Dinis D. Pestana

Finance · 2005–2013

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 35 citations into it; #2,629 of 10,518 by trust here, #3,946 by citations
• Global and Planetary Change — 18 citations into it
• Statistics and Probability — 16 citations into it; #6,910 of 12,932 by trust here, #7,165 by citations
• Economics and Econometrics — 15 citations into it; #5,746 of 23,481 by trust here, #10,872 by citations
• Artificial Intelligence — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Dinis D. Pestana trusts overall

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

1. M. Ivette Gomes
2. Gunther Matthys
3. M. I. Fraga Alves
4. Frederico Caeiro
5. Laurens de Haan
6. Jan Beirlant
7. K. Burnham
8. M. Neves
9. M. J. Martins

Who trusts Dinis D. Pestana overall

1. M. Ivette Gomes
2. Frederico Caeiro
3. Juan-Juan Cai
4. Laurens de Haan
5. M. I. Fraga Alves
6. H. Wang
7. Chen Zhou

Papers from Dinis D. Pestana's perspective

Ordered by how strongly the researchers Dinis D. Pestana trusts endorse each paper. Same corpus, a different order for every researcher.

1. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
2. Estimating catastrophic quantile levels for heavy-tailed distributions
3. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS
4. A simple second-order reduced bias’ tail index estimator
5. Understanding AIC and BIC in Model Selection
6. Nonparametric Estimation from Incomplete Observations
7. The Statistical Analysis of Failure Time Data (Technometrics)
8. The Statistical Analysis of Failure Time Data: Kalbfleisch/The Statistical
9. Multimodel Inference
10. Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*

Their papers

• A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator (2007) — 149 citations
• A simple second-order reduced bias’ tail index estimator (2007) — 56 citations
• Modeling carcass removal time for avian mortality assessment in wind farms using survival analysis (2013) — 52 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
• DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄ (2005) — 166 citations