Frederico Almeida Gião Gonçalves Caeiro

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

  • 240 Citations
  • 8 h-Index
20092019
If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Frederico Almeida Gião Gonçalves Caeiro is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 4 Similar Profiles
Extreme Value Index Mathematics
Estimator Mathematics
Probability Weighted Moments Mathematics
quantiles Physics & Astronomy
Statistics of Extremes Mathematics
Statistics Engineering & Materials Science
Moment Estimation Mathematics
Extreme Quantiles Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output at NOVA 2009 2019

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

Extreme Value Index
Kernel Estimator
Extreme Quantiles
Extreme Events
Parameter Tuning

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

Value at Risk
Order Statistics
Quotient
Monte Carlo Simulation
Asymptotic Behavior

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

Extreme Value Index
Kernel Estimator
Estimator
Value engineering
Hill Estimator

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

Empirical Power Study of the Jackson Exponentiality Test

Caeiro, F. & Mateus, A., May 2018, Demography and Health Issues - The Springer Series on Demographic Methods and Population Analysis. Skiadas, C. & Skiadas, C. (eds.). Cham: Springer International Publishing AG, p. 225-235 (The Springer Series on Demographic Methods and Population Analysis; vol. 46).

Research output: Chapter in Book/Report/Conference proceedingChapter

Queueing Theory
Survival Analysis
Reliability Analysis
Exponential distribution
Asymptotic Properties