Improvements in the estimation of the Weibull tail coefficient -- a comparative study

Authors: Henriques-Rodrigues, Lígia, Caeiro, Frederico, Gomes, M. Ivette

Subject Terms: Mathematics - Statistics Theory

Access URL: http://arxiv.org/abs/2310.01072

Extreme Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalized Means.

Authors: Gomes, M. Ivette^1,2, manela@isa.ulisboa.ptmigomes@ciencias.ulisboa.pt, Henriques-Rodrigues, Lígia³, ligiahr@uevora.pt, Neves, M. Manuela^1,4, helena.penalva@esce.ips.pt, Penalva, Helena^1,5

Source: Applied Sciences (2076-3417); Oct2024, Vol. 14 Issue 19, p8671, 17p

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Impact of monthly air pollution and weather conditions on cardiorespiratory mortality in Portuguese Metropolitan Areas.

Authors: Duarte, Ediclê de Souza Fernandes, Lucio, Paulo Sérgio, Henriques-Rodrigues, Lígia, Costa, Maria João

Source: Scientific Reports; 2/3/2025, Vol. 15 Issue 1, p1-20, 20p

Subject Terms: MULTIVARIATE analysis, POLLUTION, PARTICULATE matter, WIND speed, AIR pollution, AIR pollutants

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

Authors: Gomes, M. Ivette, Caeiro, Frederico, Figueiredo, Fernanda, Henriques-Rodrigues, Lígia, Pestana, Dinis

Source: Journal of statistical computation and simulation. 90(10):1735-1752

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100110656462.0x000001&indx=1&recIds=ETOCvdc_100110656462.0x000001

A New Class of Reduced-Bias Generalized Hill Estimators.

Authors: Henriques-Rodrigues, Lígia¹ (AUTHOR) ligiahr@uevora.pt, Caeiro, Frederico² (AUTHOR) fac@fct.unl.pt, Gomes, M. Ivette³ (AUTHOR) migomes@ciencias.ulisboa.pt

Source: Mathematics (2227-7390). Sep2024, Vol. 12 Issue 18, p2866. 18p.

Subject Terms: *MONTE Carlo method, *EXTREME value theory, *ESTIMATION bias, *VALUATION of real property, *RISK assessment

Reduced‐bias kernel estimators of a positive extreme value index

Authors: Caeiro, Frederico, Henriques‐Rodrigues, Lígia

Source: Mathematical methods in the applied sciences. 42(17):5867-5880

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100092822124.0x000001&indx=1&recIds=ETOCvdc_100092822124.0x000001

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

Authors: Henriques-Rodrigues, Lígia, Ivette Gomes, M.

Source: Journal of statistical theory and practice. 12(2):206-230

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100131014630.0x000001&indx=1&recIds=ETOCvdc_100131014630.0x000001

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

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

Source: Journal of statistical theory and practice. 9(3):571-599

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCETOCvdc_100027321248.0x000001&indx=1&recIds=ETOCETOCvdc_100027321248.0x000001

Competitive estimation of the extreme value index

Authors: Gomes, M. Ivette, Henriques-Rodrigues, Lígia

Source: Statistics & probability letters. 117:128-135

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100033337733.0x000001&indx=1&recIds=ETOCvdc_100033337733.0x000001

A location-invariant probability weighted moment estimation of the Extreme Value Index

Authors: Caeiro, Frederico, Gomes, M. Ivette, Henriques-Rodrigues, Lígia

Source: International journal of computer mathematics. 93(4):676-695

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100029446701.0x000001&indx=1&recIds=ETOCvdc_100029446701.0x000001

Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study

Authors: Caeiro, Frederico, Henriques‐Rodrigues, Lígia, Gomes, M. Ivette, Cabral, Ivanilda

Source: Computational and mathematical methods. 2(4)

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100107861336.0x000001&indx=1&recIds=ETOCvdc_100107861336.0x000001

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A simple class of reduced bias kernel estimators of extreme value parameters

Authors: Caeiro, Frederico, Henriques‐Rodrigues, Lígia, Prata Gomes, Dora

Source: Computational and mathematical methods. 1(3)

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100080527202.0x000001&indx=1&recIds=ETOCvdc_100080527202.0x000001

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