M. I. Fraga Alves

Finance · 2001–2009

A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom M. I. Fraga Alves trusts overall

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

  1. M. Ivette Gomes
  2. Dinis D. Pestana
  3. M. J. Martins
  4. Laurens de Haan
  5. Armelle Guillou
  6. Ana Ferreira
  7. Jan Beirlant

Who trusts M. I. Fraga Alves overall

  1. M. Ivette Gomes
  2. Frederico Caeiro
  3. Jan Beirlant
  4. Dinis D. Pestana
  5. Carl John Scarrott
  6. Laurent Gardes
  7. M. Ferreira
  8. E. Joossens
  9. Yuri Goegebeur
  10. Johan Segers

Papers from M. I. Fraga Alves's perspective

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

  1. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  2. A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
  3. Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆
  4. A new class of semi-parametric estimators of the second order parameter.
  5. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
  6. How to make a Hill Plot
  7. Estimating catastrophic quantile levels for heavy-tailed distributions
  8. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS
  9. An Introduction to Statistical Modeling of Extreme Values
  10. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields

Their papers