2008

13

A class of asymptotically unbiased semi-parametric estimators of the tail index

Frederico Caeiro, M. Ivette Gomes

Journal:

Year:

2002

Language:

english

File:

PDF, 920 KB

english, 2002

14

Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions

M. Ivette Gomes, Luísa Canto e Castro, M. Isabel Fraga Alves, Dinis Pestana

Journal:

Year:

2008

Language:

english

File:

PDF, 663 KB

english, 2008

15

Mixed moment estimator and location invariant alternatives

M. Isabel Fraga Alves, M. Ivette Gomes, Laurens de Haan, Cláudia Neves

Journal:

Year:

2009

Language:

english

File:

PDF, 882 KB

english, 2009

16

Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold

M. Ivette Gomes, Lígia Henriques Rodrigues

Journal:

Year:

2008

Language:

english

File:

PDF, 652 KB

english, 2008

17

Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

Frederico Caeiro, M. Ivette Gomes

Journal:

Statistica Neerlandica

Year:

2011

Language:

english

File:

PDF, 6.89 MB

english, 2011

18

Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*

M. Ivette Gomes, M. João Martins, Manuela Neves

Journal:

Year:

2000

Language:

english

File:

PDF, 445 KB

english, 2000

19

Statistical choice of extremal models for complete and censored data

M.A.J. Van Montfort, M.Ivette Gomes

Journal:

Journal of Hydrology

Year:

1985

Language:

english

File:

PDF, 417 KB

english, 1985

20

Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses

M. Ivette Gomes, Laurens de Haan and Lígia Henriques Rodrigues

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2008

Language:

english

File:

PDF, 2.74 MB

english, 2008

21

New reduced-bias estimators of a positive extreme value index

Gomes, M. Ivette, Brilhante, M. Fátima, Pestana, Dinis

Journal:

Communications in Statistics - Simulation and Computation

Year:

2014

Language:

english

File:

PDF, 627 KB

english, 2014

22

Maximum likelihood revisited under a semi-parametric context - estimation of the tail index

Gomes, M. Ivette, Oliveira, Orlando

Journal:

Journal of Statistical Computation and Simulation

Year:

2003

Language:

english

File:

PDF, 274 KB

english, 2003

23

Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study

Gomes, M. Ivette, Henriques-Rodrigues, Lígia, Miranda, M. Cristina

Journal:

Communications in Statistics - Simulation and Computation

Year:

2011

Language:

english

File:

PDF, 1.06 MB

english, 2011

24

[IEEE Proceedings of the ITI 2009 31st International Conference on Information Technology Interfaces (ITI) - Cavtat/Dubrovnik, Croatia (2009.06.22-2009.06.25)] Proceedings of the ITI 2009 31st International Conference on Information Technology Interfaces - Uniformity of offsprings from uniform and non-uniform parents

Gomes, M. Ivette, Pestana, Dinis, Sequeira, Fernando, Mendonga, Sandra, Velosa, Silvio

Year:

2009

Language:

english

File:

PDF, 430 KB

english, 2009

25

Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses

Gomes, M. Ivette, Rodrigues, Lígia Henriques, Pereira, Hugo, Pestana, Dinis

Journal:

Journal of Statistical Computation and Simulation

Year:

2010

Language:

english

File:

PDF, 422 KB

english, 2010

26

Revisiting the Role of the Jackknife Methodology in the Estimation of a Positive Tail Index

Gomes, M. Ivette, Pereira, Hugo, Miranda, M. Cristina

Journal:

Communication in Statistics- Theory and Methods

Year:

2005

Language:

english

File:

PDF, 907 KB

english, 2005

27

A new partially reduced-bias mean-of-order p c

Gomes, M. Ivette, Brilhante, M. Fátima, Caeiro, Frederico, Pestana, Dinis

Journal:

Computational Statistics & Data Analysis

Year:

2015

Language:

english

File:

PDF, 1.11 MB

english, 2015

28

Estimation of a Scale Second-Order Parameter Related to the PORT Methodology

Henriques-Rodrigues, Lígia, Gomes, M. Ivette, Manjunath, B. G.

