M. J. Martins

Finance · 2001–2016

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #2,032 of 10,518 by trust here, #3,361 by citations

Whom M. J. Martins trusts overall

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

1. M. Ivette Gomes

Who trusts M. J. Martins overall

1. Jan Beirlant
2. M. Ivette Gomes
3. Frederico Caeiro
4. M. I. Fraga Alves
5. Fernanda Otilia Figueiredo
6. E. Joossens
7. Laurens de Haan
8. Johan Segers
9. Dinis D. Pestana

Papers from M. J. Martins's perspective

Ordered by how strongly the researchers M. J. Martins trusts endorse each paper. Same corpus, a different order for every researcher.

1. Uncertainty in geographical information
2. Vascular plant communities in Portugal (Continental, the Azores and Madeira)
3. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
4. An Introduction to Statistical Modeling of Extreme Values
5. An algorithm for nonparametric GARCH modelling
6. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
7. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
8. A new class of semi-parametric estimators of the second order parameter.
9. Reduced-Bias Tail Index Estimators Under a Third-Order Framework
10. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS

Their papers

• Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆ (2001) — 79 citations
• Bias reduction and explicit semi-parametric estimation of the tail index (2004) — 51 citations
• “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter (2002) — 174 citations
• Bioclimatological mapping tackling uncertainty propagation: application to mainland Portugal (2016) — 49 citations