Book |
- Gomes, Maria Ivette. PORTSEA: Escola de Extremos e Aplicações em Portugal. Lisboa, Portugal: Academia das Ciências
de Lisboa. 2024.
Published
- Gomes, Maria Ivette. A Escola de Extremos e Aplicações em Portugal---PORTSEA. Lisboa, Portugal: Academia das Ciências
de Lisboa. 2023.
Accepted
- Ventura, Carlos; Pestana, Dinis Duarte; Gomes, Maria Ivette; Pestana, Pedro Duarte Leal Gomes. Glossários de Termos Estatísticos
(Alemão-Português-Alemão, Francês-Português-Francês, Inglês-Português-Inglês). Instituto Nacional de Estatística (INE).
2013.
Published
- Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel; Neves, Claudia. Análise de Valores Extremos: uma Introdução. Sociedade
Portuguesa de Estatística. 2013.
Published
- Caeiro, F.; Gomes, M.I.. A class of semi-parametric probability weighted moment estimators. 2013.
10.1007/978-3-642-32419-2_15
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Barão, Isabel. Controlo Estatístico da Qualidade. Portugal: Instituto
Nacional de Estatística (INE). 2010.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; SOUSA, LISETE. Fundamentos e Metodologias da Estatística. Centro de
Estatística e Aplicações. 2007.
Published
- Reiss, R.-D.; Thomas, M.. Statistical analysis of extreme values: With applications to insurance, finance, hydrology and
other fields: Third edition. 2007.
10.1007/978-3-7643-7399-3
- Gomes, Maria Ivette; Barão, Isabel. Controlo Estatístico de Qualidade (VII Congresso anual da Sociedade Portuguesa de Estatística,
Mini-curso). Lisboa, Portugal: Sociedade Portuguesa de Estatística. 1999.
Published
|
Book chapter |
- Gomes, Maria Ivette. "A Escola de Extremos em Portugal - PORTSEA do Inglês, 'Portuguese School of Extremes and Applications'".
In Memórias da Academia das Ciências de Lisboa, Classe de Ciências, 65-78. Lisboa, Portugal: Academia das Ciências
de Lisboa, 2023.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. Corresponding author: Gomes, Maria Ivette. "Reliable
Alternative Ways to Manage the Risk of Extreme Events". In Springer Proceedings in Mathematics & Statistics, 91-105.
Chad: Springer International Publishing, 2023.
Accepted • 10.1007/978-3-031-39864-3_8
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "A Generalized Mean Under a Non-Regular Framework
and Extreme Value Index Estimation". In Data Analysis and Related Applications 2, edited by K.N. Zafeiris, Y. Dimotikalis,
C.H. Skiadas, A. Karagrigoriou and C. Karagrigoriou-Vonta, 237-250. Wiley, 2022.
Published
- Souto de Miranda, Manuela; Miranda, M. Cristina; Gomes, Maria Ivette. "A Robust Hurdle Poisson Model in the Estimation of
the Extremal Index". In Springer Proceedings in Mathematics & Statistics, edited by In R Bispo, L Henriques-Rodrigues,
R Alpizar-Jara and M De Carvalho (eds.), 15-28. Springer International Publishing, 2022.
Published • 10.1007/978-3-031-12766-3_2
- Caeiro, Frederico; Gomes, Maria Ivette. "Computational Study of the Adaptive Estimation of the Extreme Value Index with Probability
Weighted Moments". In Springer Proceedings in Mathematics & Statistics, edited by In R Bispo, L Henriques-Rodrigues,
R Alpizar-Jara and M De Carvalho (eds.), 29-39. Springer International Publishing, 2022.
Published • 10.1007/978-3-031-12766-3_3
- Caeiro, Frederico; Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Estimation of the Weibull Tail Coefficient Through the
Power Mean-of-Order-p". In Springer Proceedings in Mathematics & Statistics, edited by In R Bispo, L Henriques-Rodrigues,
R Alpizar-Jara and M De Carvalho (eds.), 41-53. Springer International Publishing, 2022.
Published • 10.1007/978-3-031-12766-3_4
- Gomes, Maria Ivette. "Desafios em Estatística de Extremos". In Memórias da Academia das Ciências de Lisboa, Classe de Ciências,
103-126. Lisboa, Portugal: Academia das Ciências de Lisboa, 2022.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Comparação assintótica de duas classes de estimadores de um parâmetro
de forma de segunda-ordem". In Estatística: Desafios Transversais às Ciências com Dados—Atas do XXIV Congresso da Sociedade
Portuguesa de Estatística, edited by Paula Milheiro; António Pacheco; Isabel Fraga Alves, M.; Isabel Pereira; MJ Polidoro;
Sandra Ramos, 107-120. Lisboa, Portugal: Sociedade Portuguesa de Estatística, 2021.
Published
- M. Ivette Gomes; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "Estimação de um índice de valores extremos positivo
através de médias generalizadas e em ambiente de não-regularidade". In Estatística: Desafios Transversais às Ciências com
Dados—Atas do XXIV Congresso da Sociedade Portuguesa de Estatística, edited by P. Milheiro; A Pacheco; Isabel Fraga Alves,
M.; Isabel Pereira; MJ Polidoro; Sandra Ramos, 213-226. Lisboa, Portugal: Sociedade Portuguesa de Estatística, 2021.
Published
- Gomes, Maria Ivette; Cristina, Miranda; Souto de Miranda, Manuela. "A Note on Robust Estimation of the Extremal Index". In
Springer Proceedings in Mathematics & Statistics, edited by La Rocca M., Liseo B., Salmaso L., 213-225. Springer International
Publishing, 2020.
Published • 10.1007/978-3-030-57306-5_20
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Generalização do estimador de Hill, baseada na média de Lehmer:
Resultados adicionais". In Atas do XXIII Congresso da Sociedade Portuguesa de Estatística, edited by M.F. Salgueiro,
P. Vicente, T. Calapez, C. Marques e M.E. Silva, 129-144. Sociedade Portuguesa de Estatística, 2020.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia. "Papel do controlo estatístico da qualidade em indústria e serviços". In
Memórias da Academia das Ciências de Lisboa, Classe de Ciências, 63-71. Lisboa: Academia das Ciências de Lisboa, 2020.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Estatística de Extremos: Um instrumento para predição de tremores de terra?".
In Memórias da Academia das Ciências de Lisboa, Classe de Ciências. Portugal: Academia das Ciências de Lisboa, 2019.
Published
- Caeiro, Frederico; Cabral, Ivanilda; Gomes, Maria Ivette. "Improving Asymptotically Unbiased Extreme Value Index Estimation".
In Recent Studies on Risk Analysis and Statistical Modeling, edited by Teresa A Oliveira; Christos Kitsos; Amílcar
Oliveira; Luís M. Grilo, 155-163. Springer International Publishing, 2018.
Published • 10.1007/978-3-319-76605-8_11
- Figueiredo, Fernanda; Figueiredo, Adelaide; Gomes, Maria Ivette. "Acceptance-Sampling Plans for Reducing the Risk Associated
with Chemical Compounds". In Recent Studies on Risk Analysis and Statistical Modeling, edited by T.A. Oliveira, C.
Kitsos, A. Oliveira and L.M. Grilo, 99-111. Springer International Publishing, 2018.
Published • 10.1007/978-3-319-76605-8_7
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia; Manjunath, B.G.. "Bootstrap Methods in Statistics of Extremes".
In Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, edited by F. Longin, 117-138.
John Wiley & Sons, 2016.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Threshold selection in extreme value analysis". In Extreme Value Modeling and
Risk Analysis: Methods and Applications, edited by Dipak Day; June Yan, 71-89. Chapman-Hall/CRC, 2016.
Published
- Gomes, Maria Ivette; Penalva, Helena Alexandra Couceiro Feio de Almeida; Caeiro, Frederico; Neves, Maria Manuela. "Non-reduced
versus reduced-bias estimators of the extreme value index: efficiency and robustness". In COMPSTAT 2016—22nd International
Conference on Computational Statistics,, edited by A. Colubi, A. Blanco & C. Gatu, 279-290. International Statistical
Institute, 2016.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Redução do viés do estimador de Hill: uma nova abordagem". In Estatística:
Progressos e Aplicações, Atas do XXII Congresso da Sociedade Portuguesa de Estatística, edited by C. Cordeiro C., C. Ribeiro,
C. Sousa, M.H. Gonçaves, N. Antunes e M.E. Silva, 73-84. UAlg e SPE, 2016.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. "Distribuição de Pareto inflacionada em Controlo Estatístico
da Qualidade". In Estatística: Progressos e Aplicações, Atas do XXII Congresso da Sociedade Portuguesa de Estatística,
edited by C. Cordeiro C., C. Ribeiro, C. Sousa, M.H. Gonçaves, N. Antunes e M.E. Silva, 137-150. UAlg e SPE, 2016.
Published
- Mendonça, Sandra; Pestana, Dinis Duarte; Gomes, Maria Ivette. "Randomly Stopped k-th Order Statistics". In Theory and Practice
of Risk Assessment, edited by Kitsos, C., Oliveira, T., Rigas, A. and Gulati, S., 249-266. United States: Springer Science
$\mathplus$ Business Media, 2015.
Published • 10.1007/978-3-319-18029-8_19
- Gomes, Maria Ivette. "NAZARÉ and ARCH processes: extremal index estimation". In Contributions in Statistics and Inference:
Celebrating Nazaré Mendes Lopes' Birthday, edited by E. Gonçalves, P. Oliveira, P. and C. Tenreiro, 1-12. Universidade
de Coimbra, 2015.
Published
- Gomes, Maria Ivette; Brilhante, M.F.; Pestana, Dinis Duarte. "A Mean-of-Order-p Class of Value-at-Risk Estimators". In Theory
and Practice of Risk Assessment, edited by Kitsos, C., Oliveira, T., Rigas, A. and Gulati, S., 305-320. United States:
Springer Science $\mathplus$ Business Media, 2015.
Published • 10.1007/978-3-319-18029-8_23
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "The Role of Asymmetric Families of Distributions in Eliminating Risk".
In Springer Proceedings in Mathematics & Statistics, edited by Kitsos, C., Oliveira, T., Rigas, A. and Gulati, S.,
267-277. Springer International Publishing, 2015.
Published • 10.1007/978-3-319-18029-8_20
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Figueiredo, Fernanda. "Resampling-Based Methodologies in Statistics of Extremes:
Environmental and Financial Applications". In Mathematics of Energy and Climate Change, edited by J.-P. Bourguignon,
R. Jeltsch, A. Adrega Pinto, M. Viana, 163-181. Springer International Publishing, 2015.
Published • 10.1007/978-3-319-16121-1_6
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Control charts implemented on the basis of a bootstrap reference sample".
In Stochastic Modeling, Data Analysis and Statistical Applications, edited by Filius, L., Oliveira, T. & Skiadas, C.H.,
505-514. ISAST, 2015.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília. "A Partially Reduced-Bias Value-at-Risk Estimation Procedure".
In Stochastic Modeling, Data Analysis and Statistical Applications, edited by Filius, L., Oliveira, T. & Skiadas, C.H.,
409-419. ISAST, 2015.
Published
- Gomes, Maria Ivette; Stehlík, Milan. "The latest advances on the Hill estimator and its modifications". In Topics in NonParametric
Statistics, edited by M. Akritas, S.N. Lahiri and D. Politis, 323-333. Springer-Verlag, 2014.
Published • 10.1007/978-1-4939-0569-0_29
- Gomes, Maria Ivette. "Resampling Methodologies in the Field of Statistics of Univariate Extremes". In New Advances in Statistical
Modeling and Applications, edited by Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D., 29-40. Springer International
Publishing, 2014.
Published • 10.1007/978-3-319-05323-3_3
- Caeiro, Frederico; Gomes, Maria Ivette. "A Semi-parametric Estimator of a Shape Second-Order Parameter". In New Advances
in Statistical Modeling and Applications, edited by Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D., 137-144.
Springer International Publishing, 2014.
Published • 10.1007/978-3-319-05323-3_13
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Peaks Over Random Threshold Asymptotically Best Linear Estimation of the
Extreme Value Index". In New Advances in Statistical Modeling and Applications, edited by A. Pacheco, R. Santos, M.R.
Oliveira, C.D. Paulino, 145-153. Springer International Publishing, 2014.
Published • 10.1007/978-3-319-05323-3_14
- Brilhante, M. Fátima; Gomes, Maria Ivette; Pestana, Dinis. "The MOP EVI-Estimator Revisited". In New Advances in Statistical
Modeling and Applications, edited by Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D., 163-175. Springer International
Publishing, 2014.
Published • 10.1007/978-3-319-05323-3_16
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Figueiredo, Adelaide. "Monitoring the shape parameter of a Weibull distribution".
In Proceedings of Compstat 2014, 395-402. International Statistical Institute, 2014.
Published
- Gomes, Maria Ivette; Caeiro, Frederico. "Efficiency of partially reduced-bias mean-of-order-p versus minimum-variance reduced-bias
extreme value index estimation.". In Proceedings of COMPSTAT 2014, 289-298. International Statistical Institute, 2014.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "On the bootstrap methodology for the estimation of the tail sample fraction". In
Proceedings of Compstat 2014, 545-552. International Statistical Institute, 2014.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Brilhante, M.F.; Neves, M. Manuela. "Tail Index Estimation: Reducing Bias
and Confidence Intervals Coverage Errors.". In Extremes in Vimeiro Today: Extended Abstracts, edited by Fraga Alves,
M.I. and Neves, M.M., 68-71. Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Reis, Paula; Canto E Castro, L.; Dias, Sandra; Gomes, Maria Ivette. "On the penultimate approximations and reliability of
parallel-series systems.". In Extremes in Vimeiro Today: Extended Abstracts, edited by Fraga Alves, M.I. and Neves,
M.M., 145-149. Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Adaptive estimation of a shape second-order parameter.". In Extremes in Vimeiro
Today: Extended Abstract, edited by Fraga Alves, M.I. and Neves, M.M., 48-52. Centro de Estatística e Aplicações (CEAUL),
2013.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Caeiro, Frederico. "Refined Estimation of a Light Tail: An Application to
Environmental Data". In Advances in Theoretical and Applied Statistics, edited by N. Torelli, F. Pesarin, A. Bar-Hen,
143-153. Springer Berlin Heidelberg, 2013.
Published • 10.1007/978-3-642-35588-2_14
- Gomes, Maria Ivette. "A.N. Kolmogorov". In 17 Estatísticos para 12 Meses, edited by E. Athayde. Portugal, 2013.
Published
- Gomes, Maria Ivette. "M.G. Kendall". In 17 Estatísticos para 12 Meses, edited by E. Athayde. Portugal: Sociedade Portuguesa
de Estatística, 2013.
Published
- Gomes, Maria Ivette; Brilhante, M.F; Pestana, Dinis Duarte. "Estimadores de um índice de valores extremos positivo: um estudo
comparativo". In Estatística: Novos Desenvolvimentos e Inspirações, edited by Maia, M., Campos, P. & Duarte Silva,
P., 153-165. Sociedade Portuguesa de Estatística, 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A note on the asymptotic comparison of two alternative estimators of a shape second-order
parameter". In Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, edited by K.F. Turkman et al.,
47-50. Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Figueiredo, Fernanda Otília; Brilhante, M. Fátima; Gomes, Maria Ivette; Neves, M. Manuela. "The role of jackknife and bootstrap
methodologies in reliable reduced-bias tail index estimation". In Symposium on Recent Advances in Extreme Value Theory:
Book of Abstracts, edited by K.F. Turkman et al., 59-62. Lisboa, Portugal: Centro de Estatística e Aplicações (CEAUL),
2013.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "PORT estimation of second-order parameters". In Symposium on Recent Advances
in Extreme Value Theory: Book of Abstracts, edited by K.F. Turkman et al., 73-76. Centro de Estatística e Aplicações (CEAUL),
2013.