Journal:

Journal of Statistical Theory and Practice

Year:

2015

Language:

english

File:

PDF, 693 KB

english, 2015

29

Reliability Control of Complex Systems Through Penultimate Approximations

Gomes, Ivette, Reis, Paula, Castro, Luísa Canto e, Dias, Sandra

Journal:

IFAC Proceedings Volumes

Year:

2013

Language:

english

File:

PDF, 549 KB

english, 2013

30

Inference in a Multivariate Generalized Extreme Value Model: Asymptotic Properties of Two Test Statistics

M. Ivette Gomes and M. Teresa Alpuim

Journal:

Scandinavian Journal of Statistics

Year:

1986

Language:

english

File:

PDF, 913 KB

english, 1986

31

Location invariant reduced-bias tail index estimation under a third-order framework

Henriques-Rodrigues, Lígia, Gomes, M. Ivette

Journal:

Journal of Statistical Theory and Practice

Year:

2017

Language:

english

File:

PDF, 1.84 MB

english, 2017

32

Discussion of “Birnbaum-Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

Leiva, Víctor, Lillo, Camilo, Gomes, M. Ivette, Ferreira, Marta

Journal:

Applied Stochastic Models in Business and Industry

Year:

2018

Language:

english

File:

PDF, 573 KB

english, 2018

33

The total median in statistical quality control

Fernanda Figueiredo, M. Ivette Gomes

Journal:

Applied Stochastic Models in Business and Industry

Year:

2004

Language:

english

File:

PDF, 163 KB

english, 2004

34

Penultimate versus ultimate in statistical theory of extremes a simulation study

Journal:

Computational Statistics & Data Analysis

Year:

1986

Language:

english

File:

PDF, 1.22 MB

english, 1986

35

Subsampling techniques and the Jackknife methodology in the estimation of the extremal index

M. Ivette Gomes, Andreia Hall, M. Cristina Miranda

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 769 KB

english, 2008

36

Asymptotically best linear unbiased tail estimators under a second-order regular variation condition

M. Ivette Gomes, Fernanda Figueiredo, Sandra Mendonça

Journal:

Journal of Statistical Planning and Inference

Year:

2005

Language:

english

File:

PDF, 970 KB

english, 2005

37

Semi-parametric tail inference through probability-weighted moments

Frederico Caeiro, M. Ivette Gomes

Journal:

Journal of Statistical Planning and Inference

Year:

2011

Language:

english

File:

PDF, 684 KB

english, 2011

38

Censoring estimators of a positive tail index

M.Ivette Gomes, Orlando Oliveira

Journal:

Statistics & Probability Letters

Year:

2003

Language:

english

File:

PDF, 422 KB

english, 2003

39

Generalizations of the Hill estimator – asymptotic versus finite sample behaviour

M.Ivette Gomes, M.João Martins

Journal:

Journal of Statistical Planning and Inference

Year:

2001

Language:

english

File:

PDF, 795 KB

english, 2001

40

Penultimate limiting forms in extreme value theory

M. Ivette Gomes

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1984

Language:

english

File:

PDF, 827 KB

english, 1984

41

Bias reduction in risk modelling: Semi-parametric quantile estimation

M. Ivette Gomes, Fernanda Figueiredo

Journal:

Year:

2006

Language:

english

File:

PDF, 659 KB

english, 2006

42

Semi-parametric second-order reduced-bias high quantile estimation

Frederico Caeiro, M. Ivette Gomes

Journal:

Year:

2009

Language:

english

File:

PDF, 856 KB

english, 2009

43

Asymptotic comparison of the mixed moment and classical extreme value index estimators

M. Ivette Gomes, Cláudia Neves

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 1.42 MB

english, 2008

44

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

M. Ivette Gomes, Dinis Pestana, Frederico Caeiro

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 898 KB

english, 2009

45

Reduced-bias tail index estimation and the jackknife methodology

M. Ivette Gomes, Cristina Miranda, Clara Viseu

Journal:

Statistica Neerlandica

Year:

2007

Language:

english

File:

PDF, 5.25 MB

english, 2007

46

Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses

M. Ivette Gomes, Laurens De Haan, Lígia Henriques Rodrigues

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2008

Language:

english

File:

PDF, 1.34 MB

english, 2008

47

Nonparametric Analysis of Univariate Heavy-Tailed Data: Research and Practice by MARKOVICH, N.

M. Ivette Gomes

Journal:

Year:

2009

Language:

english

File:

PDF, 194 KB

english, 2009

48

Concomitants and linear estimators in an i-dimensional extremal model

M. Ivette Gomes

Journal:

Trabajos de Estadistica Y de Investigacion Operativa

Year:

1985

Language:

english

File:

PDF, 426 KB

english, 1985

49

A simple generalisation of the Hill estimator

M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana

Journal:

Computational Statistics & Data Analysis

Year:

2013

Language:

english

File:

PDF, 900 KB

english, 2013

50

Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling

Gomes, M. Ivette, Martins, M. João, Neves, M. Manuela

Journal:

Communication in Statistics- Theory and Methods

Year:

2013

Language:

english

File:

PDF, 888 KB

english, 2013