All Stories

  1. A Modified Bias-Corrected Estimator for the Log-Logistic Shape Parameter

    Article • June 2026, Springer Science + Business Media

    Professor Frederico Caeiro

  2. Tail Inference With Probability Weighted Moments

    Article • Mathematical Methods in the Applied Sciences, March 2025, Wiley

    Professor Frederico Caeiro

  3. A New Class of Conditional Tail Expectation Estimators

    Article • January 2025, Springer Science + Business Media

    Professor Frederico Caeiro

  4. A Partially Reduced Bias Hill Estimator of the Extreme Value Index

    Article • January 2025, Springer Science + Business Media

    Professor Frederico Caeiro

  5. Peaks Over Random Thresholds (PORT) Estimation of the Weibull Tail Coefficient

    Article • January 2025, Springer Science + Business Media

    Professor Frederico Caeiro

  6. Lifetime distributions: A review

    Article • January 2025, American Institute of Physics

    Dr Rui Cardoso, Professor Frederico Caeiro

  7. A New Class of Reduced-Bias Generalized Hill Estimators

    Article • Mathematics, September 2024, MDPI AG

    Professor Frederico Caeiro

  8. Comparing Estimation Methods for the Power–Pareto Distribution

    Article • Econometrics, July 2024, MDPI AG

    Professor Frederico Caeiro

  9. An Evaluation of the Efficiency of a Shape Parameter Estimator for the Log‐logistic Distribution

    Article • April 2024, Wiley

    Professor Frederico Caeiro

  10. Improvements in the estimation of the Weibull tail coefficient: A comparative study

    Article • Mathematical Methods in the Applied Sciences, March 2024, Wiley

    Professor Frederico Caeiro

  11. Reduced bias estimation of the shape parameter of the log-logistic distribution

    Article • Journal of Computational and Applied Mathematics, January 2024, Elsevier

    Professor Frederico Caeiro

  12. A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution

    Article • Mathematics, February 2023, MDPI AG

    Professor Frederico Caeiro

  13. The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient

    Article • Computational and Mathematical Methods, June 2022, Hindawi Publishing Corporation

    Professor Frederico Caeiro

  14. Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution

    Article • Computational and Mathematical Methods, February 2022, Hindawi Publishing Corporation

    Professor Frederico Caeiro

  15. Exponential versus generalized exponential distribution: A computational study

    Article • January 2022, American Institute of Physics

    Professor Frederico Caeiro

  16. Preface of the Session “Computational Statistical Methods”

    Article • January 2022, American Institute of Physics

    Professor Frederico Caeiro

  17. Confidence intervals for the shape parameter of a Pareto distribution

    Article • January 2022, American Institute of Physics

    Professor Frederico Caeiro

  18. Computational Study of the Adaptive Estimation of the Extreme Value Index with Probability Weighted Moments

    Article • January 2022, Springer Science + Business Media

    Professor Frederico Caeiro

  19. Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p

    Article • January 2022, Springer Science + Business Media

    Professor Frederico Caeiro

  20. Extreme Value Theory—Application of the Peaks Over Threshold Method and the Generalized Pareto Distribution to Athletics Decathlon and Heptathlon

    Article • November 2021, Springer Science + Business Media

    Professor Frederico Caeiro

  21. A class of weighted Hill estimators

    Article • Computational and Mathematical Methods, May 2021, Hindawi Publishing Corporation

    Professor Frederico Caeiro

  22. A new class of estimators for the shape parameter of a Pareto model

    Article • Computational and Mathematical Methods, November 2020, Hindawi Publishing Corporation

    Professor Frederico Caeiro

  23. Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study

    Article • Computational and Mathematical Methods, May 2020, Wiley

    Professor Frederico Caeiro

  24. On the comparison of several classical estimators of the extreme value index

    Article • Communication in Statistics- Theory and Methods, April 2020, Taylor & Francis

    Professor Frederico Caeiro

  25. Reduced-bias and partially reduced-bias mean-of-order-pvalue-at-risk estimation: a Monte-Carlo comparison and an application

    Article • Journal of Statistical Computation and Simulation, March 2020, Taylor & Francis

    Professor Frederico Caeiro

  26. Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications

    Article • Journal of Applied Statistics, November 2019, Taylor & Francis

    Professor Frederico Caeiro

  27. Reduced‐bias kernel estimators of a positive extreme value index

    Article • Mathematical Methods in the Applied Sciences, July 2019, Wiley

    Professor Frederico Caeiro

  28. A simple class of reduced bias kernel estimators of extreme value parameters

    Article • Computational and Mathematical Methods, April 2019, Wiley

    Professor Frederico Caeiro

  29. Corrected-Hill versus partially reduced-bias value-at-risk estimation

    Article • Communications in Statistics - Simulation and Computation, January 2019, Taylor & Francis