Published
- Reis, Paula; Canto E Castro, L.; Dias, Sandra; Gomes, Maria Ivette. "A note on penultimate approximations and reliability
of series-parallel structures". In Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, edited
by K.F. Turkman et al, 99-102. Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Vicente, Sérgio; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Extreme Value Theory and Sports: the Maximal Oxygen Uptake".
In Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, edited by K.F. Turkman et al., 111-114.
Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Gomes, Maria Ivette. "Penultimate Approximations: Past, Present ... and Future?". In Extremes in Vimeiro Today: Extended
Abstracts, edited by Fraga Alves, M.I. and Neves, M.M., 5-6. Centro de Estatística e Aplicações (CEAUL), 2013.
Published
- Beirlant, Jan; Caeiro, Frederico; Gomes, Maria Ivette. "An Overview and Open Research Topics in Statistics of Univariate Extremes".
In Extremes in Vimeiro Today: Extended Abstracts,, edited by In M.I. Fraga Alves, M.M. Neves, 15-15. Centro de Estatística
e Aplicações (CEAUL), 2013.
Published
- Gomes, Maria Ivette. "Resampling methodologies and reliable tail estimation". In Symposium on Recent Advances in Extreme
Value Theory: Book of Abstracts, edited by K.F. Turkman et al., 21-21. CEAUL, 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index
Estimators". In Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications,
83-91. Springer Berlin Heidelberg, 2013.
Published • 10.1007/978-3-642-34904-1_8
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília; M. Manuela Neves. "Adaptive Choice of Thresholds and the Bootstrap Methodology:
An Empirical Study". In Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical
Applications, 203-211. Springer Berlin Heidelberg, 2013.
Published • 10.1007/978-3-642-34904-1_21
- Gomes, Maria; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "PORT-PPWM extreme value index estimation.". In Proceedings
of COMPSTAT 2012, 259-270. International Statistical Institute, 2012.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Adaptive PORT-MVRB Estimation of the Extreme Value Index". In Recent
Developments in Modeling and Applications in Statistics, 117-125. Springer Berlin Heidelberg, 2012.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A Class of Semi-parametric Probability Weighted Moment Estimators". In Recent
Developments in Modeling and Applications in Statistics, edited by P. Oliveira, M.G. Temido, C. Henriques, M. Vichi, 139-147.
Berlin, Germany: Springer Berlin Heidelberg, 2012.
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "A Note on the Port Methodology in the Estimation of a Shape Second-Order
Parameter". In Recent Developments in Modeling and Applications in Statistics, edited by Oliveira, P., Temido, M.G.,
Henriques, C and Vichi, M., 127-137. Berlin, Germany: Springer Berlin Heidelberg, 2012.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Miranda, Cristina. "A heuristic data-driven choice of tuning parameters in
PORT-MVRB estimation". In Risk and Extreme Values in Insurance and Finance: Book of Abstracts, 85-88. Centro de Estatística
e Aplicações (CEAUL), 2011.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Adaptive reduced bias invariant estimation of a heavy right tail: an application
to financial log-returns". In Risk and Extreme Values in Insurance and Finance: Book of Abstracts, 55-58. Centro de
Estatística e Aplicações (CEAUL), 2011.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Neves, M. Manuela. "Adaptive reduced bias estimation of financial log-returns".
In Risk and Extreme Values in Insurance and Finance: Book of Abstracts, 43-46. Centro de Estatística e Aplicações (CEAUL),
2011.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Probability weighted-moment bootstrap estimation: a case-study in the field of insurance
data". In Risk and Extreme Values in Insurance and Finance: Book of Abstracts, 27-30. Centro de Estatística e Aplicações
(CEAUL), 2011.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Vandewalle, Bjorn. "Semi-parametric probability weighted moments revisited". In IWAP
2010: International Workshop on Applied Probability (on-line), edited by Arribas, A., Glaz, J., Jiménez, R. and Romo,
J.. Universidad Carlos III de Madrid, 2010.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Alguns resultados adicionais sobre a variância de um estimador de viés reduzido do
índice de cauda". In Estatística: Arte de Explicar o Acaso, edited by Oliveira, I.; Correia, E.; Ferreira, F.; Dias,
S.; Braumann, C., 167-177. Sociedade Portuguesa de Estatística, 2009.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estimação das normas de um processo na fase inicial de implementação de
uma carta de controlo". In Estatística: Arte de Explicar o Acaso, edited by Oliveira, I.; Correia, E.; Ferreira, F.;
Dias, S.; Braumann, C., 287-298. Sociedade Portuguesa de Estatística, 2009.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Caudas leves em desporto: estimação de parâmetros úteis". In Estatística:
Arte de Explicar o Acaso, edited by Oliveira, I.; Correia, E.; Ferreira, F.; Dias, S.; Braumann, C., 307-318. Sociedade
Portuguesa de Estatística, 2009.
Published
- Miranda, Cristina; Gomes, Maria Ivette. "Comparação de estimadores do índice de cauda em estruturas dependentes". In Estatística:
Arte de Explicar o Acaso, edited by Oliveira, I.; Correia, E.; Ferreira, F.; Dias, S.; Braumann, C., 437-443. Sociedade
Portuguesa de Estatística, 2009.
Published
- Henriques-Rodrigues, Ligia; Gomes, Maria Ivette. "A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala".
In Estatística: Arte de Explicar o Acaso, edited by Oliveira, I.; Correia, E.; Ferreira, F.; Dias, S.; Braumann, C.,
559-570. Sociedade Portuguesa de Estatística, 2009.
Published
- Gomes, Maria Ivette; Pestana, Dinis; Rodrigues, Lígia; Viseu, Clara. "Tail Behaviour An Empirical Study". In Advances in
Mathematical and Statistical Modeling, edited by Arnold, B.C., Balakrishnan, N., Sarabia, J.M. & Mínguez, R., 195-207.
Birkhäuser Boston, 2008.
Published • 10.1007/978-0-8176-4626-4_14
- Caeiro, Frederico; Gomes, Maria Ivette. "Caudas pesadas: t de Student e variantes assimétricas versus metodologia semi-paramétrica".
In Estatística: da Teoria à Prática, edited by Hill, M.M.; Ferreira, M.A.; Dias, J.G.; Salgueiro, M.F.; Carvalho, H.;
Vicente, P. & Braumann, C., 127-136. Sociedade Portuguesa de Estatística, 2008.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Monitorização de um processo de produção de rolhas --- comparação da performance
das cartas de controlo tradicionais com a de cartas robustas". In Estatística: da Teoria à Prática, edited by Hill,
M.M.; Ferreira, M.A.; Dias, J.G.; Salgueiro, M.F.; Carvalho, H.; Vicente, P. & Braumann, C., 245-258. Sociedade Portuguesa
de Estatística, 2008.
Published
- Suleman, Abdul; Reis, Elizabeth; Gomes, Maria Ivette. "Estimação multinomial: uma nova proposta pseudo-Bayesiana". In Estatística:
da Teoria à Prática, edited by Hill, M.M.; Ferreira, M.A.; Dias, J.G.; Salgueiro, M.F.; Carvalho, H.; Vicente, P. & Braumann,
C., 549-560. Lisboa, Portugal: Sociedade Portuguesa de Estatística, 2008.
Published
- Gomes, Maria Ivette; Reiss, R.-D.; Thomas, M.. "An Overview of Reduced-Bias Estimation". In Statistical Analysis of Extreme
Values with Applications to Insurance, Finance, and Other Fields, 190-206. Birkhäuser Verlag, 2007.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Correcção do viés do estimador de Hill em contexto de terceira ordem". In Estatística—Ciência
Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann, C.A., 269-280. Sociedade Portuguesa de Estatística, 2007.
Published
- Figueiredo, Fernanda Otília; Vandewalle, Bjorn; Gomes, Maria Ivette. "Estimadores de viés reduzido para a probabilidade de
excedência de um nível elevado". In Estatística — Ciência Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann,
C.A., 389-400. Sociedade Portuguesa de Estatística, 2007.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Escolha adaptativa do “threshold” em estimação de vies reduzido: um estudo
de simulação". In Estatística — Ciência Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann, C.A., 419-430.
Sociedade Portuguesa de Estatística, 2007.
Published
- Gomes, Maria Ivette; Neves, Cláudia. "Comparação assintótica em níveis óptimos de estimadores do índice de valores extremos".
In Estatística — Ciência Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann, C.A., 431-443. Sociedade Portuguesa
de Estatística, 2007.
Published
- Miranda, Cristina; Gomes, Maria Ivette. "Estimação do índice extremal em processos ARCH". In Estatística — Ciência Interdisciplinar,
edited by Ferrão, M.E., Nunes, C. & Braumann, C.A., 527-538. Sociedade Portuguesa de Estatística, 2007.
Published
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Improved second order reduced-bias extreme value index estimators".
In Statistical Extremes and Environmental Risk, 63-66. Centro de Estatística e Aplicações (CEAUL), 2007.
Published
- Gomes, Maria Ivette; Miranda, Cristina; Henriques-Rodrigues, Lígia. "An empirical analysis of ozone indicators: tail estimation".
In Statistical Extremes and Environmental Risk, 51-54. Centro de Estatística e Aplicações (CEAUL), 2007.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Analysis of some environmental extremal events". In Statistical Extremes
and Environmental Risk, 39-42. Centro de Estatística e Aplicações (CEAUL), 2007.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Reduced-bias high quantile estimation: an asymptotic study with applications". In
Statistical Extremes and Environmental Risk, 31-34. Centro de Estatística e Aplicações (CEAUL), 2007.
Published
- Viseu, Clara; Gomes, Maria Ivette. "Estimação do índice de cauda e de quantis elevados: um estudo empírico". In Estatística
-- Ciência Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann, C.A., 857-866. Sociedade Portuguesa de Estatística,
2007.
Published
- Araújo Santos, Paulo; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Comparação do desempenho de diferentes níveis aleatórios
na metodologia PORT". In Estatística -- Ciência Interdisciplinar, edited by Ferrão, M.E., Nunes, C. & Braumann, C.A.,
717-727. Sociedade Portuguesa de Estatística, 2007.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Box-Cox transformations and robust control charts in SPC.". In Advanced
Mathematical and Computational Tools in Metrology, edited by Pavese et al., 35-46. United States: World Scientific, 2006.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Estimação de quantis elevados em estatística de extremos". In Ciência Estatística,
edited by Canto e Castro, L; Graça Martins, E.; Rocha, C.; Oliveira, M.F.; Mendes Leal, M.F. & Rosado, F., 217-228. Sociedade
Portuguesa de Estatística, 2006.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Cartas de controlo e transformações de Box-Cox". In Ciência Estatística,
edited by Canto e Castro, L; Graça Martins, E.; Rocha, C.; Oliveira, M.F.; Mendes Leal, M.F. & Rosado, F., 377-388. Sociedade
Portuguesa de Estatística, 2006.
Published
- Gomes, Maria Ivette; Hall, Andreia; Miranda, Cristina. "Computação intensiva: moderna extensão do reino da fantasia?". In
Ciência Estatística, edited by Canto e Castro, L; Graça Martins, E.; Rocha, C.; Oliveira, M.F.; Mendes Leal, M.F. &
Rosado, F., 69-80. Sociedade Portuguesa de Estatística, 2006.
Published
- Viseu, Clara; Gomes, Maria Ivette. "A metodologia “Jackknife” na estimação do índice de cauda". In Ciência Estatística,
edited by Canto e Castro, L; Graça Martins, E.; Rocha, C.; Oliveira, M.F.; Mendes Leal, M.F. & Rosado, F., 703-714. Sociedade
Portuguesa de Estatística, 2006.
Published
- Beirlant, Jan; Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Vandewalle, Bjorn. "A simple reduced bias 'maximum likelihood'
tail index estimator". In Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 39-42.
Centro de Estatística e Aplicações (CEAUL), 2006.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Bias-corrected Hill estimator under a third order framework".
In Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, edited by Fraga Alves, M.I.
& Gomes, M.I., 23-26. Centro de Estatística e Aplicações (CEAUL), 2006.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Neves, Cláudia. "Mixed moment estimator". In Extremes
Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 27-30. Centro de Estatística e Aplicações
(CEAUL), 2006.
Published
- Gomes, Maria Ivette; Viseu, Clara. "An empirical tail index and VaR analysis". In Extremes Day in Honour of Laurens de
Haan: Extremes, Risk, Safety and the Environment, edited by Fraga Alves, M.I. & Gomes, M.I., 43-46. Centro de Estatística
e Aplicações (CEAUL), 2006.
Published
- Ferreira, Helena; Hall, Andreia; Gomes, Maria Ivette. "Tudo sobre o meu príncipe, o Índice Extremal". In Ciência Estatística,
edited by Canto e Castro, L; Graça Martins, E; Rocha, C; Oliveira, MF; Mendes Leal, MF & Rosado, F, 43-43. Lisboa: Sociedade
Portuguesa de Estatística, 2006.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Uma classe de estimadores do parâmetro de escala de segunda ordem". In Estatística
Jubilar, edited by Brauman, C.; Infante, P.; Oliveira, M.M.; Alpizar-Jara, R.; Rosado, F., 113-124. Sociedade Portuguesa
de Estatística, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estatística de extremos: discrepância entre comportamento assintótico e
exacto". In Estatística Jubilar, edited by Brauman, C.; Infante, P.; Oliveira, M.M.; Alpizar-Jara, R.; Rosado, F.,
299-310. Sociedade Portuguesa de Estatística, 2005.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Estimação do parâmetro de escala de primeira ordem em modelos de caudas
pesadas". In Estatística Jubilar, edited by Brauman, C.; Infante, P.; Oliveira, M.M.; Alpizar-Jara, R.; Rosado, F.,
355-366. Sociedade Portuguesa de Estatística, 2005.
Published
- Gomes, Maria Ivette. "'Extremistas' num extremo da Europa". In Memorial da Sociedade Portuguesa de Estatística, edited
by Rosado, F, 37-46. Sociedade Portuguesa de Estatística, 2005.
Published
- Gomes, Maria Ivette. "Extremes and risk management". In Stochastic Finance 2004, edited by Oliveira, P., 43-90. Centro
Internacional de Matemática, 2004.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Influência da não invariância do estimador de Hill na estimação do índice de cauda".
In Estatística com Acaso e Necessidade, edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 123-134. Sociedade Portuguesa
de Estatística, 2004.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Estimação robusta dos limites de uma carta de controlo". In Estatística
com Acaso e Necessidade, edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 249-257. Sociedade Portuguesa de Estatística,
2004.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "Redução de viés na estimação de quantis extremos". In Estatística com
Acaso e Necessidade, edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 283-296. Sociedade Portuguesa de Estatística,
2004.
Published
- Martins, M. Joao; Neves, Maria Manuela; Gomes, Maria Ivette. "Estimadores de núcleo para o índice de cauda". In Estatística
com Acaso e Necessidade, edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 439-450. Sociedade Portuguesa de Estatística,
2004.
Published
- Miranda, Cristina; Gomes, Maria Ivette; Hall, Andreia. "Comparação de estimadores do índice de cauda em estruturas dependentes".
