Lígia Henriques Rodrigues

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #6,581 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 12 citations into it; #14,300 of 23,481 by trust here, #14,996 by citations
• Statistics and Probability — 8 citations into it; #10,302 of 12,932 by trust here, #12,077 by citations
• Global and Planetary Change — 7 citations into it

Whom Lígia Henriques Rodrigues trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Ivette Gomes
2. Peter Buhlmann
3. Laurens de Haan

Who trusts Lígia Henriques Rodrigues overall

1. Yuri Goegebeur

Papers from Lígia Henriques Rodrigues's perspective

Ordered by how strongly the researchers Lígia Henriques Rodrigues trusts endorse each paper. Same corpus, a different order for every researcher.

1. A new class of semi-parametric estimators of the second order parameter.
2. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
3. A simple second-order reduced bias’ tail index estimator
4. An algorithm for nonparametric GARCH modelling
5. Mixed moment estimator and location invariant alternatives
6. A new class of estimators of a “scale” second order parameter
7. Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses
8. Semi-parametric Estimation of the Second Order Parameter in Statistics of Extremes
9. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
10. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄

Their papers

• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (2009) — 70 citations
• Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses (2007) — 143 citations