| Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses M Ivette Gomes, L De Haan, LH Rodrigues Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008 | 249 | 2008 |
| Reduced-bias tail index estimators under a third-order framework F Caeiro, MI Gomes, LH Rodrigues Communications in Statistics—Theory and Methods 38 (7), 1019-1040, 2009 | 113 | 2009 |
| Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms MI Gomes, L Henriques-Rodrigues, MI Fraga Alves, BG Manjunath Journal of Statistical Computation and Simulation 83 (6), 1129-1144, 2013 | 79 | 2013 |
| Bootstrap methods in statistics of extremes MI Gomes, F Caeiro, L Henriques‐Rodrigues, BG Manjunath Extreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016 | 51 | 2016 |
| Reduced-bias location-invariant extreme value index estimation: a simulation study MI Gomes, L Henriques-Rodrigues, MC Miranda Communications in Statistics—Simulation and Computation® 40 (3), 424-447, 2011 | 47 | 2011 |
| Mean-of-order-p location-invariant extreme value index estimation MI Gomes, L Henriques-Rodrigues, BG Manjunath REVSTAT-Statistical Journal 14 (3), 273–296-273–296, 2016 | 45 | 2016 |
| Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses MI Gomes, LH Rodrigues, H Pereira, D Pestana Journal of Statistical Computation and Simulation 80 (6), 653-666, 2010 | 43 | 2010 |
| A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation F Figueiredo, MI Gomes, L Henriques-Rodrigues, MC Miranda Journal of Statistical Computation and Simulation 82 (4), 587-602, 2012 | 37 | 2012 |
| Value-at-risk estimation and the PORT mean-of-order-p methodology F Figueiredo, MI Gomes, L Henriques-Rodrigues REVSTAT-Statistical Journal 15 (2), 187-204, 2017 | 36 | 2017 |
| PORT-estimation of a shape second-order parameter L Henriques-Rodrigues, MI Gomes, MIF Alves, C Neves Revstat-Statistical Journal 12 (3), 299–328-299–328, 2014 | 28 | 2014 |
| Statistics of extremes in athletics L Henriques-Rodrigues, MI Gomes, D Pestana REVSTAT-Statistical Journal 9 (2), 127–153-127–153, 2011 | 28 | 2011 |
| High quantile estimation and the PORT methodology L Henriques-Rodrigues, MI Gomes REVSTAT-Statistical Journal 7 (3), 245–264-245–264, 2009 | 24 | 2009 |
| Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation MI Gomes, L Henriques-Rodrigues, D Pestana Journal of Statistical Theory and Practice 16 (3), 37, 2022 | 23 | 2022 |
| A location-invariant probability weighted moment estimation of the Extreme Value Index F Caeiro, MI Gomes, L Henriques-Rodrigues International Journal of Computer Mathematics 93 (4), 676-695, 2016 | 23 | 2016 |
| A heuristic adaptive choice of the threshold for bias-corrected Hill estimators M Ivette Gomes, L Rodrigues, B Vandewalle, C Viseu Journal of Statistical Computation and Simulation 78 (2), 133-150, 2008 | 23 | 2008 |
| Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold MI Gomes, LH Rodrigues Extremes 11 (3), 303-328, 2008 | 20 | 2008 |
| Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? M Gomes, L Henriques-Rodrigues Discussiones Mathematicae Probability and Statistics 30 (1), 35-51, 2010 | 19 | 2010 |
| Competitive estimation of the extreme value index MI Gomes, L Henriques-Rodrigues Statistics & Probability Letters 117, 128-135, 2016 | 18 | 2016 |
| Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p F Caeiro, MI Gomes, L Henriques-Rodrigues International Conference on Congress of the Portuguese Statistical Society …, 2021 | 17 | 2021 |
| Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study F Caeiro, L Henriques‐Rodrigues, MI Gomes, I Cabral Computational and Mathematical Methods 2 (4), e1101, 2020 | 15 | 2020 |
