On an extreme value version of the Birnbaum-Saunders distribution MS Ferreira, I Gomes, V Leiva REVSTAT: Statistical Journal 10 (2), 181-210, 2012 | 90 | 2012 |
Extreme value Birnbaum–Saunders regression models applied to environmental data V Leiva, M Ferreira, MI Gomes, C Lillo Stochastic environmental research and risk assessment 30 (3), 1045-1058, 2016 | 52 | 2016 |
Nonparametric estimation of the tail-dependence coefficient MS Ferreira RevStat 11 (1), 1-16, 2013 | 32 | 2013 |
The extreme value Birnbaum-Saunders model, its moments and an application in biometry MI Gomes, M Ferreira, V Leiva Biometrical Letters 49 (2), 81-94, 2012 | 28 | 2012 |
On extremal dependence of block vectors H Ferreira, M Ferreira Kybernetika 48 (5), 988-1006, 2012 | 27 | 2012 |
Modeling rare events through a pRARMAX process M Ferreira, LC e Castro Journal of Statistical Planning and Inference 140 (11), 3552-3566, 2010 | 27 | 2010 |
Heuristic tools for the estimation of the extremal index: a comparison of methods MS Ferreira REVSTAT: Statistical Journal 16 (1), 115-136, 2018 | 25 | 2018 |
Estimating the extremal index through local dependence H Ferreira, M Ferreira Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54 (2 …, 2018 | 25 | 2018 |
On extremal dependence: some contributions M Ferreira, H Ferreira Test 21 (3), 566-583, 2012 | 23 | 2012 |
On the extremal behavior of a pareto process: an alternative for armax modeling M Ferreira Kybernetika 48 (1), 31-49, 2012 | 22 | 2012 |
Tail and dependence behavior of levels that persist for a fixed period of time M Ferreira, LC e Castro Extremes 11 (2), 113-133, 2008 | 22 | 2008 |
Extremes of multivariate ARMAX processes M Ferreira, H Ferreira Test 22 (4), 606-627, 2013 | 15 | 2013 |
Fragility Index of block tailed vectors H Ferreira, M Ferreira Journal of Statistical Planning and Inference 142 (7), 1837-1848, 2012 | 13 | 2012 |
Tail dependence between order statistics H Ferreira, M Ferreira Journal of Multivariate Analysis 105 (1), 176-192, 2012 | 13 | 2012 |
Analysis of estimation methods for the extremal index MS Ferreira Electronic Journal of Applied Statistical Analysis 11 (1), 296-306, 2018 | 8 | 2018 |
Extremal behavior of pMAX processes H Ferreira, M Ferreira Statistics & Probability Letters 93, 46-57, 2014 | 8 | 2014 |
A study of exponential-type tails applied to Birnbaum-Saunders models MS Ferreira Chilean J. Statist. 4 (1), 91-101, 2013 | 8 | 2013 |
Extremes of scale mixtures of multivariate time series H Ferreira, M Ferreira Journal of Multivariate Analysis 137, 82-99, 2015 | 7 | 2015 |
An analysis of a heuristic procedure to evaluate tail (in) dependence M Ferreira, S Silva Journal of Probability and Statistics 2014, 2014 | 7 | 2014 |
The extreme value Birnbaum-Saunders model in athletics MI Gomes, MS Ferreira, V Leiva 59th ISI World Statistics Congress (WSC), 2013 | 7 | 2013 |