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Frederico Almeida Gião Gonçalves Caeiro

CMA Research Group - Statistics and Risk Management, Integrated member (PhD)

  • 349 Citations
  • 10 h-Index
20092019

Research output per year

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Research Output at NOVA

A simple class of reduced bias kernel estimators of the extreme value index

Caeiro, F., Henriques-Rodrigues, L. & Prata Gomes, D., 18 Mar 2019, In : Computational and Mathematical Methods. p. 1-12

Research output: Contribution to journalConference article

  • Corrected-Hill versus partially reduced-bias value-at-risk estimation

    Gomes, M. I., Caeiro, F., Figueiredo, F., Henriques-Rodrigues, L. & Pestana, D., 1 Jan 2019, (Accepted/In press) In : Communications in Statistics: Simulation and Computation.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications

    Penalva, H., Gomes, M. I., Caeiro, F. & Neves, M. M., Nov 2019, (Accepted/In press) In : Journal of Applied Statistics.

    Research output: Contribution to journalReview article

  • Reduced-bias kernel estimators of a positive extreme value index

    Caeiro, F. & Henriques-Rodrigues, L., 1 Jan 2019, In : Mathematical Methods in the Applied Sciences.

    Research output: Contribution to journalArticle

  • Aplicação da metodologia Peaks Over Threshold ao Salto em Comprimento do Atletismo

    Silva, D., Caeiro, F. & Oliveira, M., Dec 2018, In : REVISTA BRASILEIRA DE BIOMETRIA. 36, 4, p. 753-779

    Research output: Contribution to journalArticle