In Estatística com Acaso e Necessidade, edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 459-469. Sociedade Portuguesa
de Estatística, 2004.
Published
- Oliveira, Orlando; Gomes, Maria Ivette. "Combinações lineares de log-observações de topo". In Estatística com Acaso e Necessidade,
edited by Rodrigues, P.M.M.; Rebelo, E. & Rosado, F., 549-563. Sociedade Portuguesa de Estatística, 2004.
Published
- Gomes, Maria Ivette. "Stochastic processes in telecommunication traffic". In Mathematical Techniques and Problems in Telecommunications,
edited by Fernandes, C. et al., 7-32. Centro Internacional de Matemática, 2004.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Cartas de controlo para processos não normais. Transformações de Box-Cox".
In Literacia e Estatística, edited by Brito, P.; Figueiredo, A.; Sousa, F.; Teles, P. & Rosado, F., 273-284. Sociedade
Portuguesa de Estatística, 2003.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Redução do viés em estatística de extremos com recurso à estimação externa de um
parâmetro de segunda ordem". In Literacia e Estatística, edited by Brito, P.; Figueiredo, A.; Sousa, F.; Teles, P.
& Rosado, F, 201-214. Sociedade Portuguesa de Estatística, 2003.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Bias reduction for light tail models -- the generalized jackknife methodology". In
Extremes, Risk and Resampling Techniques, edited by Gomes MI, de Haan L, Pestana D, Canto e Castro L and Fraga Alves
MI, 7-12. Centro de Estatística e Aplicações (CEAUL), 2003.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Scale estimators in statistical quality control". In Extremes, Risk
and Resampling Techniques, 25-30. Centro de Estatística e Aplicações (CEAUL), 2003.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília; de Haan, Laurens; Pestana, Dinis Duarte. "Linear combinations
and bias reduction in the estimation of heavy tails". In Extremes, Risk and Resampling Techniques, 31-36. Centro de
Estatística e Aplicações (CEAUL), 2003.
Published
- Neves, M. Manuela; Martins, M. João; Gomes, Maria Ivette. "Kernel estimators of the tail index". In Extremes, Risk and
Resampling Techniques, 51-54. Centro de Estatística e Aplicações (CEAUL), 2003.
Published
- Gomes, Maria Ivette; Miranda, Cristina. "A Metodologia Jackknife e Estimação do índice extremal". In Literacia e Estatística,
edited by P. Brito; A. Figueiredo; F. Sousa; P. Teles & F. Rosado, 299-310. Lisboa, Portugal: Sociedade Portuguesa de Estatística,
2003.
Published
- Gomes, Maria Ivette. "Controlo do viés de estimadores semi-paramétricos de parâmetros de acontecimentos raros". In Novos
Rumos em Estatística, edited by Carvalho, L.; Brilhante, M.F. & Rosado, F., 87-108. Sociedade Portuguesa de Estatística,
2002.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Transformações de dados em Controlo Estatístico de Qualidade". In Novos
Rumos em Estatística, edited by Carvalho, L.; Brilhante, M.F. & Rosado, F., 247-258. Sociedade Portuguesa de Estatística,
2002.
Published
- Gomes, Maria Ivette. "'Natural' generalized jackknife estimators of a second order parameter in statistics of extremes". In
Extreme Values and Resampling Techniques, edited by Temido, G. and H. Ferreira, 26-27. Universidade de Coimbra, 2002.
Published
- Gomes, Maria Ivette. "Extreme values and resampling techniques". In Extreme Values and Resampling Techniques, 1-12.
Universidade de Coimbra, 2002.
Published
- Gomes, Maria Ivette. "Optimal sample fraction, bias reduction in the semi-parametric estimation of rare events’ parameters
and 'related' topics". In Extreme Values and Resampling Techniques, 13-18. Universidade de Coimbra, 2002.
Published
- Gomes, Maria Ivette; Hall, Andreia; Miranda, M Cristina. "Jackknife methodology in the estimation of the extremal index".
In Extreme Values and Resampling Techniques, edited by Temido, G. and H. Ferreira, 38-39. Universidade de Coimbra,
2002.
Published
- Gomes, Maria Ivette; Oliveira, Orlando. "Statistics of Extremes -- how to take advantage of non-invariant statistics". In
Extreme Values and Resampling Techniques, edited by Temido, G. and H. Ferreira, 34-35. Universidade de Coimbra, 2002.
Published
- Neves, M. Manuela; Martins, M. João; Gomes, Maria Ivette. "A comparison of bootstrap methodologies in the tail index estimation".
In Extreme Values and Resampling Techniques, 32-33. Universidade de Coimbra, 2002.
Published
- Martins, M. João; Gomes, Maria Ivette. "Asymptotically unbiased estimators of the tail index based on external estimation
of the second order parameter". In Extreme Values and Resampling Techniques, edited by G. Temido; H. Ferreira, 29-30.
Coimbra, Portugal: Universidade de Coimbra, 2002.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Estimadores robustos de localização". In A Estatística em Movimento,
edited by M.M. Neves et al, 193-203. Sociedade Portuguesa de Estatística, 2001.
Published
- Temido, M. Graça; Gomes, Maria Ivette; Canto E Castro, L.. "Inferência estatística em modelos max-semiestáveis". In Um
Olhar sobre a Estatística, edited by P. Oliveira & E. Athayde, 291-305. Sociedade Portuguesa de Estatística, 2001.
Published
- Neves, M. Manuela; Martins, M. João; Gomes, Maria Ivette. "Comparação de abordagens da metodologia bootstrap na estimação
semiparamétrica do índice de cauda". In Um Olhar sobre a Estatística, edited by P. Oliveira & E. Athayde, 146-159.
Sociedade Portuguesa de Estatística, 2001.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Carta de máximos móveis e de somas móveis como alternativa a uma carta
de valores individuais". In Um Olhar sobre a Estatística, edited by P. Oliveira & E. Athayde, 134-145. Sociedade Portuguesa
de Estatística, 2001.
Published
- Gomes, Maria Ivette. "The second order framework and the modeling of rare events". In Statistical Modelling, edited
by V. Núñez-Antón and E. Ferreira, 210-215. 2000.
Published
- Gomes, Maria Ivette; Martins, M. João. "Efficient alternatives to the Hill estimator". In Extreme Values and Additive Laws,
40-43. Centro de Estatística e Aplicações (CEAUL), 1999.
Published
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Overcoming some difficulties of the Hill estimator". In Extreme
Values and Additive Laws, 60-63. Centro de Estatística e Aplicações (CEAUL), 1999.
Published
- Martins, Maria João; Gomes, Maria Ivette; Neves, Maria Manuela. "Comportamento do estimador de Hill na estimação semi-paramétrica
do índice de cauda". In Estatística: a Diversidade na Unidade, 345-352. Salamandra, 1998.
Published
- Gomes, Maria Ivette. "Propriedades distribucionais de estimadores de períodos de retorno em modelo max-autoregressivo". In
Bom Senso e Sensibilidade — Traves Mestras da Estatística, edited by Branco, J. et al., 353-362. Salamandra, 1996.
Published
- Gomes, Maria Ivette. "Penultimate Behaviour of the Extremes". In Extreme Value Theory and Applications, edited by J.
Galambos, J. Lechner and ¿E. Simiu, 403-418. Springer US, 1994.
Published • 10.1007/978-1-4613-3638-9_24
- Gomes, Maria Ivette. "On the estimation of parameters of rare events in environmental time series". In Statistics For the
Environment, edited by V. Barnett & K.F. Turkman, 225-241. Wiley, New York, 1993.
Published
- Gomes, Maria Ivette. "A Obra científica de J. Tiago de Oliveira". In Estatística Robusta, Extremos e Mais Alguns Temas,
edited by D. Pestana, 241-248. Salamandra, 1993.
Published
- Gomes, Maria Ivette. "Modelos extremais em esquemas de dependência". In Estatística Robusta, Extremos e Mais Alguns Temas,
edited by D. Pestana, 209-220. Salamandra, 1993.
Published
- Gomes, Maria Ivette. "A Sociedade Portuguesa de Estatística e o futuro da Estatística em Portugal". In Estatística Robusta,
Extremos e Mais Alguns Temas, edited by D. Pestana, 3-5. Salamandra, 1993.
Published
- Gomes, Maria Ivette. "Statistical Inference in an Extremal Markovian Model". In Compstat, edited by Momirovic K., Mildner
V., 257-262. Physica-Verlag HD, 1990.
Published • 10.1007/978-3-642-50096-1_39
- Gomes, Maria Ivette. "Comparison of Extremal Models through Statistical Choice in Multidimensional Backgrounds". In Lecture
Notes in Statistics, edited by Hüsler, J. & R.-D. Reiss, 191-203. Springer New York, 1989.
Published • 10.1007/978-1-4612-3634-4_17
- Gomes, Maria Ivette. "Formas pré-assintóticas de aproximação em Teoria de Valores Extremos". In Estudos de Probabilidades
e Estatística, em Homenagem ao Professor Doutor Manuel Neto Murta,, 67-86. Universidade de Coimbra, 1989.
Published
- Athayde, Emilia; Gomes, Maria Ivette. "Multivariate Extremal Models Under Non-Classical Situations". In Mathematical Statistics
and Probability Theory, edited by P. Bauer et al., 1-9. Springer Netherlands, 1987.
Published • 10.1007/978-94-009-3965-3_1
- Gomes, Maria Ivette. "Extreme value theory — statistical choice". In Goodness-of-Fit, edited by P. Revesz, K. Sarkadi
and P.K. Sen, 195-209. North Holland, 1987.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Nonstandard domains of attraction and rates of convergence". In New Perspectives
in Theoretical and Applied Statistics, edited by M.L. Puri et al., 467-477. Wiley, New York, 1987.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Large Claims — Extreme Value Models". In Insurance and Risk Theory, edited
by Goovaerts, M., de Vylder, F. and Haezendonck, J., 301-323. D. Reidel, 1986.
Published • 10.1007/978-94-009-4620-0_20
- Gomes, Maria Ivette. "Concomitants in a multidimensional extreme model". In Statistical Extremes and Applications,
353-364. Dordrecht, Netherlands: D. Reidel, 1984.
Published
- Tiago de Oliveira, J.; Gomes, Maria Ivette. "Two test statistics for choice of univariate extreme models". In Statistical
Extremes and Applications, edited by Tiago de Oliveira, J., 651-668. Dordrecht: D. Reidel, 1984.
Published • http://dx.doi.org/10.1007/978-94-017-3069-3_50
- Gomes, Maria Ivette. "Robustness of Gumbel Statistic for Distribution Functions in the Domain of Attraction of a Type I Distribution
of Largest Values". In Compstat 1984, edited by T. Havránek, Z. Sidák and M. Novak, 61-66. Physica-Verlag HD, 1984.
Published • 10.1007/978-3-642-51883-6_7
- Gomes, Maria Ivette. "An i-dimensional limiting distribution function of largest values and its relevance to the statistical
theory of extremes". In Statistical Distributions in Scientific Work, 389-410. D. Reidel, 1981.
Published • 10.1007/978-94-009-8555-1_25
|
Conference abstract |
- Souto de Miranda, Manuela; Amado, Conceição; Cristina Miranda; Gomes, Maria Ivette. "A study on robust estimation of the extremal
index seen as a proportion". Paper presented in 16th International Conference of the ERCIM WG on Computational Methodological
Statistics (CMStatistics 2023), Berlim, 2023.
Published
- Pestana, Dinis Duarte; Brilhante, Maria de Fátima; Gomes, Maria Ivette; Mendonça, Sandra; Pestana, Pedro Duarte Leal Gomes.
"Population Growth and geometrically thinned EVT". Paper presented in XXVI Congresso da Sociedade Portuguesa de Estatística,
Guimarães, 2023.
Published
- Cristina Miranda; Souto de Miranda, Manuela; Gomes, Maria Ivette. "A direct approach in extremal index estimation". Paper
presented in XXVI Congresso da Sociedade Portuguesa de Estatística, Guimarães, 2023.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Caeiro, Frederico. "A new class of conditional
tail expectation estimators". Paper presented in XXVI Congresso da Sociedade Portuguesa de Estatística, Guimarães,
2023.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Location invariant estimation of the Weibull tail coefficient".
Paper presented in XXVI Congresso da Sociedade Portuguesa de Estatística, Guimarães, 2023.
Published
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide; Gomes, Maria Ivette. "Data Mining and Statistical Quality Control". Paper
presented in XXVI Congresso da Sociedade Portuguesa de Estatística, Guimarães, 2023.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "A partially reduced bias Hill estimator of the Extreme
Value Index". Paper presented in XXVI Congresso da Sociedade Portuguesa de Estatística, Guimarães, 2023.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. "The Role of Best Linear
Combinations in the Weibull Tail Coefficient Estimation". Paper presented in EVA 2023: 13th conference on Extreme Value
Analysis, Probabilistic and Statistical Models and their Applications, Milan, 2023.
Published
- Miranda, M. Cristina; Souto de Miranda, Manuela; Gomes, Maria Ivette. "Robust estimation of the extremal index - a simulation
study". Paper presented in EVA 2023: 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and
their Applications, Milan, 2023.
Published
- Neves, M. Manuela; Penalva, Helena Alexandra Couceiro Feio de Almeida; Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Value-at-risk
estimation under PORT and the Lehmer's mean-of-order-p approaches". Paper presented in EVA 2023: 13th conference on Extreme
Value Analysis, Probabilistic and Statistical Models and their Applications, Milan, 2023.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette; Fernanda Otilia Figueiredo. "Alternative reliable ways to assess risk in
Statistics of Extremes". Paper presented in International Workshop on Mathematics and Physical Sciences, Évora,
2023.
Published
- Gomes, Maria Ivette; Brilhante, Maria de Fátima; Mendonca, Sandra; Pestana, Dinis Duarte; Pestana, Pedro Duarte Leal Gomes.
"Population Growth and (geometrically thinned) Extreme Value Theory". Paper presented in HiTEc and CODES 2023, Limassol,
2023.
Published
- Cristina Miranda, M.; Souto de Miranda, Manuela; Gomes, Maria Ivette. "A comparative study on robust estimators of the extremal
index". Paper presented in HiTEc and CODES 2023, Limassol, 2023.
Published
- Gomes, Maria Ivette. "Reliable Ways to Measure Risks of Rare Events". Paper presented in 2022 IMS International Conference
on Statistics and Data Science (ICSDS), Florence, 2022.
Accepted
- Gomes, Maria Ivette; Caeiro, Frederico; Fernanda Otilia Figueiredo; Henriques-Rodrigues, Lígia. "Accurate Ways to Measure
Risks of Extreme Events". Paper presented in 2022 CMStatistics, London, 2022.
Published
- Souto de Miranda, Manuela; Cristina Miranda, M.; Gomes, Maria Ivette. "On runs estimator of the extremal index: dealing with
clusters of exceedances with atypical dimensions". Paper presented in CFE and CMStatistics 2022, London, 2022.
Accepted
- Gomes, Maria Ivette. "Extreme Value Theory and the PORTSEA". Paper presented in IDWSDS: Intenational Day of Women in Statistics
and Data Science, CWS and SPE, 2022.
Accepted
- Gomes, Maria Ivette; Canto e Castro, Luísa; Dias, Sandra; Reis, Paula. "How to build accurate reliability bounds for a large
coherent system". Paper presented in SMTDA2022, 7th Stochastic Modeling Techniques and Data Analysis International Conference
and Demographics 2022 Workshop, Athens, 2022.
