Statistical issues arising in modelling univariate extremes of a random sample have been
successfully used in the most diverse fields, such as biometrics, finance, insurance and risk …

This review paper focuses on statistical issues arising in modeling univariate extremes of a
random sample. In the last three decades there has been a shift from the area of parametric …

Pareto distributions are the most popular models in economics and finance. Hence, it is
essential to have a wide spectrum of tools for checking their goodness of fit to a given data …

The aim of this paper is to give a brief overview about several tests published in the context
of statistical choice of extreme value domains and for assessing extreme value conditions …

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 …

We consider the problem of maximum likelihood estimation of the parameters of the Pareto
Type II (Lomax) distribution. We show that in certain parametrization and after modification of …

The aim is to build a seasonal flood frequency analysis model and estimate seasonal design
floods. The importance of seasonal flood frequency analysis and the advantages of …

The estimation of flood quantiles is crucial in the assessment of the magnitude and
frequency of floods. We carried out a comparative analysis of design discharges estimated …

Extreme value theory is dedicated to characterise the behaviour of the extreme
observations. The interest is then focused in the tails of the underlying distribution. It is …

Após algumas notas soltas sobre o início da minha carreira na Faculdade de Ciências da
Universidade de Lisboa, como aluna de Matemática Pura e como docente da Secção de …