Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study

F Caeiro, L Henriques‐Rodrigues… - Computational and …, 2020 - Wiley Online Library
In extreme value (EV) analysis, the EV index (EVI), ξ, is the primary parameter of extreme
events. In this work, we consider ξ positive, that is, we assume that F is heavy tailed …

A simple class of reduced bias kernel estimators of extreme value parameters

F Caeiro, L Henriques‐Rodrigues… - Computational and …, 2019 - Wiley Online Library
In Statistics of Extremes, we often have to deal with the estimation of the extreme value
index, a key parameter of extreme events. The adequate estimation of this parameter is of …

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

MI Gomes - Communications in Mathematics, 2024 - cm.episciences.org
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 …

[PDF][PDF] A Short Narrative Curriculum and Bibliography of PORTSEA's Members

MI Gomes - researchgate.net
A brief narrative curriculum vitae (CV) of the author, emphasizing the last five-years' period,
2019-2023, is first presented. Next, and based on the author's recent and not yet published …

Accounting for Bias in Extreme Value Index Estimation: Applications in Environmental Science

L Henriques-Rodrigues, F Caeiro, MI Gomes - 2iwmps24.uevora.pt
The field of Extreme Value Statistics primarily focuses on estimating parameters related to
extreme events, such as the probability of surpassing a high threshold or an extreme …