Published
- Cristina Miranda; Souto de Miranda, Manuela; Gomes, Maria Ivette. "A new proposal for robust estimations of the extremal index".
Paper presented in LinStat—International Conference on Trends and Perspectives in Linear Statistical Inference, 2022.
Published
- Gomes, Maria Ivette; Fernanda Otilia Figueiredo; Henriques-Rodrigues, Lígia. "The role of generalized means in the estimation
of the conditional tail expectation". Paper presented in ENSPM2022: Encontro Nacional da Sociedade Portuguesa de Matemática,
Tomar, 2022.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Adaptive estimation of the Extreme Value Index with Probability Weighted Moments".
Paper presented in XXV Congresso da Sociedade Portuguesa de Estatística, Évora, 2021.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Estimation of the Weibull Tail Coefficient through the
Power Mean-of-Order-p Generalized Mean". Paper presented in SPE 2021: XXV Congresso da Sociedade Portuguesa de Estatística,
Évora, 2021.
Published
- Souto de Miranda, Manuela; Miranda, Cristina; Gomes, Maria Ivette. "A robust hurdle Poisson model in the estimation of the
extremal index". Paper presented in SPE 2021: XXV Congresso da Sociedade Portuguesa de Estatística, Évora, 2021.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "The Role of Generalised Means in the Weibull Tail Coefficient
Estimation". Paper presented in International Conference on Advances in Interdisciplinary Statistics and Combinatorics,
Greensboro, 2021.
Published
- Gomes, Maria Ivette. "Bias Reduction, Generalized Means and Truncation in Statistical EVT: All together Now...". Paper presented
in Emeritus Celebration Prof. Jan Beirlant: Contributions in Extreme Value Statistics, Leuven, 2021.
Published
- Caeiro, Frederico; Cabral, Ivanilda; Gomes, Maria Ivette. "A comparison of generalized and extended Hill estimators". Paper
presented in EVA 2021: 12th International Conference on Extreme Value Analysis, Edinburgh, 2021.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "A few progresses in Statistics of Extremes through the
use of generalized means". Paper presented in EVA 2021: 12th International Conference on Extreme Value Analysis, Edinburgh,
2021.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Box-Cox estimation of parameters of extreme events". Paper presented in
EVA 2021: 12th International Conference on Extreme Value Analysis, Edinburgh, 2021.
Published
- Gomes, Maria Ivette. "Generalized means under non-regular frameworks and estimation of parameters of rare events". Paper presented
in Modern Stochastics: Theory and Applications V, Kyiv, 2021.
Published
- Gomes, Maria Ivette. "A Escola de Extremos em Portugal / The Portuguese School of Extremes". Paper presented in Academia
das Ciências de Lisboa: Sessão da Classe de Ciências, Lisboa, 2021.
- Gomes, Maria Ivette. "Non-normal generalized means in statistical EVT". Paper presented in New Frontiers in Statistics
of Extremes, Lisboa, 2020.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "Tail estimation through linear combinations of generalized means". Paper
presented in SMTDA2020, Barcelona (on-line), 2020.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Minimum-variance reduced-bias estimation of tail related parameters".
Paper presented in 19th International Conference Computational and Mathematical Methods in Science and Engineering (ICMMSE
2019), Tokyo, 2019.
Published
- Gomes, Maria Ivette; Dias, Sandra; Canto e Castro, Luísa; Reis, Paula. "Approximations for extremes and reliability of high-dimension
coherent systems.". Paper presented in CRoNoS MDA, Limassol, 2019.
Published
- Souto de Miranda, Manuela; Miranda, Cristina; Gomes, Maria Ivette. "Vias alternativas na estimação do índice extremal". Paper
presented in XXIV Congresso da Sociedade Portuguesa de Estatística, Amarante, 2019.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Cabral, Ivanilda. "Comparison of classes of generalized Hill estimators". Paper presented
in CMStatistics 2019, London, 2019.
Published
- Gomes, Maria Ivette; Cabral, Ivanilda; Caeiro, Frederico. "Asymptotic Comparison of Second-Order Parameters Estimators". Paper
presented in CMStatistics 2017, 2019.
Published
- Gomes, Maria Ivette; Canto e Castro, L.; Dias, Sandra; Reis, Paula. "System's Reliability and Penultimate Approximations for
Extremes". Paper presented in Ciência’19: Encontro com a Ciência e Tecnologia em Portugal, Lisboa, 2019.
Published
- Gomes, Maria Ivette; Neves, M. Manuela; Penalva, Helena Alexandra Couceiro Feio de Almeida. "An adaptive EVI-estimation through
computational procedures". Paper presented in EVA 2019—11th International Conference on Extreme Value Analysis, Zagreb,
2019.
Published
- Gomes, Maria Ivette; Miranda, Cristina; Souto de Miranda, Manuela. "Improvements on robust and corrected-bias estimation of
the extremal index". Paper presented in EVA 2019—11th International Conference on Extreme Value Analysis, Zagreb,
2019.
Published
- Gomes, Maria Ivette. "Statistics of Extremes and Risk Assessment using R". Paper presented in CRoNoS MDA, 2019.
Published
- Neves, M. Manuela; Gomes, Maria Ivette; Penalva, Helena Alexandra Couceiro Feio de Almeida; Caeiro, Frederico. "Resampling
methods for an adequate tail index estimation". Paper presented in COMPSTAT 2018 and CRoNoS FDA 2018, Iasi,
2018.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "A Comparison of Several Classical Estimators with a Minimum Variance
Reduced Bias Estimator of the Extreme Value Index". Paper presented in International Conference On Trends And Perspectives
In Linear Statistical Inference, Tomar, 2018.
Published
- Gomes, Maria Ivette; Cristina Miranda; Souto de Miranda, Manuela. "Robust estimation of the extremal index". Paper presented
in ISNPS 2018, Salerno, 2018.
Published
- Gomes, Maria Ivette; Reis, Paula; Canto e Castro, L.; Dias, Sandra. "Penultimate approximations and reliability". Paper presented
in Workshop Rare Events, Extremes and Machine Learning, Paris, 2018.
Published
- Gomes, Maria Ivette. "New Challenges in Extreme Value Modeling". Paper presented in IASI CRoNoS Meeting, Iasi,
2018.
Published
- Gomes, Maria Ivette. "Generalized Means, Linear Combinations and Bias Reduction in the Estimation of Heavy Tails". Paper presented
in AISC2018 International Conference on Advances in Interdisciplinary Statistics and Combinatorics:, North Carolina,
2018.
Published
- Gomes, Maria Ivette. "Semi-Parametric estimation of the tail dependence coefficient through generalized means". Paper presented
in COMPSTAT 2018 and CRoNoS FDA 2018, Iasi, 2018.
Published
- Gomes, Maria Ivette. "The role of generalized means in multivariate extreme value statistics". Paper presented in 1st CRoNoS
Workshop and Spring Course on Multivariate Data Analysis and Software, Limassol, 2018.
Published
- Brilhante, M. Fátima; Gomes, Maria Ivette; Pestana, Dinis Duarte; Mendonca, Sandra. "Population dynamics: Risk modeling and
extremes in the generalized Verhulst model". Paper presented in CFE and CMStatistics 2017, London, 2017.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; M. Manuela Neves; Penalva, Helena Alexandra Couceiro Feio de Almeida. "Generalized
Means in Statistical Extreme Value Theory". Paper presented in CFE and CMStatistics 2017, London, 2017.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. "An Overview of Big Data Applications". Paper presented
in Symposium on Big Data in Finance, Retail and Commerce: Statistical and Computational Challenges, Lisboa,
2017.
Published
- Gomes, Maria Ivette. "Generalized Means and Resampling Methodologies in Statistics of Extremes". Paper presented in ISTKON
10: 10th International Statistics Congress 2017, Ankara, 2017.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "A bias corrected generalized Hill estimator". Paper presented in
EVA 2017: 10th International Conference on Extreme Value Analysis, Lyon, 2017.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda; Henriques-Rodrigues, Lígia. "PORT estimation of parameters of extreme events through
generalized means". Paper presented in EVA 2017: 10th International Conference on Extreme Value Analysis, Lyon,
2017.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "Partially
Reduced-Bias Value-at-risk Estimation". Paper presented in CFE-CMSTATISTICS 2016, Seville, 2016.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Mukherjee, A.. "Control charts for monitoring the parameters of a logistic
distribution". Paper presented in CFE-CMSTATISTICS 2016, Seville, 2016.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Application of the PORT methodology to recent extreme value index estimators".
Paper presented in CFE 2015-CMSTATISTICS 2015, London, 2015.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Mean of Order p reduced bias estimation of the extreme value index: a computational
study". Paper presented in CFE 2015-CMSTATISTICS 2015, London, 2015.
Published
- M. Cristina Miranda; Souto de Miranda, Manuela; Gomes, Maria Ivette. "Searching for robust estimates of the extremal index".
Paper presented in CFE 2015-CMSTATISTICS 2015, London, 2015.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Correção do viés do estimador de Hill: uma nova abordagem". Paper
presented in XXII Congresso da Sociedade Portuguesa de Estatística, Olhão, 2015.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. "Distribuição de Pareto inflacionada em Controlo Estatístico
da Qualidade". Paper presented in XXII Congresso da Sociedade Portuguesa de Estatística, Olhão, 2015.
Published
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide Maria. "Acceptance sampling Plans for Inflated Pareto Processes". Paper
presented in 4th Symposium on Statistical Process Monitoring, ISSPM 2015, Padova, 2015.
Published
- Beirlant, Jan; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; Meerschaert, M.M.. "Tail Fitting of Pareto-type tails Truncated
at Intermediate Levels". Paper presented in 9th International Conference on Extreme Value Analysis, Fort Collins,
2015.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília; Pestana, Dinis Duarte. "Reduced-Bias Value-at-risk Semi-parametric
Estimation". Paper presented in 9th International Conference on Extreme Value Analysis, Ann Arbour, 2015.
Published
- Beirlant, Jan; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; Meerschaert, M.M.. "Extreme value analysis for truncated and
non-truncated pareto-type distributions". Paper presented in CFE-ERCIM 2014, Pisa, 2014.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide Maria; Gomes, Maria Ivette. "Evaluation of sampling plans by bootstrapping".
Paper presented in CFE-ERCIM 2014, Pisa, 2014.
Published
- Neves, M. Manuela; Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Prata Gomes, Dora. "Computer Intensive Procedures in
Threshold Selection". Paper presented in CFE-ERCIM 2014, Pisa, 2014.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília. "A New Value-at-Risk Semi-parametric Estimation Procedure".
Paper presented in 3rd SMTDA Conference, Lisboa, 2014.
Published
- Gomes, Maria Ivette. "A Note on a Diagnostic for Selecting the Threshold in Statistics of Univariate Extremes". Paper presented
in CFE-ERCIM 2014, 2014.
Published
- Gomes, Maria Ivette. "Statistics of Extremes and Applications: An Introduction". Paper presented in SASA 2014, Rhodes,
2014.
Published
- Gomes, Maria Ivette. "Penultimate approximations and reliability of large coherent systems: Past, present and … future?".
Paper presented in SASA 2014, Rhodes, 2014.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otilia. "Partially Reduced-Bias Value-at-Risk Estimation". Paper
presented in Computationally Intensive Methods in Statistics and Econometrics, Neuchatel, 2014.
Published
- Gomes, Maria Ivette. "A Glimpse of Statistics of Univariate Extremes". Paper presented in CIRM International Conference
on Extreme Value Theory and Laws of Rare Events, Marseille, 2014.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Computational study of a bootstrap algorithm for the adaptive estimation of the extreme
value index". Paper presented in CFE-ERCIM 2013, London, 2013.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Chakraborti, S.. "The total median and the total range statistics in phase
I control charts". Paper presented in CFE-ERCIM 2013, London, 2013.
Published
- Gomes, Maria Ivette. "A reduced-bias mean-of-order-p Value-at-Risk estimator". Paper presented in CFE-ERCIM 2013, London,
2013.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Cartas de controlo para a distribuição normal assimétrica". Paper presented
in JOClAD 2013: XX Jornadas de Classificação e Análise de Dados, Guimarães, 2013.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Modeling and Monitoring SPC Data using a skew-normal distribution". Paper
presented in ISSPC 2013: 3rd International Symposium on Statistical Process Control, 2013.
Published
- Gomes, Maria Ivette. "The Role of Jackknife and Bootstrap in Statistics of Extremes: An Environmental Application". Paper
presented in International Conference on Precipitation Extremes in a Changing Climate, Liberec, 2013.
Published
- Neves, M. Manuela; Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Prata Gomes, Dora. "Adaptive and computational procedures
in extreme value parameters' estimation". Paper presented in EVA 2013: 8th International Conference on Extreme Value Analysis,
Shangai, 2013.
Published
- Gomes, Maria Ivette. "A mean-of-order-p reduced-bias and location-invariant extreme value index estimator". Paper presented
in EVA 2013: 8th International Conference on Extreme Value Analysis, 2013.
Published
- Gomes, Maria Ivette. "Resampling-Based Methodologies in Statistics of Extremes: an Environmental Application". Paper presented
in MECC 2013 --- International Conference and Advanced School Planet Earth, Mathematics of Energy and Climate Change,
Lisboa, 2013.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Neves, M. Manuela. "Optimal sample fraction selection in reduced-bias EVI-estimation".
Paper presented in ISNPS 2012: 1st Conference of the International Society for NonParametric Statistics, Chalkidiki,
2012.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Exact and bootstrap contorl charts based on the skew-normal distribution".
Paper presented in CFE 11 and ERCIM 12, Oviedo, 2012.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Bootstrap control charts to monitor skew-normal processes". Paper presented
in 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Tomar,
2012.
Published
- Gomes, Maria Ivette. "A MOP reduced-bias location-invariant EVI-estimator". Paper presented in 8th World Congress in Probability
and Statistics, Istambul, 2012.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Population growth models tied to extensions of beta densities".
Paper presented in 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry,
Tomar, 2012.
Published
- Brilhante, M.F; Gomes, Maria Ivette; Pestana, Dinis Duarte. "MOP Reduced-Bias EVI-Estimation". Paper presented in 6th Workshop
on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Tomar, 2012.
Published
- Neves, M. Manuela; Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Prata Gomes, Dora. "How resampling methodologies can
help in extreme value estimation". Paper presented in 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-Polish
Workshop on Biometry, Tomar, 2012.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Further results on the extreme value estimation: the maximum likelihood estimators
of Feuerverger and Hall". Paper presented in 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop
on Biometry, Tomar, 2012.
Published
- Gomes, Maria Ivette; Ferreira, Marta; Leiva, Víctor. "The extreme value Birnbaum-Saunders model in athletics and environment".
Paper presented in CFE 12 and ERCIM 12, Oviedo, 2012.
Published
- Manjunath, B.G.; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "On heuristic choices of tuning
parameters in the estimation of the extreme value index". Paper presented in CFE 12 and ERCIM 12, Oviedo, 2012.
Published
- Gomes, Maria Ivette; Reis, Paula; Dias, Sandra. "Penultimate approximations in statistics of extremes and reliability of large
coherent systems". Paper presented in Modern Stochastics: Theory and Applications III, Kyiv, 2012.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Monitoring the mean value in the contaminated normal family of distributions".
Paper presented in CFE 11 and ERCIM 11, London, 2011.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A simple generalization of the Hill estimators". Paper presented in CFE 11
and ERCIM 11, London, 2011.
