Abstract Design of structural and multidisciplinary systems under uncertainties requires
estimation of their reliability or equivalently the probability of failure under the given …

The 'School of Extremes' in Portugal is nowadays well recognized by the international
scientific community. This recognition is mainly due to the scientific work of Tiago de Oliveira …

When the first r lower extreme order statistics (failure times) of a sample of large size n, 1< r<
s< n, are observed, asymptotic predictive intervals of the future extreme order statistic with a …

Abstract In Statistics of Extremes, the estimation of the extreme value index is an essential
requirement for further tail inference. In this work, we deal with the estimation of a strictly …

In the field of statistical extreme value theory, risk is generally expressed either by the value
at risk at a level q (VaR q), the upper (1− q)-quantile of the loss function, or by the conditional …

In the literature, the log-logistic distribution is commonly presented with two parameters: one
that governs the shape of the model, and the other that governs its scale. However, to make …

O principal objectivo deste trabalho é o de comparar assintoticamente duas classes de
estimadores de um parâmetro de segunda–ordem⇢, que controla a velocidade de …

In this paper, we propose a reduced-bias estimator of the EVI for Pareto-type tails (heavy-
tailed) distributions. This is derived using the weighted least squares method. It is shown that …

The Portuguese School of Extremes and Applications (PORTSEA) is nowadays well
recognized by the international scientific community, and in my opinion, the organization of a …

The continuous iteration of an exponential-type function allows to describe a whole range of
growths between logarithmical and exponential. This principle has been applied to a class …