Lígia Henriques-Rodrigues

Publication Activity (10 Years)

Years Active: 2008-2022
Publications (10 Years): 6

Top Topics

Extreme Value Theory

Top Venues

Comput. Math. Methods

Int. J. Comput. Math.

Commun. Stat. Simul. Comput.

Publications

Lígia Henriques-Rodrigues, M. Ivette Gomes
Box-Cox Transformations and Bias Reduction in Extreme Value Theory. Comput. Math. Methods 2022 (2022)
Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient. Comput. Math. Methods 2022 (2022)
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana
Corrected-Hill versus partially reduced-bias value-at-risk estimation. Commun. Stat. Simul. Comput. 49 (4) (2020)
Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes, Ivanilda Cabral
Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study. Comput. Math. Methods 2 (4) (2020)
Frederico Caeiro, Lígia Henriques-Rodrigues, D. Prata Gomes
A simple class of reduced bias kernel estimators of extreme value parameters. Comput. Math. Methods 1 (3) (2019)
Frederico Caeiro, M. Ivette Gomes, Lígia Henriques-Rodrigues
A location-invariant probability weighted moment estimation of the Extreme Value Index. Int. J. Comput. Math. 93 (4) (2016)
M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study. Commun. Stat. Simul. Comput. 40 (3) (2011)
M. Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis D. Pestana
A semi-parameter estimator of a "scale" second order parameter based upon the log-excesses. ITI (2008)