M. Ivette Gomes
Articles :
A couple of non reduced bias generalized means in Extreme Value Theory: an asymptotic comparison (Volume 18, No.3, July 2020)
Modeling risk of extreme events in generalized Verhulst models (Volume 17, No.2, April 2019)
Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology (Volume 15, No.2, April 2017)
Mean-of-order-p location-invariant extreme value index estimation(REVSTAT, Volume 14, No. 3, June 2016)
PORT-estimation of a shape second-order parameter (Volume 12/No. 3/November 2014)
The skew-normal distribution in SPC (Volume 11,Number 1, March 2013)
On an extreme value version of the Birnbaum-Saunders distribution (Volume 10,Number 2, June 2012)
An overview and open research topics in statistics of univariate extremes (Volume 10/No.1/March 2012)
Statistics of extremes in athletics (Volume 9/No.2/June 2011)
High quantile estimation and the PORT methodology (Volume 7/No.3/November 2009)
Monitoring industrial processes with robust control charts (Volume 7,Number 2, June 2009)
Direct reduction of bias of the classical hill estimator (Volume 3/No. 2/Nov2005)
Improvements in the estimation of a heavy tail (Volume 4,Number 2, June 2006)
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation (Volume 4,Number 3, November 2006)
Improving second order reduced bias extreme value index estimation (Volume 5,Number 2, July 2007)
A note on second order conditions in extreme value theory: linking general and heavy tail conditions (Volume 5, Number 3, November 2007)
Minimum-variance reduced-bias tail index and high quantile estimation (Volume 6/No. 1/March2008)
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Last modified: 04-08-2020