M. Ivette Gomes
Finance · 2000–2016
A researcher in the Science corpus: 19 papers; trusts 21 researchers and is trusted by 30 researchers here, as inferred from the citation graph.
Subfields
- Finance — 53 citations into it; #938 of 10,518 by trust here, #1,009 by citations
- Statistics and Probability — 26 citations into it; #4,386 of 12,932 by trust here, #3,255 by citations
- Economics and Econometrics — 22 citations into it; #2,825 of 23,481 by trust here, #4,166 by citations
- Global and Planetary Change — 22 citations into it; #1,207 of 10,225 by trust here, #3,211 by citations
- Management Science and Operations Research — 16 citations into it
- Artificial Intelligence — 9 citations into it
Whom M. Ivette Gomes trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jan Beirlant
- M. I. Fraga Alves
- Laurens de Haan
- Frederico Caeiro
- Dinis D. Pestana
- Gunther Matthys
- M. J. Martins
- Armelle Guillou
- M. Neves
- Jón Dańıelsson
Who trusts M. Ivette Gomes overall
- Frederico Caeiro
- Jan Beirlant
- Dinis D. Pestana
- Stéphane Girard
- Laurent Gardes
- Laurens de Haan
- M. I. Fraga Alves
- Juan-Juan Cai
- Lígia Henriques Rodrigues
- Niklas Wagner
Papers from M. Ivette Gomes's perspective
Ordered by how strongly the researchers M. Ivette Gomes trusts endorse each paper. Same corpus, a different order for every researcher.
- Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
- A new class of semi-parametric estimators of the second order parameter.
- How to make a Hill Plot
- DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
- An Introduction to Statistical Modeling of Extreme Values
- “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
- Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
- A diagnostic for selecting the threshold in extreme value analysis
- Estimating catastrophic quantile levels for heavy-tailed distributions
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
Their papers
- Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆ (2001) — 79 citations
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (2009) — 70 citations
- Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology* (2000) — 94 citations
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator (2007) — 149 citations
- Bias reduction and explicit semi-parametric estimation of the tail index (2004) — 51 citations
- A simple second-order reduced bias’ tail index estimator (2007) — 56 citations
- Semi-parametric Estimation of the Second Order Parameter in Statistics of Extremes (2002) — 98 citations
- Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses (2007) — 143 citations
- Improved reduced-bias tail index and quantile estimators (2008) — 49 citations
- A new class of estimators of a “scale” second order parameter (2007) — 58 citations
- Threshold Selection in Extreme Value Analysis (2016) — 77 citations
- Missing Data in Longitudinal Studies: Strategies for Bayesian Modeling and Sensitivity Analysis by DANIELS, M. J. and HOGAN, J. W (2009) — 357 citations
- Mixed moment estimator and location invariant alternatives (2009) — 57 citations
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (2008) — 69 citations
- IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION (2007) — 73 citations
- Peaks over random threshold methodology for tail index and high quantile estimation (2006) — 61 citations
- DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄ (2005) — 166 citations
- A new class of semi-parametric estimators of the second order parameter. (2003) — 192 citations
- The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction (2001) — 151 citations