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Frederico Caeiro

Direct Reduction of Bias of the Classical Hill Estimator
2022 · Caeiro, Frederico, Gomes, M. Ivette, et al. · Revstat-statistical Journal · 120
Overview and Open Research Topics in Statistics of Univariate Extremes
2022 · Beirlant, Jan, Caeiro, Frederico, et al. · Revstat-statistical Journal · 62
Reduced-Bias Tail Index Estimators Under a Third-Order Framework
2009 · Frederico Caeiro, M. Ivette Gomes, et al. · Communication in Statistics- Theory and Methods · 61
A new class of estimators of a “scale” second order parameter
2007 · Frederico Caeiro, M. Ivette Gomes · Extremes · 49
Threshold Selection in Extreme Value Analysis
2016 · Frederico Caeiro, M. Ivette Gomes · Chapman & Hall/CRC eBooks · 44
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
2004 · M. Ivette Gomes, Frederico Caeiro, et al. · Statistics · 38
A class of asymptotically unbiased semi-parametric estimators of the tail index
2002 · Frederico Caeiro, M. Ivette Gomes · Test · 35
Semi-parametric tail inference through probability-weighted moments
2010 · Frederico Caeiro, M. Ivette Gomes · Journal of Statistical Planning and Inference · 34
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
2008 · M. Ivette Gomes, Dinis Pestana, et al. · Statistics & Probability Letters · 34
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
2016 · Frederico Caeiro, M. Ivette Gomes, et al. · Extremes · 31
An R implementation of several randomness tests
2014 · Ayana Mateus, Frederico Caeiro · AIP conference proceedings · 26
Minimum-Variance Reduced-Bias Tail Index and High Quantile Estimation
2022 · Caeiro, Frederico, Gomes, M. Ivette · Revstat-statistical Journal · 19
Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications
2013 · João Lita da Silva, Frederico Caeiro, et al. · Studies in theoretical and applied statistics. Selected papers of the statistical societies · 19
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Semi-Parametric Probability-Weighted Moments Estimation Revisited
2012 · Frederico Caeiro, M. Ivette Gomes, et al. · Methodology And Computing In Applied Probability · 19
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Semi-parametric second-order reduced-bias high quantile estimation
2008 · Frederico Caeiro, M. Ivette Gomes · Test · 19
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
2014 · Frederico Caeiro, M. Ivette Gomes · Journal of Statistical Computation and Simulation · 17
randtests: Testing Randomness in R
2014 · Frederico Caeiro, Ayana Mateus · 17
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Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators
2011 · Frederico Caeiro, M. Ivette Gomes · Statistica Neerlandica · 16
Bootstrap Methods in Statistics of Extremes
2016 · M. Ivette Gomes, Frederico Caeiro, et al. · Wiley eBooks · 15
On the comparison of several classical estimators of the extreme value index
2020 · Ivanilda Cabral, Frederico Caeiro, et al. · Communication in Statistics- Theory and Methods · 14
A Semi-parametric Estimator of a Shape Second-Order Parameter
2014 · Frederico Caeiro, M. Ivette Gomes · Studies in theoretical and applied statistics. Selected papers of the statistical societies · 14
A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
2023 · Frederico Caeiro, Ayana Mateus · Mathematics · 11
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A new partially reduced-bias mean-of-order p class of extreme value index estimators
2014 · M. Ivette Gomes, M. Fátima Brilhante, et al. · Computational Statistics & Data Analysis · 11
Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications
2019 · Helena Penalva, M. Ivette Gomes, et al. · Journal of Applied Statistics · 10
Revisiting the Maximum Likelihood Estimation of a Positive Extreme Value Index
2014 · Frederico Caeiro, M. Ivette Gomes · Journal of Statistical Theory and Practice · 10
Works count: 109
Citation count: 928
H-index: 17
I10-index: 25
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