A New Class of Semi-parametric Estimators of the Second Order Parameter MI Fraga Alves, MI Gomes, L de Haan Portugaliae Mathematica 60, 193-213, 2003 | 367 | 2003 |
Direct reduction of bias of the classical Hill estimator F Caeiro, MI Gomes, D Pestana Revstat—Statistical Journal 3 (2), 113-136, 2005 | 320 | 2005 |
“Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter MJ Gomes, M.I. and Martins Extremes 5 (1), 5-31, 2002 | 301 | 2002 |
Extreme value theory and statistics of univariate extremes: a review MI Gomes, A Guillou International Statistical Review 83 (2), 263-292, 2015 | 262 | 2015 |
The bootstrap methodology in statistics of extremes—choice of the optimal sample fraction MI Gomes, O Oliveira Extremes 4, 331-358, 2001 | 259 | 2001 |
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator MI Gomes, D Pestana Journal of the American Statistical Association 102 (477), 280-292, 2007 | 258 | 2007 |
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses L Gomes, M.I., de Haan, L. and Henriques-Rodrigues J. Royal Statistical Society B 70 (1), 31-52, 2008 | 238* | 2008 |
Alternatives to a semi-parametric estimator of parameters of rare events—the Jackknife methodology MI Gomes, MJ Martins, M Neves Extremes 3 (3), 207-229, 2000 | 224 | 2000 |
Sustainable supply chains: An integrated modeling approach under uncertainty B Mota, MI Gomes, A Carvalho, AP Barbosa-Povoa Omega 77, 32-57, 2018 | 221 | 2018 |
Semi-parametric estimation of the second order parameter in statistics of extremes MI Gomes, L Haan, L Peng Extremes 5, 387-414, 2002 | 165* | 2002 |
Peaks over random threshold methodology for tail index and high quantile estimation PA Santos, M Alves, MI Gomes Revstat—Statistical Journal 4 (3), 227-247, 2006 | 163 | 2006 |
A simple generalisation of the Hill estimator MF Brilhante, MI Gomes, D Pestana Computational Statistics & Data Analysis 57 (1), 518-535, 2013 | 162 | 2013 |
An overview and open research topics in statistics of univariate extremes J Beirlant, F Caeiro, MI Gomes Revstat—Statistical Journal 10 (1), 1-31, 2012 | 160 | 2012 |
Generalizations of the Hill estimator–asymptotic versus finite sample behaviour MI Gomes, MJ Martins Journal of statistical planning and inference 93 (1-2), 161-180, 2001 | 155 | 2001 |
Improving second order reduced bias extreme value index estimation MI Gomes, MJ Martins, M Neves Revstat—Statistical Journal 5 (2), 177-207, 2007 | 141 | 2007 |
Modelling a recovery network for WEEE: A case study in Portugal MI Gomes, AP Barbosa-Povoa, AQ Novais Waste management 31 (7), 1645-1660, 2011 | 136 | 2011 |
Threshold selection in extreme value analysis F Caeiro, MI Gomes In Dipak Dey and Jun Yan (eds.), Extreme Value Modeling and Risk Analysis …, 2016 | 129 | 2016 |
An extremal Markovian sequence MT Alpuim Journal of applied probability 26 (2), 219-232, 1989 | 126 | 1989 |
Extreme value modeling and risk analysis: methods and applications DK Dey, J Yan CRC Press, 2016 | 120 | 2016 |
Seismic resistance of earth construction in Portugal MI Gomes, M Lopes, J De Brito Engineering Structures 33 (3), 932-941, 2011 | 119 | 2011 |