Published
- Neves, Maria Manuela; Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Prata Gomes, Dora. "Computer-intensive methods in
an adaptive estimation of parameters of rare events". Paper presented in CFE 11 and ERCIM 11, London, 2011.
Published
- Gomes, Maria Ivette. "Semi-parametric probability-weighted moments estimation: asymptotics versus non-asymptotics". Paper
presented in Analytical Methods in Statistics, AMISTAT 2011, Prague, 2011.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Adaptive PORT-MVRB extreme value index estimation: A comparison of heuristic
algorithms". Paper presented in CFE’10 & ERCIM’10, London, 2010.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Chakraborti, S.. "Control Charts based on quantiles". Paper presented in
International Symposium on Business and Industrial Statistics - ISBIS 2010, Portoroz, 2010.
Published
- Gomes, Maria Ivette; Neves, M. Manuela. "Estimation of parameters of extreme events for random censored data". Paper presented
in The 40th International Biometrical Colloquium and Second Polish-Portuguese Workshop on Biometry in honour of Prof. J.T.
Mexia, Poznan, 2010.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation".
Paper presented in CFE 09 and ERCIM 09, Limassol, 2009.
Published
- Gomes, Maria Ivette. "Computational methods in statistics of extremes: adaptive choice of thresholds". Paper presented in
4th Workshop on Statistics, Mathematics and Computation, 2009.
Published
- Gomes, Maria Ivette. "A quasi-PORT methodology for VaR: second-order reduced-bias estimation". Paper presented in Graybill
VIII/EVA2009, Fort Collins, 2009.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Fase inicial de monitorização de um processo: estimação robusta/standard
dos limites de uma carta de controlo". Paper presented in XVI Congresso Annual da Sociedade Portuguesa de Estatística,
Vila Real, 2008.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and
finite sample comparison". Paper presented in 7th World Congress in Probability and Statistics, Singapore, 2008.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Robust estimation and its applications in statistical quality control".
Paper presented in ISBIS 2008, International Symposium on Business and Industrial Statistics (with special emphasis on
Quantitative Analytics for Banking, Finance and Insurance), Prague, 2008.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Asymptotic Comparison of Two "Maximum Likelihood" Extreme Value Index Estimators".
Paper presented in SPE/CIM Afternoon on Statistical Extremes, Coimbra, 2008.
Published
- Suleman, Abdul; Reis, Elizabeth; Gomes, Maria Ivette. "Estimação multinomial: uma nova proposta pseudo-Bayesiana". Paper presented
in XV Congresso Anual da Sociedade Portuguesa de Estatística, Lisboa, 2007.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Heavy tails: the Student's t and skew t distributions versus semi-parametric methodology".
Paper presented in EVA 2007: 5th International Conference on Extreme Value Analysis, Bern, 2007.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Environmental datasets — estimation of the tail index of the underlying
distribution and data modelling". Paper presented in EVA 2007: 5th International Conference on Extreme Value Analysis,
Bern, 2007.
Published
- Gomes, Maria Ivette. "Breakthrough in the estimation of the extreme value índex: Laurens de Haan leading contributions". Paper
presented in EVA 2007: 5th International Conference on Extreme Value Analysis, Bern, 2007.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Improved monitoring of control charts". Paper presented in ISBIS 2007,
Azores, 2007.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Vandewalle, Bjorn. "Estimação de vies reduzido de probabilidades de excedências
de níveis elevados". Paper presented in XIV Congresso Annual da Sociedade Portuguesa de Estatística, Covilhã,
2006.
Published
- Gomes, Maria Ivette; Hall, Andreia Oliveira; Miranda, Cristina; Pestana, Dinis Duarte. "Reduced bias tail and extremal index
estimation". Paper presented in EMS 2006: XXVI European Meeting of Statistician, Torun, 2006.
Published
- Gomes, Maria Ivette. "Comparação assintótica em níveis óptimos de estimadores do índice de valores extremos". Paper presented
in XIV Congresso Annual da Sociedade Portuguesa de Estatística, 2006.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Accommodating bias in the excesses over a high intermediate order statistic:
reduced bias extreme value index estimation for heavy tails". Paper presented in SCRA 2006 / FIM XIII, Tomar,
2006.
Published
- Vandewalle, Bjorn; Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "Reduced bias estimation of high quantiles and small
exceedance probabilities for heavy tailed models". Paper presented in SCRA 2006 / FIM XIII, Tomar, 2006.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Estimação de quantis elevados em estatística de extremos". Paper presented in XIII
Congresso Annual da Sociedade Portuguesa de Estatística, Ericeira, 2005.
Published
- Viseu, Clara; Gomes, Maria Ivette. "A metodologia 'jackknife' na estimação do índice de cauda". Paper presented in XIII
Congresso Anual da Sociedade Portuguesa de Estatística, Ericeira, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Cartas de controlo robustas e transformações de Box-Cox". Paper presented
in XIII Congresso Anual da Sociedade Portuguesa de Estatística, Ericeira, 2005.
Published
- Miranda, Cristina; Gomes, Maria Ivette. "A metodologia jackknife na estimação de uma cauda pesada". Paper presented in XIII
Congresso Anual da Sociedade Portuguesa de Estatística, Ericeira, 2005.
Published
- Araújo Santos, Paulo; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Estimação semi-paramétrica de quantis elevados: estimadores
de viés reduzido e com propriedade linear". Paper presented in XIII Congresso Anual da Sociedade Portuguesa de Estatística,
Ericeira, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Box-Cox Transformations versus Robust Control Charts in Statistical Process
Control". Paper presented in VII Conference on Advanced Mathematical and Computational Tools in Metrology (AMCTM 2005),
Monte de Caparica, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Comparison of semi-parametric reduced bias' quantile estimators". Paper
presented in EVA 2005: Extreme Value Analysis (Probabilistic and Statistical Models and their Applications), Gothenburg,
2005.
Published
- FRAGA ALVES, Maria Isabel; Araújo Santos, Paulo; Gomes, Maria Ivette. "Reduced bias semi-parametric quantile estimators with
a linear type property". Paper presented in EVA 2005: Extreme Value Analysis (Probabilistic and Statistical Models and
their Applications), Gothenburg, 2005.
Published
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Second order reduced bias tail index estimators under a third order
framework". Paper presented in EVA 2005: Extreme Value Analysis (Probabilistic and Statistical Models and their Applications),
Gothenburg, 2005.
Published
- Gomes, Maria Ivette. "Simple second order reduced bias value at risk estimators". Paper presented in Risk Analysis and
Extreme Value, Paris, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Control charts with robust estimated control limits". Paper presented in
Computational Statistics & Data Analysis, Neuchâtel, 2005.
Published
- Gomes, Maria Ivette; Hall, Andreia; Miranda, Cristina. "The jackknife methodology and subsampling techniques in the estimation
of the extremal index". Paper presented in Computational Statistics & Data Analysis, Neuchâtel, 2005.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Comparison of semi-parametric quantile estimators". Paper presented in
25th European Meeting of Statisticians, Oslo, 2005.
Published
- Miranda, Cristina; Gomes, Maria Ivette; Hall, Andreia. "Comportamento do estimador de Hill em modelos de médias móveis de
variáveis inteiras". Paper presented in XII Congresso Anual da Sociedade Portuguesa de Estatística, Évora, 2004.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Estimação do parâmetro de escala de primeira ordem em modelos de caudas
pesadas". Paper presented in XII Congresso Anual da Sociedade Portuguesa de Estatística, Évora, 2004.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estatística de extremos: discrepância entre comporta-mento assintótico
e exacto". Paper presented in XII Congresso Anual da Sociedade Portuguesa de Estatística, Évora, 2004.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Uma classe de estimadores do parâmetro de escala de segunda ordem". Paper presented
in XII Congresso Anual da Sociedade Portuguesa de Estatística, Évora, 2004.
Published
- Gomes, Maria Ivette. "Estimação de parâmetros de segunda ordem em estatística de extremos". Paper presented in XII Congresso
da Sociedade Portuguesa de Estatística, 2004.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A class of estimators of a scale second order parameter". Paper presented in Extreme
Value Analysis: Theory and Practice, Aveiro, 2004.
Published
- Gomes, Maria Ivette; de Haan, Laurens; Henriques-Rodrigues, Lígia. "Accommodation of bias in the excesses -- a weighted Hill
estimator of a positive tail index". Paper presented in Extreme Value Analysis: Theory and Practice, Aveiro,
2004.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Mendonca, Sandra. "Asymptotically best linear unbiased tail estimators under
a second order regular variation condition". Paper presented in Extreme Value Analysis: Theory and Practice, Aveiro,
2004.
Published
- Gomes, Maria Ivette; Pereira, Hugo; Miranda, Cristina. "Revisiting the role of the Jackknife methodology in the estimation
of a positive tail index". Paper presented in Extreme Value Analysis: Theory and Practice, Aveiro, 2004.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "O efeito da localização no estimador de Hill". Paper presented in XI Congresso
Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Miranda, Cristina; Gomes, Maria Ivette; Hall, Andreia. "Comparação de estimadores do índice de cauda em estruturas dependentes".
Paper presented in XI Congresso Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estimação robusta dos parâmetros de uma carta de controlo". Paper presented
in XI Congresso Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Martins, Maria João; Neves, Maria Man; Gomes, Maria Ivette. "Estimadores de núcleo na estimação do índice de cauda". Paper
presented in XI Congresso Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Gomes, Maria Ivette. "Redução de viés na estimação de parâmetros de acontecimentos extremos". Paper presented in XI Congresso
Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Oliveira, Orlando; Gomes, Maria Ivette. "Combinações lineares de estimadores de Hill". Paper presented in XI Congresso
Anual da Sociedade Portuguesa de Estatística, Faro, 2003.
Published
- Gomes, Maria Ivette. "The Generalized Jackknife Methodology in the Estimation of the Extremal Index". Paper presented in Workshop
on Dependence in Extreme Value Theory, EURANDOM, Eindhoven, 2003.
Published
- Fernanda Otilia Figueiredo; Gomes, Maria Ivette. "Cartas de controlo para processos não normais: Transformações de Box-Cox".
Paper presented in X Congresso Anual da Sociedade Portuguesa de Estatística, Porto, 2002.
- Caeiro, Frederico; Gomes, Maria Ivette. "Estimação do parâmetro de segunda ordem e controle do viés em Estatística de Extremos".
Paper presented in X Congresso Anual da Sociedade Portuguesa de Estatística, Porto, 2002.
Published
- Gomes, Maria Ivette; Miranda, Cristina. "A Metodologia Jackknife e Estimação do índice extremal". Paper presented in X
Congresso Anual da Sociedade Portuguesa de Estatística, Porto, 2002.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Box-Cox transformations in statistical process control". Prague,
2002.
Published
- Gomes, Maria Ivette. "The jackknife methodology in statistics of extremes". Paper presented in European Meeting of Statistics:
EMS 2002, Prague, 2002.
Published
- Gomes, Maria Ivette; Caeiro, Frederico. "Bias reduction in the semi-parametric estimation of parameters of rare events". Paper
presented in International Gnedenko Conference, Moskow, 2002.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Transformação de dados em Controlo Estatístico de Qualidade". Paper presented
in IX Congresso Anual da Sociedade Portuguesa de Estatística, Ponta Delgada, 2001.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens. "Semi-parametric estimation of the second order parameter:
a new class of estimators". Paper presented in EVA 2001: Extreme Value Analysis: Theory and Practice, Leuven,
2001.
Published
- Gomes, Maria Ivette. "Bias reduction and efficient estimation of the tail index. How far is location invariance essential?".
Paper presented in 2001: Extreme Value Analysis: Theory and Practice, Leuven, 2001.
Published
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Generalized jackknife estimators of the tail index". Paper presented
in EVA 2001: Extreme Value Analysis: Theory and Practice, Leuven, 2001.
Published
- Gomes, Maria Ivette. "Controlo do viés de estimadores semi-paramétricos de parâmetros de acontecimentos raros". Paper presented
in IX Congresso Annual da Sociedade Portuguesa de Estatística, 2001.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estimadores robustos de localização e escala". Paper presented in VIII
Congresso Anual da Sociedade Portuguesa de Estatística, Peniche, 2000.
Published
- Gomes, Maria Ivette. "Extremal Index". Paper presented in MMR 2000: Mathematical Methods in Reliability, 2000.
Published
- Neves, Maria Manuela; Gomes, Maria Ivette; Martins, Maria João. "Comparação de abordagens da metodologia bootstrap na estimação
semi-paramétrica do índice de cauda". Paper presented in VII Congresso Anual da Sociedade Portuguesa de Estatística,
1999.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Carta de máximos móveis e de somas móveis como alternativa a uma carta
de valores individuais". Paper presented in VII Congresso Anual da Sociedade Portuguesa de Estatística, Ofir,
1999.
Published
- Temido, M. Graça; Gomes, Maria Ivette; Canto e Castro, L.. "Inferência estatística em modelo max-semi-estável". Paper presented
in VII Congresso Anual da Sociedade Portuguesa de Estatística, Ofir, 1999.
Published
- Gomes, Maria Ivette. "Alternatives to a Semi-parametric Estimator of the Tail Index---the Jackknife Methodology". Paper presented
in Scandinavian-Ukranian Joint Meeting of Statistics, Kyiv, 1998.
- Gomes, Maria Ivette. "Alternatives to a Semi-parametric Estimator of the Tail Index". Paper presented in XIX éme Rencontre
Franco-Belge de Statisticiens: Théorèmes Limites et Longue Mémoire en Statistique, CIRM, 1998.
Published
- Gomes, Maria Ivette. "The Bootstrap Methodology in Statistical Extremes". Paper presented in EVA 1998: Extreme Value Analysis,
Theory and Practice, Gothenburgh, 1998.
Published
- Gomes, Maria Ivette. "Desenvolvimentos Recentes em Estatística de Extremos". Paper presented in 1º Encontro de Modelação
Estatística, 1998.
Published
- Valente, Adelaide; Gomes, Maria Ivette. "Inferência estatística em modelo extremal não-max-estável". Paper presented in VI
Congresso Annual da Sociedade Portuguesa de Estatística, 1998.
Published
- Gomes, Maria Ivette. "A metodologia bootstrap na estimação de parâmetros de acontecimentos raros". Paper presented in VI
Congresso Annual da Sociedade Portuguesa de Estatística, 1998.
Published
- Gomes, Maria Ivette. "Induced order statistics and the correlation coefficient". Paper presented in 51st Session of the
International Statistical Institute, Istambul, 1997.
Published
- Martins, M. João; Gomes, Maria Ivette. "Comportamento do Estimador de Hill na Estimação Semi-paramétrica do Índice de Cauda".
Paper presented in V Congresso Anual da Sociedade Portuguesa de Estatística, 1997.
Published
- Gomes, Maria Ivette. "Ordenações bivariadas e estimação do coeficiente de correlação". Paper presented in IV Congresso
Annual da Sociedade Portuguesa de Estatística, 1996.
Published
- Gomes, Maria Ivette. "Comportamento exacto de estimadores de períodos de retorno em modelo max-autoregressivo". Paper presented
in III Congresso Annual da Sociedade Portuguesa de Estatística, 1995.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Escolha estatística de caudas no domínio de atracção da distribuição Gumbel".
Paper presented in II Congresso Annual da Sociedade Portuguesa de Estatística, Luso, 1994.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Statistical Choice of Extreme Value Domains of Attraction - a Comparative
Analysis". Paper presented in Conference on Multivariate Extreme Value Estimation with Application to Economics and Finance,
1994.
