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Artigo de periodico
Corrected-Hill versus partially reduced-bias value-at-risk estimation (2020)
Gomes, M. Ivette ; Caeiro, Frederico ; Figueiredo, Fernanda ; Rodrigues, Ligia Carla Pinto Henriques Jorge ; Pestana, Dinis
Source: Communications in Statistics - Simulation and Computation. Unidade: IME
Subjects: DISTRIBUIÇÕES (PROBABILIDADE), MÉTODO DE MONTE CARLO, ANÁLISE DE RISCO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, M. Ivette et al. Corrected-Hill versus partially reduced-bias value-at-risk estimation. Communications in Statistics - Simulation and Computation, v. 49, n. 4, 2020Tradução . . Disponível em: https://doi.org/10.1080/03610918.2018.1489053. Acesso em: 05 nov. 2024.
APA
Gomes, M. I., Caeiro, F., Figueiredo, F., Rodrigues, L. C. P. H. J., & Pestana, D. (2020). Corrected-Hill versus partially reduced-bias value-at-risk estimation. Communications in Statistics - Simulation and Computation, 49( 4). doi:10.1080/03610918.2018.1489053
NLM
Gomes MI, Caeiro F, Figueiredo F, Rodrigues LCPHJ, Pestana D. Corrected-Hill versus partially reduced-bias value-at-risk estimation [Internet]. Communications in Statistics - Simulation and Computation. 2020 ; 49( 4):[citado 2024 nov. 05 ] Available from: https://doi.org/10.1080/03610918.2018.1489053
Vancouver
Gomes MI, Caeiro F, Figueiredo F, Rodrigues LCPHJ, Pestana D. Corrected-Hill versus partially reduced-bias value-at-risk estimation [Internet]. Communications in Statistics - Simulation and Computation. 2020 ; 49( 4):[citado 2024 nov. 05 ] Available from: https://doi.org/10.1080/03610918.2018.1489053
Artigo de periodico
Reduced‐bias kernel estimators of a positive extreme value index (2019)
Caeiro, Frederico ; Henriques‐Rodrigues, Lígia
Source: Mathematical Methods in the Applied Sciences. Unidade: IME
Assunto: ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CAEIRO, Frederico e HENRIQUES‐RODRIGUES, Lígia. Reduced‐bias kernel estimators of a positive extreme value index. Mathematical Methods in the Applied Sciences, v. 42, n. 17, p. 5867-5880, 2019Tradução . . Disponível em: https://doi.org/10.1002/mma.5761. Acesso em: 05 nov. 2024.
APA
Caeiro, F., & Henriques‐Rodrigues, L. (2019). Reduced‐bias kernel estimators of a positive extreme value index. Mathematical Methods in the Applied Sciences, 42( 17), 5867-5880. doi:10.1002/mma.5761
NLM
Caeiro F, Henriques‐Rodrigues L. Reduced‐bias kernel estimators of a positive extreme value index [Internet]. Mathematical Methods in the Applied Sciences. 2019 ; 42( 17): 5867-5880.[citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/mma.5761
Vancouver
Caeiro F, Henriques‐Rodrigues L. Reduced‐bias kernel estimators of a positive extreme value index [Internet]. Mathematical Methods in the Applied Sciences. 2019 ; 42( 17): 5867-5880.[citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/mma.5761
Artigo de periodico
A simple class of reduced bias kernel estimators of extreme value parameters (2019)
Caeiro, Frederico ; Henriques-Rodrigues, Lígia ; Gomes, Dora Prata
Source: Computational and Mathematical Methods. Unidade: IME
Assunto: DISTRIBUIÇÕES DE EXTREMOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CAEIRO, Frederico e HENRIQUES-RODRIGUES, Lígia e GOMES, Dora Prata. A simple class of reduced bias kernel estimators of extreme value parameters. Computational and Mathematical Methods, v. 1, n. 3, p. 1-12, 2019Tradução . . Disponível em: https://doi.org/10.1002/cmm4.1025. Acesso em: 05 nov. 2024.
APA
Caeiro, F., Henriques-Rodrigues, L., & Gomes, D. P. (2019). A simple class of reduced bias kernel estimators of extreme value parameters. Computational and Mathematical Methods, 1( 3), 1-12. doi:10.1002/cmm4.1025
NLM
Caeiro F, Henriques-Rodrigues L, Gomes DP. A simple class of reduced bias kernel estimators of extreme value parameters [Internet]. Computational and Mathematical Methods. 2019 ; 1( 3): 1-12.[citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/cmm4.1025
Vancouver
Caeiro F, Henriques-Rodrigues L, Gomes DP. A simple class of reduced bias kernel estimators of extreme value parameters [Internet]. Computational and Mathematical Methods. 2019 ; 1( 3): 1-12.[citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/cmm4.1025
Trabalho de evento-resumo
Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison (2018)
Gomes, M. Ivette; Caeiro, Frederico; Figueiredo, Fernanda; Henriques-Rodrigues, Lígia ; Pestana, Dinis
Source: Book of abstracts. Conference titles: Workshop on Computational Data Analysis and Numerical Methods. Unidade: IME
Subjects: ESTIMAÇÃO SEMIPARAMÉTRICA, MÉTODOS MCMC
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, M. Ivette et al. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison. 2018, Anais.. Felgueiras: Instituto Politécnico do Porto, 2018. Disponível em: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf. Acesso em: 05 nov. 2024.
APA
Gomes, M. I., Caeiro, F., Figueiredo, F., Henriques-Rodrigues, L., & Pestana, D. (2018). Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison. In Book of abstracts. Felgueiras: Instituto Politécnico do Porto. Recuperado de http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf
NLM
Gomes MI, Caeiro F, Figueiredo F, Henriques-Rodrigues L, Pestana D. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison [Internet]. Book of abstracts. 2018 ;[citado 2024 nov. 05 ] Available from: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf
Vancouver
Gomes MI, Caeiro F, Figueiredo F, Henriques-Rodrigues L, Pestana D. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison [Internet]. Book of abstracts. 2018 ;[citado 2024 nov. 05 ] Available from: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf
Parte de monografia/livro
Bootstrap methods in statistics of extremes (2016)
Gomes, M. Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia ; Manjunat, B. G
Source: Extreme events in finance: a handbook of extreme value theory and its applications. Unidade: IME
Subjects: INFERÊNCIA PARAMÉTRICA, ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, M. Ivette et al. Bootstrap methods in statistics of extremes. Extreme events in finance: a handbook of extreme value theory and its applications. Tradução . Hoboken: Wiley, 2016. . Disponível em: https://doi.org/10.1002/9781118650318.ch6. Acesso em: 05 nov. 2024.
APA
Gomes, M. I., Caeiro, F., Henriques-Rodrigues, L., & Manjunat, B. G. (2016). Bootstrap methods in statistics of extremes. In Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley. doi:10.1002/9781118650318.ch6
NLM
Gomes MI, Caeiro F, Henriques-Rodrigues L, Manjunat BG. Bootstrap methods in statistics of extremes [Internet]. In: Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley; 2016. [citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/9781118650318.ch6
Vancouver
Gomes MI, Caeiro F, Henriques-Rodrigues L, Manjunat BG. Bootstrap methods in statistics of extremes [Internet]. In: Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley; 2016. [citado 2024 nov. 05 ] Available from: https://doi.org/10.1002/9781118650318.ch6

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