    Professor Frederico Caeiro

  30. Empirical Power Study of the Jackson Exponentiality Test

    Article • January 2018, Springer Science + Business Media

    Professor Frederico Caeiro

  31. Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test

    Article • January 2018, Springer Science + Business Media

    Professor Frederico Caeiro

  32. Improving Asymptotically Unbiased Extreme Value Index Estimation

    Article • January 2018, Springer Science + Business Media

    Professor Frederico Caeiro

  33. Bootstrap Methods in Statistics of Extremes

    Article • October 2016, Wiley

    Professor Frederico Caeiro

  34. Mean-of-order p reduced-bias extreme value index estimation under a third-order framework

    Article • Extremes, June 2016, Springer Science + Business Media

    Professor Frederico Caeiro

  35. Univariate Extreme Value Analysis

    Article • January 2016, Taylor & Francis

    Professor Frederico Caeiro

  36. A note on the Jackson exponentiality test

    Article • January 2016, American Institute of Physics

    Professor Frederico Caeiro

  37. Preface of the “3rd Symposium on Computational Statistical Methods”

    Article • January 2016, American Institute of Physics

    Professor Frederico Caeiro

  38. Reduced bias Hill estimators

    Article • January 2016, American Institute of Physics

    Professor Frederico Caeiro

  39. Statistical analysis of extreme river flows

    Article • January 2016, American Institute of Physics

    Professor Frederico Caeiro

  40. A new partially reduced-bias mean-of-orderpclass of extreme value index estimators

    Article • Computational Statistics & Data Analysis, February 2015, Elsevier

    Professor Frederico Caeiro

  41. A Log Probability Weighted Moment Estimator of Extreme Quantiles

    Article • January 2015, Springer Science + Business Media

    Professor Frederico Caeiro

  42. Adaptive estimation of a tail shape second order parameter: A computational comparative study

    Article • January 2015, American Institute of Physics

    Professor Frederico Caeiro

  43. Extreme value analysis of the sea levels in Venice

    Article • January 2015, American Institute of Physics

    Professor Frederico Caeiro

  44. Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution

    Article • January 2015, American Institute of Physics

    Professor Frederico Caeiro

  45. Preface of the “2nd Symposium on Computational Statistical Methods”

    Article • January 2015, American Institute of Physics

    Professor Frederico Caeiro

  46. The difference-sign randomness test: A review

    Article • January 2015, American Institute of Physics

    Professor Frederico Caeiro

  47. A location-invariant probability weighted moment estimation of the Extreme Value Index

    Article • International Journal of Computer Mathematics, November 2014, Taylor & Francis

    Professor Frederico Caeiro

  48. Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model

    Article • Journal of Statistical Computation and Simulation, November 2014, Taylor & Francis

    Professor Frederico Caeiro

  49. Revisiting the Maximum Likelihood Estimation of a Positive Extreme Value Index

    Article • Journal of Statistical Theory and Practice, July 2014, Springer Science + Business Media

    Professor Frederico Caeiro

  50. A Semi-parametric Estimator of a Shape Second-Order Parameter

    Article • January 2014, Springer Science + Business Media

    Professor Frederico Caeiro

  51. An R implementation of several randomness tests

    Article • January 2014, American Institute of Physics

    Professor Frederico Caeiro

  52. Comparison of asymptotically unbiased extreme value index estimators: A Monte Carlo simulation study

    Article • January 2014, American Institute of Physics

    Professor Frederico Caeiro

  53. Preface of the "Symposium on computational statistical methods"

    Article • January 2014, American Institute of Physics

    Professor Frederico Caeiro

  54. Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators

    Article • January 2013, Springer Science + Business Media

    Professor Frederico Caeiro

  55. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

    Article • January 2013, Springer Science + Business Media

    Professor Frederico Caeiro

  56. Comparing several tests of randomness based on the difference of observations

    Article • January 2013, American Institute of Physics

    Professor Frederico Caeiro

  57. On the selection of the tuning parameter of a moment estimator of the extreme value index

    Article • January 2013, American Institute of Physics

    Professor Frederico Caeiro

  58. Refined Estimation of a Light Tail: An Application to Environmental Data

    Article • January 2013, Springer Science + Business Media

    Professor Frederico Caeiro

  59. A Class of Semi-parametric Probability Weighted Moment Estimators

    Article • September 2012, Springer Science + Business Media

    Professor Frederico Caeiro

  60. Semi-Parametric Probability-Weighted Moments Estimation Revisited

    Article • Methodology And Computing In Applied Probability, June 2012, Springer Science + Business Media

    Professor Frederico Caeiro

  61. A reduced bias estimator of a ‘scale’ second order parameter

    Article • January 2012, American Institute of Physics

    Professor Frederico Caeiro

  62. Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators

    Article • Statistica Neerlandica, July 2011, Wiley

    Professor Frederico Caeiro

  63. Semi-parametric tail inference through probability-weighted moments

    Article • Journal of Statistical Planning and Inference, February 2011, Elsevier

    Professor Frederico Caeiro

  64. Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings

    Article • January 2011, American Institute of Physics

    Professor Frederico Caeiro

  65. An asymptotically unbiased moment estimator of a negative extreme value index

    Article • Discussiones Mathematicae Probability and Statistics, January 2010, Uniwersytet Zielonogórski

    Professor Frederico Caeiro

  66. Reduced-Bias Tail Index Estimators Under a Third-Order Framework

    Article • Communication in Statistics- Theory and Methods, March 2009, Taylor & Francis

    Professor Frederico Caeiro

  67. A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

    Article • Statistics & Probability Letters, February 2009, Elsevier

    Professor Frederico Caeiro

  68. Semi-parametric second-order reduced-bias high quantile estimation

    Article • Test, March 2008, Springer Science + Business Media

    Professor Frederico Caeiro

  69. A new class of estimators of a “scale” second order parameter

    Article • Extremes, February 2007, Springer Science + Business Media

    Professor Frederico Caeiro

  70. Bias reduction of a tail index estimator through an external estimation of the second-order parameter

    Article • Statistics, December 2004, Taylor & Francis

    Professor Frederico Caeiro

  71. A class of asymptotically unbiased semi-parametric estimators of the tail index

    Article • Test, December 2002, Springer Science + Business Media

    Professor Frederico Caeiro