Published
- Gomes, Maria Ivette. "Metodologias Jackknife e Bootstrap em Estatística de Extremos". Paper presented in I Congresso Anual
da Sociedade Portuguesa de Estatística, Vimeiro, 1993.
Published
- Gomes, Maria Ivette. "Finite Sample Properties of Estimators of the Extremal Index". Paper presented in XIII Rencontres
Franco-Belges de Statisticiens (dédiés à la mémoire de J. Tiago de Oliveira) — Résultats Nouveaux en Théorie de Valeurs Extrêmes
et Applications, Lille, 1992.
Published
- Gomes, Maria Ivette. "On the estimation of the parameters of rare events in dependent structures". Paper presented in 19th
European Meeting of Statisticians, Barcelona, 1991.
Published
- Gomes, Maria Ivette. "Relative efficiency of alternative estimators of the upper tail". Paper presented in 18th European
Meeting of Statisticians, 1988.
Published
- Gomes, Maria Ivette. "Inference in multidimensional extremal models". Paper presented in 17th European Meeting of Statisticians,
Thessaloniki, 1987.
Published
- Gomes, Maria Ivette. "Computation of mean value and covariance matrix of order statistics and their concomitants in an i-variate
extremal model". Paper presented in COMPSTAT 80 (4th International Symposium on Computational Statistics), Edimburgh,
1980.
Published
- Gomes, Maria Ivette. "A Monte Carlo study of sample characteristics of certain estimators in an i-variate extremal model".
Paper presented in COMPSTAT 80 (4th International Symposium on Computational Statistics), Edimburgh, 1980.
Published
|
Conference paper |
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. "A comparative study of several classes of reduced-bias
extreme value index estimators with applications". Paper presented in IX Workshop on Computational Data Analysis and Numerical
Methods, Évora, 2024.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A generalized jacknife estimator of a negative extreme value index". Paper presented
in IX Workshop on Computational Data Analysis and Numerical Methods, Évora, 2024.
Published
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. "Accounting for Bias in Extreme Value Index Estimation:
Applications in Environmental Science". Paper presented in 2nd International Workshop on Mathematics and Physical Sciences,
Évora, 2024.
Published
- Figueiredo, Fernanda; Figueiredo, Adelaide; Gomes, Maria Ivette. "Control charts for zero-inflated models". Paper presented
in XXXI Meeting of the Portuguese Association for Classification and Data Analysis (JOCLAD 2024), Leiria, 2024.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Further Tales on the Role of Tails in Risk Assessment".
Paper presented in II IMS International Conference on Statistics and Data Science (ICSDS2024), Lisboa, 2023.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Extreme Value Index estimation with Probability Weighted Moments". Paper presented
in II IMS International Conference on Statistics and Data Science (ICSDS 2023), Lisboa, 2023.
- Souto de Miranda, Manuela; Cristina Miranda; Gomes, Maria Ivette; Miranda, M. Cristina. "Extremal index robust estimation
based on negative binomial regression". Paper presented in ICORS 2023, Toulouse, 2023.
Published
- Gomes, Maria Ivette. "A Token of Friendship to Ross, together with reliable tail estimation". Paper presented in A Celebration
in Memory of Ross Leadbetter: Extremes, Dependence and More, Chapel Hill, 2023.
Published
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. "Lehmer's mean-of-order-p in the estimation of the Weibull
tail coefficient". Paper presented in VIII Workshop on Computational Data Analysis and Numerical Methods, Tomar,
2022.
Published
- Caeiro, Frederico; Cabral, Ivanilda; Gomes, Maria Ivette. "A comparison of several generalized and extended Hill estimators".
Paper presented in VIII Workshop on Computational Data Analysis and Numerical Methods, Tomar, 2022.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Fernanda Otília Figueiredo; Henriques-Rodrigues, Lígia. "Further tales of heavy tails
and generalized means". Paper presented in VIII Workshop on Computational Data Analysis and Numerical Methods, Tomar,
2022.
Published
- Gomes, Maria Ivette. "The Role of Resampling Methods and Generalized Means in Statistics of Extremes". Paper presented in
Encontro Conjunto Brasil-Portugal em Matemática, Salvador, 2022.
Accepted
- Gomes, Maria Ivette. "Extreme Value Theory: a Mathematical Decoder of the Random World of Extremes?". Paper presented in 21st
"Arrábida Meeting on Complexity": "Mathematics as decoder of the natural world complexity", Arrábida, 2022.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. "Alternative reliable ways to manage risks of
extreme events". Paper presented in 9th International Conference on Risk Analysis, Perugia, 2022.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "A Generalized Mean under a Non-regular Framework
and Extreme Value Index Estimation". Paper presented in ASMDA 2021: International Conference and Demographics 2021 Workshop,
Athens, 2021.
Published
- Gomes, Maria Ivette. "Statistical Extreme Value Theory and Applications: an Appealing and Challenging Topic". Paper presented
in Encontro Nacional da Sociedade Portuguesa de Matemática, 2021.
Accepted
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "Tail estimation via linear combinations of generalized means". Paper presented
in 6th Stochastic Modeling Techniques and Data Analysis International Conference, 2020.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Generalized Means: Progresses and Challenges in Statistics
of Extremes". Paper presented in VII Workshop on Computational Data Analysis and Numerical Methods, 2020.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Ligia; Pestana, Dinis Duarte. "Extreme value index estimation under non-regularity
and through generalized means". Paper presented in VII Workshop on Computational Data Analysis and Numerical Methods,
2020.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Linear combinations of generalized Hill estimators". Paper presented in
XXVI Meeting of the Portuguese Association for Classification and Data Analysis (JOCLAD2020),, 2020.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Statistics of extremes and possible earthquakes' prediction". Paper presented
in XXVI Meeting of the Portuguese Association for Classification and Data Analysis (JOCLAD2020), 2020.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Comparação de combinações lineares de estimadores do índice de cauda".
Paper presented in XXIV Congresso da Sociedade Portuguesa de Estatística, 2019.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Comparação assintótica de estimadores do parâmetro de forma de
segunda-ordem". Paper presented in XXIV Congresso da Sociedade Portuguesa de Estatística, 2019.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Médias generalizadas em ambiente de não-regularidade: estimação do índice de
valores extremos". Paper presented in XXIV Congresso da Sociedade Portuguesa de Estatística, 2019.
Published
- Gomes, Maria Ivette; Canto e Castro, L.; Dias, Sandra; Reis, Paula. "Approximations for extremes and bounds for the reliability
of large systems". Paper presented in VI Workshop on Computational Data Analysis and Numerical Methods, Covilhã,
2019.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A generalized jackknife estimator of a negative extreme value index". Paper presented
in 13th International Conference on Statistics, Mathematics and Computation, Lisboa, 2019.
Published
- Gomes, Maria Ivette. "Tail dependence coefficient semi-parametric estimation through a generalized mean". Paper presented
in 13th Conference on Statistics, Mathematics and Computation, 2019.
Published
- De Fátima Brilhante, M.; Gomes, M.I.; Pestana, D.. "Betaboop brings in chaos". 2019.
- Gomes, M.I.; Pestana, D.; Pestana, P.. "Sir Pinski rides again". 2019.
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide Maria; Gomes, Maria Ivette. "Design of sampling plans for sensory evaluation".
Paper presented in International Conference of Computational Methods in Sciences and Engineering 2018 (ICCMSE 2018),
2018.
Published • 10.1063/1.5079170
- Brilhante, M.F; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Population dynamics equilibrium and extreme growth". Paper presented
in III Encontro Luso-Galaico de Biometria, 2018.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Adaptive estimation for light-tailed models". Paper presented in 12th
Workshop on Statistics, Mathematics and Computation in Honour of Professor Carlos Braumann, 2018.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia. "Extreme value theory in the analysis of environmental events". Paper presented
in 12th Workshop on Statistics, Mathematics and Computation in Honour of Professor Carlos Braumann, 2018.
Published
- Caeiro, Frederico; Cabral, Ivanilda; Gomes, Maria Ivette. "Comparison of classes of generalized Hill estimators". Paper presented
in 12th Workshop on Statistics, Mathematics and Computation in Honour of Professor Carlos Braumann, 2018.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. "Combining Sensory and Chromatographic Analyses in
Acceptance Sampling Plans". Paper presented in V Workshop on Computational Data Analysis and Numerical Methods, Felgueiras,
2018.
Published
- Penalva, Helena Alexandra Couceiro Feio de Almeida; Gomes, Maria Ivette; Caeiro, Frederico; Neves, Maria Manuela. "Asymptotic
and finite sample comparison of some extreme value index classes of estimators". Paper presented in V Workshop on Computational
Data Analysis and Numerical Methods, Felgueiras, 2018.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "Mean-of-order-p
Value-at-Risk Estimation: a Monte-Carlo Comparison". Paper presented in V Workshop on Computational Data Analysis and
Numerical Methods, Felgueiras, 2018.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Generalização do estimador de Hill, baseada na média de Lehmer:
uma nova abordagem". Paper presented in XXIII Congresso da Sociedade Portuguesa de Estatística, Lisboa, 2017.
Published
- Gomes, Maria Ivette; Miranda, M Cristina. "Médias generalizadas na estimação de parâmetros de acontecimentos extremos em estruturas
fracamente dependentes". Paper presented in XXIII Congresso da Sociedade Portuguesa de Estatística, Lisboa,
2017.
Published
- Pestana, Dinis Duarte; Brilhante, M. Fátima; Gomes, Maria Ivette; Rocha, M. Luísa. "O charme discreto da burguesia da uniforme
e suas amigas". Paper presented in XXIII Congresso da Sociedade Portuguesa de Estatística, Lisboa, 2017.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. "Generalized means and peaks over random thresholds
value-at-risk estimation". Paper presented in Satellite Meeting ISI-Committee on Risk Analysis and 11th Workshop on Statistics,
Mathematics and Computation, Portalegre, 2017.
Published
- Gomes, Maria Ivette; Ferreira, Marta; Leiva, Víctor. "Extreme Value Birnbaum-Saunders Model and Applications". Paper presented
in 10th Mathematical and Statistical Modeling Workshop, Chicago, 2017.
Published
- Gomes, Maria Ivette. "Censoring, Truncation and Penultimate Extreme Value Theory in the Analysis of Cancer Data". Paper presented
in 7th International Conference on Risk Analysis, Chicago, 2017.
Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. "PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED
MEANS". Paper presented in International Statistical Institute Regional Statistics Conference, 2017.
Published
- Gomes, Maria Ivette. "Extreme Value Analysis and Risk Modeling". Paper presented in 61st International Statistical Institute
World Statistics Congress, ISI2017, Marrakesh, 2017.
Accepted
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo
study". Paper presented in 61st International Statistical Institute World Statistics Congress, ISI2017, Marrakesh,
2017.
Accepted
- Gomes, Maria Ivette; Reis, Paula; Canto E Castro, L.; Dias, Sandra. "Reliability bounds through penultimate approximations
for extremes". Paper presented in 10th International Conference on Mathematical Methods in Reliability (MMR 2017),
Grenoble, 2017.
Accepted
- Gomes, Maria Ivette; Reis, Paula; Canto e Castro, L.; Dias, Sandra. "Penultimate approximations in extreme value theory and
reliability of large coherent systems". Paper presented in 17th Conference of the Applied Stochastic Models and Data Analysis
International Conference (ASMDA 2017), 2017.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Mukherjee, A.. "A likelihood-ratio control chart for monitoring the parameters
of a logistic process". Paper presented in JOCLAD 2017: XXIV Jornadas de Classificação e Análise de Dados, 2017.
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Figueiredo, Adelaide Maria. "Inflated Pareto Processes in Statistical Quality
Control". Paper presented in ISBIS 2016: Meeting on Statistics in Business and Industry, Barcelona, 2016.
Published
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide; Gomes, Maria Ivette. "Acceptance sampling plans for sensory and chromatography
analyses". Paper presented in 10th Workshop on Statistics, Mathematics and Computation, 2016.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "MODELOS EXTREMAIS EM DINÂMICA DE POPULAÇÕES". Paper presented
in II Encontro Galaico-Portugés de Biometría, 2016.
Published
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "Reduced bias Hill estimators". Paper presented in International
Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE 2016), 2016.
Published • 10.1063/1.4968687
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Aplicação da metodologia PORT a estimadores recentes do índice de valores
extremos". Paper presented in XXII Congresso da Sociedade Portuguesa de Estatística, Olhão, 2015.
Published
- Miranda, M. Cristina; Gomes, Maria Ivette; Souto de Miranda, Manuela. "Estimação robusta do índice extremal". Paper presented
in XXIII Congresso da Sociedade Portuguesa de Estatística, Olhão, 2015.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "The exact distribution of the total median and the total range statistics".
Paper presented in MatTriad 2015, Coimbra, 2015.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otilia; Pestana, Dinis Duarte. "A Partially Reduced-Bias Class
of Value-at-Risk Estimators.". Paper presented in 60th International Statistical Institute World Statistics Congress, ISI2015,
Rio de Janeiro, 2015.
Published
- Brilhante, M. Fátima; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Further results on order statistics and products of functions
of independent generalized beta random variables". Paper presented in Numerical Analysis and Applied Mathematics ICNAAM
2014, 2015.
Published • 10.1063/1.4912748
- Gomes, Maria Ivette; Reis, Paula; Canto e Castro, Luísa; Dias, Sandra. "Penultimate approximations in EVT and in Reliability".
Paper presented in 8th Workshop on Statistics, Mathematics and Computation, Praia, Santiago, 2014.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "Resampling methodologies in Phase I control charts". Paper presented in
3rd SMTDA Conference, 2014.
Published
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. "Comparison of sampling plans by variables using the
bootstrap and Monte Carlo simulations". Paper presented in 10th International Conference of Computational Methods in Sciences
and Engineering (ICCMSE 2014), 2014.
Published • 10.1063/1.4897793
- Caeiro, Frederico; Gomes, Maria Ivette. "Comparison of asymptotically unbiased extreme value index estimators: A Monte Carlo
simulation study". Paper presented in 10th International Conference of Computational Methods in Sciences and Engineering
(ICCMSE 2014), 2014.
Published • 10.1063/1.4897797
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Figueiredo, Adelaide. "Controlo Estatístico da Qualidade em Indústria e
Serviços". Paper presented in II Congresso de Ciência e Desenvolvimento dos Açores, 2014.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Estimativas robustas de localização e escala obtidas via bootstrapping".
Paper presented in XXI Congresso da Sociedade Portuguesa de Estatística, 2013.
Published
- Gomes, Maria Ivette. "Estimação MOP de viés reduzido do parâmetro VaR". Paper presented in XXI Congresso da Sociedade Portuguesa
de Estatística, Aveiro, 2013.
Published
- Gomes, Maria Ivette; Brilhante, M. Fátima; Pestana, Dinis Duarte. "A Mean-of-order-p Value-at-Risk Estimator". Paper presented
in 7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Lisboa,
2013.
Published
- Gomes, Maria Ivette. "A Reduced-Bias Mean-of-order-p Value-at-Risk Estimator". Paper presented in International Conference
on Risk Analysis, ICRA 2013, Tomar, 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Beirlant, Jan. "Statistics of Univariate Extremes: an Overview and Open Research Topics".
Paper presented in 7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis,
Tomar, 2013.
Published
- Figueiredo, Fernanda; Gomes, Maria Ivette; Brilhante, M. Fátima; Neves, M. Manuela. "Reduced-bias estimation: jackknife and
bootstrap methods in action". Paper presented in 7th Workshop on Statistics, Mathematics and Computation and 5th International
Conference on Risk Analysis, Tomar, 2013.
Published
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Revisiting a PORT-PPWM EVI-estimator". Paper presented
in 7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Tomar,
2013.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Adaptive PORT-MVRB VaR estimation". Paper presented in 7th Workshop on
Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Tomar, 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A class of PPWM estimators of high quantiles". Paper presented in 7th Workshop
on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Tomar, 2013.
Published
- Pestana, Dinis Duarte; Gomes, Maria Ivette; Mendonca, Sandra. "k-Geometric Order Statistics". Paper presented in 7th Workshop
on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Tomar, 2013.
Published
- Fernanda Otilia Figueiredo; Gomes, Maria Ivette. "Performance of the bootstrap control charts for skew-normal data". Paper
presented in 7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis,
Tomar, 2013.
Published
- Brilhante, M.D.F.; Gomes, Maria Ivette; Pestana, D.. "Dynamic instabilities in population growth models I: Bernoulli randomized
modified Fibonacci model". Paper presented in 6th Chaotic Modeling and Simulation International Conference, 2013.
Published
- Brilhante, M.D.F.; Gomes, Maria Ivette; Pestana, D.. "Extensions of the Verhulst model, order statistics and products of independent
uniform random variables". Paper presented in 6th Chaotic Modeling and Simulation International Conference, 2013.
Published
- Gomes, Maria Ivette; Reis, P.; Canto E Castro, L.; Dias, S.. "Reliability control of complex systems through penultimate approximations".
Paper presented in 7th IFAC Conference on Manufacturing Modelling, Management, and Control, 2013.
Published • 10.3182/20130619-3-RU-3018.00191
- Caeiro, Frederico; Gomes, Maria Ivette. "On the selection of the tuning parameter of a moment estimator of the extreme value
index". Paper presented in Numerical Analysis and Applied Mathematics ICNAAM 2013, 2013.
Published • 10.1063/1.4825616
- Gomes, Maria Ivette; Brilhante, M.F.; Pestana, Dinis Duarte. "Reduced-bias mean-of-order-p extreme value index estimation".
Paper presented in XXXI International Seminar on Stability Problems for Stochastic Models, 2013.
Published
- Brilhante, M.F; Gomes, Maria Ivette; Pestana, Dinis Duarte; Rocha, M. Luísa. "Dynamic Instabilities in Population Growth Models
II: Panjer Randomized Modified Fibonacci Model". Paper presented in 6th Chaotic Modeling and Simulation International
Conference, 2013.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A new class of estimators of the shape second order parameter of an heavy-tailed
distribution". Paper presented in Joint Meeting of y-BIS and jSPE, Lisboa, 2012.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Optimal choice of a tuning parameter in the PORT-estimation of a shape second-order
parameter". Paper presented in Joint Meeting of y-BIS and jSPE, 2012.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "The skew-normal and the inverse scale factors-normal distributions in SQC".
Paper presented in Joint Meeting of y-BIS and jSPE, Costa de Caparica, 2012.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Extension of Panjer's iterative procedures and multifractals".
Paper presented in 5th Chaotic Modeling and Simulation International Conference, 2012.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Extensions of verhulst model in population dynamics and extremes".
Paper presented in 5th Chaotic Modeling and Simulation International Conference, 2012.
Published
- Neves, Maria Manuela; Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Prata Gomes, Dora. "Modeling extreme events: Sample
fraction adaptive choice in parameter estimation". Paper presented in Numerical Analysis and Applied Mathematics ICNAAM
2012, 2012.
Published • 10.1063/1.4756342
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, D.D.. "A non-parametric double-bootstrap method for an adaptive MOP EVI-estimation".
Paper presented in Numerical Analysis and Applied Mathematics ICNAAM 2012, 2012.
Published • 10.1063/1.4756501
- Caeiro, Frederico; Gomes, Maria Ivette. "A reduced bias estimator of a 'scale' second order parameter". Paper presented in
Numerical Analysis and Applied Mathematics ICNAAM 2012, 2012.
Published • 10.1063/1.4756343
- Gomes, Maria Ivette. "A location invariant PPWM EVI-estimator.". Paper presented in International Conference on 'Probability
Theory and its Applications' in Commemoration of the Centennial of B.V. Gnedenko, 2012.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Novo estimador de viés reduzido de um índice de valores extremos
positivo". Paper presented in XX Congresso da Sociedade Portuguesa de Estatística, 2012.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "A relevância da distribuição normal assimétrica em aplicações". Paper presented
in XX Congresso da Sociedade Portuguesa de Estatística, 2012.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala
de segunda ordem". Paper presented in XX Congresso da Sociedade Portuguesa de Estatística, 2012.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "The total median statistic revisited". Paper presented in ENBIS 2011,
Coimbra, 2011.
Published
- Gomes, Maria Ivette. "A importância de métodos de re-amostragem em Estatística de Extremos". Paper presented in XIX Congresso
da Sociedade Portuguesa de Estatística, Nazaré, 2011.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Estimação de um parâmetro de forma de segunda-ordem". Paper presented in XIX Congresso
da Sociedade Portuguesa de Estatística, Nazaré, 2011.
Published
- Cristina, Miranda; Souto de Miranda, Manuela; Rocha, Anabela; Gomes, Maria Ivette. "Uma versão robusta para o estimador do
índice extremal de Nandagopalan". Paper presented in XIX Congresso da Sociedade Portuguesa de Estatística, Nazaré,
2011.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Excessos acima de níveis aleatórios e estimação linear óptima e centrada".
Paper presented in XIX Congresso da Sociedade Portuguesa de Estatística, Nazaré, 2011.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Uma generalização do estimador de Hill". Paper presented in XIX Congresso
da Sociedade Portuguesa de Estatística, Nazaré, 2011.
Published
- Gomes, Maria Ivette. "Comparação assintótica de estimadores de um parâmetro de forma de segunda-ordem em caudas pesadas".
Paper presented in XIX Congresso da Sociedade Portuguesa de Estatística, Nazaré, 2011.
Published
- Santos, Paulo; Gomes, Maria Ivette; Patrícia de Zea Bermudez. "Testes não-paramétricos para validação de modelos extremais:
uma Aplicação a Dados de Atletismo". Paper presented in XIX Congresso da Sociedade Portuguesa de Estatística, Nazaré,
2011.
Published
- Gomes, Maria Ivette. "Resampling methodologies in the field of extremes". Paper presented in 17th Young European Statistician
Meeting, Monte de Caparica, 2011.
Published
- Gomes, Maria Ivette; Ferreira, Marta; Leiva, Víctor. "The extreme value Birnbaum-Saunders model in Biometry and Environment".
Paper presented in V Workshop on Statistics, Mathematics and Computation, Faro, 2011.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte; Pestana, Pedro Duarte. "Sir Pinski rides again". Paper presented in 4th Chaotic
Modeling and Simulation International Conference, Crete, 2011.
Published
- Brilhante, M. Fátima; Gomes, Maria Ivette; Pestana, Dinis Duarte. "BetaBoop brings in chaos". Paper presented in 4th Chaotic
Modeling and Simulation International Conference, Crete, 2011.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Light-tail estimation: a negative moment EVI-estimator and an application to environmental
data". Paper presented in The 7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their
Applications (EVA 2011), Lyon, 2011.
Published
- Gomes, Maria Ivette; Caeiro, Frederico. "Asymptotic comparison at optimal levels of reduced-bias EVI estimators". Paper presented
in The 7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications (EVA 2011),
Lyon, 2011.
Published
- Neves, M. Manuela; Gomes, Maria Ivette. "Estimation of parameters of extreme events for randomly censored data". Paper presented
in The 7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications (EVA 2011),
2011.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Asymptotic distribution of an extreme value index estimator based on the scaled log-spacings".
Paper presented in Numerical Analysis and Applied Mathematics, ICNAM 2011, 2011.
Published • 10.1063/1.3637901
- Frederico Caeiro; Gomes, Maria Ivette. "Estimação semi-paramétrica da cauda: nova classe de estimadores dos momentos ponderados
de probabilidade". Paper presented in XVIII Congresso da Sociedade Portuguesa de Estatística, S. Pedro do Sul,
2010.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "A metodologia PORT na estimação de um parâmetro de forma de segunda ordem".
Paper presented in XVIII Congresso da Sociedade Portuguesa de Estatística, S. Pedro do Sul, 2010.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Estimação adaptativa e PORT-MVRB do índice de valores extremos". Paper presented
in XVIII Congresso da Sociedade Portuguesa de Estatística, S. Pedro do Sul, 2010.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Peaks over random threshold best linear unbiased estimation of the extreme
value index". Paper presented in LINSTAT 2010, Tomar, 2010.
Published
- Gomes, Maria Ivette; Neves, M.M.. "A note on Statistics of Extremes for censoring schemes on a heavy right tail". Paper presented
in ITI 2010, 32nd International Conference on Information Technology Interfaces, 2010.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, L.; Miranda, C.. "A simulation study of invariant second-order reduced-bias extreme
value index estimators". Paper presented in ITI 2010, 32nd International Conference on Information Technology Interfaces,
2010.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "A heuristic choice of tuning parameters in a location invariant reduced-bias
estimation of the extreme value index: Application to financial log-returns and simulated data". Paper presented in ITI
2010, 32nd International Conference on Information Technology Interfaces, 2010.
Published
- Gomes, Maria Ivette; Caeiro, Frederico. "Adaptive probability weighted moments estimation". Paper presented in Conference
on Probability and Mathematical Statistics, 2010.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Pereira, Hugo. "Comparação assintótica em níveis óptimos de estimadores do índice
de cauda de viés reduzido". Paper presented in XVII Congresso da Sociedade Portuguesa de Estatística, Sesimbra,
2009.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Cartas de controlo baseadas na função quantil". Paper presented in XVII
Congresso da Sociedade Portuguesa de Estatística, Sesimbra, 2009.
Published
- Gomes, Maria Ivette. "Estimação adaptativa MVRB: aplicação a dados financeiros". Paper presented in XVII Congresso da Sociedade
Portuguesa de Estatística, Sesimbra, 2009.
Published
- Miranda, M. Cristina; Gomes, Maria Ivette. "Estimação do índice de cauda com redução do viés em contexto dependente — estudo
comparativo com recurso ao método de Monte Carlo". Paper presented in XVII Congresso da Sociedade Portuguesa de Estatística,
Sesimbra, 2009.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Classical and MVRB tail index estimators: asymptotic comparison at optimal
levels". Paper presented in Workshop em Estatística pela Jubilação do Professor João Tiago Mexia, Monte de Caparica,
2009.
Published
- Gomes, Maria Ivette; Miranda, Cristina. "Finite sample behaviour of the mixed moment estimator in dependent frameworks". Paper
presented in ITI 2009, 2009.
Published • 10.1109/ITI.2009.5196086
- Gomes, Maria Ivette; Pestana, D.; Sequeira, F.; Mendonca, S.; Velosa, S.. "Uniformity of offsprings from uniform and non-uniform
parents". Paper presented in ITI 2009, Dubrovnik, 2009.
Published • 10.1109/ITI.2009.5196087
- Gomes, Maria Ivette; Mendonça, Sandra; Pestana, Dinis Duarte. "Adaptive reduced-bias tail index and value-at-risk estimation".
Paper presented in Applied Stochastic Models and Data Analysis -- ASMDA 2009, 2009.
Published
- Gomes, Maria Ivette. "Statistics of extremes under censoring schemes". Paper presented in II Iberian Mathematical Meeting,
Badajoz, 2008.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "PORT-ML, PORT-MP and other classical tail index estimators: asymptotic comparison
at optimal levels". Paper presented in BAS 2008, Barcelona, 2008.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "High Quantile estimation and the PORT methodology". Paper presented in BAS
2008, Barcelona, 2008.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pereira, H.; Pestana, D.. "A semi-parametric estimator of a "scale" second
order parameter based upon the log-excesses". Paper presented in ITI 2008, 2008.
Published • 10.1109/ITI.2008.4588431
- Gomes, Maria Ivette; de Haan, Laurens; Henriques-Rodrigues, Lígia. "Weighted log-excesses in statistics of extremes". Paper
presented in ICORS06--International Conference on Robust Statistics, Lisboa, 2006.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Viseu, Clara. "Empirical tail index and VaR analysis". Paper presented in
International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, 2006.
Published
- Gomes, Maria Ivette. "Reduced bias tail index and associated quantile estimation". Paper presented in Journées Extremes
à Lille, Lille, 2006.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Control charts with estimated control limits". Paper presented in 6th
German Open Conference on Probability and Statistics, Karlsruher, 2004.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Cartas de controlo para monitorização de processos não normais". Paper
presented in X Jornadas de Classificação e Análise de Dados —JOCLAD, Aveiro, 2003.
Published
- Gomes, Maria Ivette. "The influence of the extremal index on the estimation of return periods of high levels". Paper presented
in 61st International Meeting on Statistical Climatology, 1995.
Published
- Gomes, Maria Ivette. "Metodologias jackknife e bootstrap em Estatística de Extremos". Paper presented in II Conferência
Anual da S.P.E., 1995.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Escolha estatística de caudas no domínio de atracção da distribuição Gumbel".
Paper presented in II Conferência Anual da S.P.E, 1995.
Published
- Gomes, Maria Ivette. "The Scientific Work of J. Tiago de Oliveira". Paper presented in NIST Conference on Extreme Value
Theory and its Applications, Gaithersburg, 1993.
Published • 10.13140/RG.2.2.21649.30560
- Gomes, Maria Ivette. "Comparison of estimators of the upper tail of a distribution". Paper presented in COMPSTAT 88,
Copenhagen, 1988.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Non-classical Extreme Value Models". Paper presented in III International
Conf. on Statistical Climatology, 1986.
Published
- Gomes, Maria Ivette; van Monfort, M.A.J.. "Exponentiality versus Generalized Pareto, quick tests". Paper presented in III
International Conf. on Statistical Climatology, 1986.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "The extremal limit problem in data analysis: building a statistical package".
Paper presented in Computer at the University, 1986.
Published
- Gomes, Maria Ivette. "Robustness of Gumbel Statistical Choice Test Statistic in a Multivariate GEV Model". Paper presented
in COMPSTAT 86 (7th International Symposium on Computational Statistics), Rome, 1986.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A simulation study of maxima of standardized spacings". Paper presented in COMPSTAT
86 (7th International Symposium on Computational Statistics), Rome, 1986.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Domains of attraction and penultimate behaviour". Paper presented in 16th
European Meeting of Statisticians, Marburg, 1984.
Published
- Gomes, Maria Ivette. "Statistical Theory of Extremes: Alternative Approaches". Paper presented in 16th European Meeting
of Statisticians, Marburg, 1984.
Published
- Tiago de Oliveira, J.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Using and extending statistical packages: a project in
teaching statisticians". Paper presented in VI Intern. Symp. on Computer at University, 1984.
Published
- Gomes, Maria Ivette. "Two algorithms for analyzing mixtures of distributions". Paper presented in VI Intern. Symp. Computer
at University, 1984.
Published
- Gomes, Maria Ivette. "Statistical choice in a multivariate GEV model". Paper presented in III Colóquio de Estatística e
Investigação Operacional, 1984.
Published
- Gomes, Maria Ivette. "Estimation procedures in an i-dimensional extremal model". Paper presented in XIV Reunion Soc. Espan.
Inv. Oper. Estad. Inform., 1984.
Published
- Gomes, Maria Ivette. "An i-dimensional distribution function of largest values and its relevance to the statistical theory
of extremes: further results". Paper presented in 15th European Meeting Statisticians, Palermo, 1982.
Published
- Gomes, Maria Ivette. "Numerical upper and lower bounds for the distribution of maxima". Paper presented in COMPSTAT 82,
Toulouse, 1982.
Published
- Gomes, Maria Ivette. "Penultimate versus ultimate in extreme value theory: a simulation study.". Paper presented in COMPSTAT
82, Toulouse, 1982.
Published
- Gomes, Maria Ivette. "A note on statistical choice of extremal models". Paper presented in IX Jornadas Hispano-Lusas de
Matemática, 1982.
Published
- Gomes, Maria Ivette. "Closeness of penultimate approximations in extreme value theory". Paper presented in 14th European
Meeting Statisticians, Wroclaw, 1981.
Published
- Gomes, Maria Ivette. "Extremal Models in Economy". Paper presented in 15th CIRET (Center for International Research on
Economic Tendency Surveys) Conference, 1981.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Nota sobre o domínio de atracção de leis estáveis". Paper presented in VIII
Jornadas Luso-Espanholas de Matemática, 1981.
Published
- Gomes, Maria Ivette. "Verosimilhança e inferência estatística". Paper presented in II Colóquio Estatística e Investigação
Operacional, 1981.
Published
|
Edited book |
- Gomes, Maria Ivette; Oliveira, Teresa; Oliveira, Amilcar; Pestana, Pedro Duarte Leal Gomes; Xu, Min. 2023 Institute of
Mathematical Statistics (IMS) International Conference on Statistics and Data Science (ICSDS): Program Book. New York,
United States: Institute of Mathematical Statistics (IMS). 2023.
Published
- Oliveira, Teresa; Gomes, Maria Ivette; Grilo, Luís; Oliveira, Amilcar; Baptista, J. Book of Abstracts - 8th Workshop on
Statistics, Mathematics and Computation. Instituto Politécnico de Tomar. 2014.
Published • Editor
- Oliveira, Teresa; Gomes, Maria Ivette; Kitsos, Christos; Oliveira, Amilcar; Grilo, Luís. Book of Abstracts - 7th Workshop
on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis. Lisboa, Portugal: Instituto
Nacional de Estatística (INE). 2013.
Published • Editor
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Neves, Cláudia. Risk and Extreme Values in Insurance
and Finance: Book of Abstracts. Centro de Estatística e Aplicações (CEAUL). 2011.
Published • Editor
- Gomes, Maria Ivette; Pinto Martins, J.A.; Silva, J.A.. Bull. Internat. Statist. Inst. LXII (Electronic publication).
Netherlands: International Statistical Institute. 2007.
Published • Editor
- Gomes, Maria Ivette; Pestana, Dinis; Silva, Pedro Nascimento. ISI 2007 Book of Abstracts. CEAUL, INE and ISI. 2007.
Published • Editor
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Turkman, Kamil. Statistical Extremes and Environmental
Risk. Centro de Estatística e Aplicações (CEAUL). 2007.
Published • Editor
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. Extremes Day in Honor of Laurens de Haan: Extremes, Risk, Safety and the
Environment. Centro de Estatística e Aplicações (CEAUL). 2006.
Published • Editor
- Hall, Andreia; Gomes, Maria Ivette; Rootzen, H.; Scotto, Manuel. Book of Abstracts: 3rd International Symposium on Extreme
Value Analysis -- Theory and Practice. Universidade de Aveiro. 2004.
Published • Editor
- Gomes, Maria Ivette; de Haan, Laurens; Pestana, Dinis Duarte; Canto e Castro, L.; FRAGA ALVES, Maria Isabel. Extremes,
Risk and Resampling Techniques: Extended Abstracts. Centro de Estatística e Aplicações (CEAUL). 2003.
Published • Editor
- Gomes, Maria Ivette; Pestana, Dinis Duarte; Canto e Castro, L.; FRAGA ALVES, Maria Isabel; Martins, Maria João. Extreme
Values and Additive Laws: Extended Abstracts. Lisboa, Portugal: Centro de Estatística e Aplicações (CEAUL). 1999.
Published • Editor
|
Encyclopedia entry |
- Gomes, Maria Ivette. "Acceptance Sampling". In International Encyclopedia of Statistical Science, edited by Lovric,
M.. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_104.
Published • http://dx.doi.org/10.1007/978-3-642-04898-2_104
- Gomes, Maria Ivette. "Statistical Quality Control". In International Encyclopedia of Statistical Science. Springer
Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_551.
Published • 10.1007/978-3-642-04898-2_551
|
Journal article |
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Manuela Neves; Penalva, Helena Alexandra Couceiro Feio de Almeida. "Extreme
Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalized Means". Applied Sciences 14
19 (2024): 8671. http://dx.doi.org/10.3390/app14198671.
Published • 10.3390/app14198671
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. "A New Class of Reduced-Bias Generalized Hill Estimators".
Mathematics 12 18 (2024): 2866. http://dx.doi.org/10.3390/math12182866.
Published • 10.3390/math12182866
- Brilhante, M. Fátima; Gomes, Maria Ivette; Mendonça, Sandra; Pestana, Dinis; Santos, Rui. "Two P or Not Two P: Mendel Random
Variables in Combining Fake and Genuine p-Values". AppliedMath 4 3 (2024): 1128-1142. http://dx.doi.org/10.3390/appliedmath4030060.
Open access • Published • 10.3390/appliedmath4030060
- Gomes, Maria Ivette. "The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements".
Communications in Mathematics 32 3 (2024): 329-391. https://doi.org/10.48550/arXiv.2402.14414.
Open access • 10.46298/cm.13109
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. "Improvements in the estimation of the Weibull tail coefficient:
A comparative study". Mathematical Methods in the Applied Sciences 47 11 (2024): 8255-8274. http://dx.doi.org/10.1002/mma.10013.
Published • 10.1002/mma.10013
- Cristina Miranda; Souto de Miranda, Manuela; Gomes, Maria Ivette. "A new proposal for robust estimation of the extremal index".
J. Statistical Computation and Simulation (2024): https://doi.org/10.1080/00949655.2023.2300700.
Accepted
- Hsing, Tailen; Rootzén, Holger; Gomes, Maria Ivette; and other contributors. "Remembering Ross Leadbetter: some personal recollections".
Extremes 26 3 (2023): 399-412. http://dx.doi.org/10.1007/s10687-023-00464-y.
Published
- M. Fátima Brilhante; M. Ivette Gomes; Sandra Mendonça; Dinis Pestana; Pedro Pestana. "Generalized Beta Models and Population
Growth: So Many Routes to Chaos". Fractal and Fractional (2023): https://doi.org/10.3390/fractalfract7020194.
10.3390/fractalfract7020194
- Caeiro, Frederico; Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "The Use of Generalized Means in the Estimation of the
Weibull Tail Coefficient". Computational and Mathematical Methods 2022 (2022): 1-12. http://dx.doi.org/10.1155/2022/7290822.
Published • 10.1155/2022/7290822
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. "Non-regular Frameworks and the Mean-of-Order p Extreme
Value Index Estimation". Journal of Statistical Theory and Practice 16 3 (2022): http://dx.doi.org/10.1007/s42519-022-00264-w.
Open access • Published • 10.1007/s42519-022-00264-w
- Gomes, Maria Ivette; Turkman, Kamil. "In memoriam - Ross Leadbetter [1931-2022]". Revstat — Statist. J. 20 2 (2022):
https://revstat.ine.pt/index.php/REVSTAT/article/view/463/530.
Published
- Lígia Henriques-Rodrigues; M. Ivette Gomes; Christophe Chesneau. "Box-Cox Transformations and Bias Reduction in Extreme Value
Theory". Computational and Mathematical Methods 2022 (2022): 1-15. https://doi.org/10.1155/2022/3854763.
10.1155/2022/3854763
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. "On the comparison of several classical estimators of the extreme
value index". Communications in Statistics - Theory and Methods 51 1 (2022): 179-196. http://www.scopus.com/inward/record.url?eid=2-s2.0-85083551129&partnerID=MN8TOARS.
Published • 10.1080/03610926.2020.1746970
- Ahmad, S.M.; Gomes, M.I.; Ide, A.H.; Neng, N.R.; Nogueira, J.M.F.. "Monitoring traces of organochlorine pesticides in herbal
matrices by bar adsorptive microextraction–Application to black tea and tobacco". International Journal of Environmental
Analytical Chemistry 101 10 (2021): 1363-1377. http://www.scopus.com/inward/record.url?eid=2-s2.0-85074800043&partnerID=MN8TOARS.
10.1080/03067319.2019.1682140
- Caeiro, Frederico; Henriques-Rodrigues, Ligia; Gomes, Maria Ivette; Cabral, Ivanilda. "Minimum-variance reduced-bias estimation
of the extreme value index: A theoretical and empirical study". Computational and Mathematical Methods 2 4 (2020):
https://doi.org/10.1002/cmm4.1101.
Published • 10.1002/cmm4.1101
- Penalva, H.; Gomes, M.I.; Caeiro, F.; Neves, M.M.. "Lehmer's mean-of-order-p extreme value index estimation: a simulation
study and applications". Journal of Applied Statistics 47 13-15 (2020): 2825-2845. http://www.scopus.com/inward/record.url?eid=2-s2.0-85075425399&partnerID=MN8TOARS.
Published • 10.1080/02664763.2019.1694871
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, F.; Henriques-Rodrigues, Lígia; Pestana, D.. "Reduced-bias and partially
reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application". Journal of Statistical
Computation and Simulation 90 10 (2020): 1735-1752. http://www.scopus.com/inward/record.url?eid=2-s2.0-85082605252&partnerID=MN8TOARS.
Published • 10.1080/00949655.2020.1746787
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, F.; Henriques-Rodrigues, L.; Pestana, D.. "Corrected-Hill versus partially
reduced-bias value-at-risk estimation". Communications in Statistics: Simulation and Computation 49 4 (2020): 867-885.
http://www.scopus.com/inward/record.url?eid=2-s2.0-85060651381&partnerID=MN8TOARS.
Published • 10.1080/03610918.2018.1489053
- Gomes, Maria Ivette. "Revisiting rates of convergence and penultimate approximations for extremes". Annales Univ. Sci.
Budapest., Sect. Comp. 50 (2020): 135-149. http://ac.inf.elte.hu/Vol_050_2020/135_50.pdf.
Published
- Penalva, Helena Alexandra Couceiro Feio de Almeida; Gomes, Maria Ivette; Caeiro, Frederico; Neves, M. Manuela. "A couple of
non reduced bias generalized means in extreme value theory: An asymptotic comparison". Revstat Statistical Journal
18 3 (2020): 281-298. http://www.scopus.com/inward/record.url?eid=2-s2.0-85083583865&partnerID=MN8TOARS.
Published • 10.57805/revstat.v18i3.301
- Leiva, Víctor; Lillo, Camilo; Gomes, Maria Ivette; Ferreira, Marta Susana. "Discussion of 'Birnbaum-Saunders distribution:
A review of models, analysis, and applications' and a novel financial extreme value data analytics from natural disasters".
Applied Stochastic Models in Business and Industry 35 1 (2019): 90-95. http://hdl.handle.net/1822/61444.
Published • 10.1002/asmb.2400
- Brilhante, M. Fátima; Gomes, Maria Ivette; Pestana, Dinis. "Modelling risk of extreme events in generalized Verhulst models".
Revstat—Statistical Journal 17 2 (2019): 145-162. https://www.ine.pt/revstat/pdf/Paper1_BrilhanteETAL.pdf.
Open access • Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette. "Location-invariant reduced-bias tail index estimation under a third-order
framework". Journal of Statistical Theory and Practice 12 2 (2018): 206-230. http://dx.doi.org/10.1080/15598608.2017.1342577.
Published • 10.1080/15598608.2017.1342577
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Erratum to: Competitive estimation of the extreme value index¿ [Statist.
Probab. Lett. 117 (2016) 128-135]". Statistics & Probability Letters 130 (2017): 40-41. https://doi.org/10.1016%2Fj.spl.2017.06.013.
Published • 10.1016/j.spl.2017.06.013
- Figueiredo, F.; Gomes, Maria Ivette; Henriques-Rodrigues, L.. "Value-at-risk estimation and the port mean-of-order-p methodology".
Revstat Statistical Journal 15 2 (2017): 187-204. http://www.scopus.com/inward/record.url?eid=2-s2.0-85018796393&partnerID=MN8TOARS.
Published
- Gomes, Maria Ivette; Antonia Turkman. "International Prize of Statistics: Congratulations Sir David Cox". Revstat -- Statist.
J. 15 1 (2017): https://www.ine.pt/revstat/pdf/International%20Prize%20of%20Statistics_REVSTATvol15n12017.pdf.
- Gomes, Maria Ivette; Brilhante, M. Fátima; Pestana, Dinis. "New Reduced-bias Estimators of a Positive Extreme Value Index".
Communications in Statistics - Simulation and Computation 45 3 (2016): 833-862. http://dx.doi.org/10.1080/03610918.2013.875567.
Published • 10.1080/03610918.2013.875567
- Gomes, Maria Ivette; Lígia Henriques-Rodrigues. "Competitive estimation of the extreme value index". Statistics & Probability
Letters 117 (2016): 128-135. http://dx.doi.org/10.1016/j.spl.2016.05.012.
Published • 10.1016/j.spl.2016.05.012
- Caeiro, Frederico; Gomes, Maria; Beirlant, Jan; de Wet, Tertius. "Mean-of-order p reduced-bias extreme value index estimation
under a third-order framework". Extremes 19 4 (2016): 561-589. http://dx.doi.org/10.1007/s10687-016-0261-5.
Published • 10.1007/s10687-016-0261-5
- Jan Beirlant; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Tail fitting for truncated and non-truncated Pareto-type distributions".
Extremes 19 3 (2016): 429-462. http://dx.doi.org/10.1007/s10687-016-0247-3.
Published • 10.1007/s10687-016-0247-3
- Fernanda Figueiredo; Gomes, Maria Ivette. "The total median statistic to monitor contaminated normal data". Quality Technology
& Quantitative Management 13 1 (2016): 78-87. http://dx.doi.org/10.1080/16843703.2016.1139840.
Published • 10.1080/16843703.2016.1139840
- Gomes, Maria Ivette; Henriques-Rodrigues, L.; Manjunath, B.G.. "Mean-of-order-p location-invariant extreme value index estimation".
Revstat Statistical Journal 14 3 (2016): 273-296. http://www.scopus.com/inward/record.url?eid=2-s2.0-84976449758&partnerID=MN8TOARS.
Open access • Published
- Leiva, Víctor; Ferreira, Marta; Gomes, Maria Ivette; Lillo, C.. "Extreme value Birnbaum-Saunders regression models applied
to environmental data". Stochastic Environmental Research and Risk Assessment 30 3 (2016): 1045-1058. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000371316900019&KeyUID=WOS:000371316900019.
Published • 10.1007/s00477-015-1069-6
- Caeiro, Frederico; Gomes, Maria Ivette; Henriques-Rodrigues, L.. "A location-invariant probability weighted moment estimation
of the Extreme Value Index". International Journal of Computer Mathematics 93 4 (2016): 676-695. http://www.scopus.com/inward/record.url?eid=2-s2.0-84909952827&partnerID=MN8TOARS.
Published • 10.1080/00207160.2014.975217
- Isabel Fraga Alves; Miguel de Carvalho. "An interview with Ivette Gomes". Extremes (2015): http://dx.doi.org/10.1007/s10687-015-0223-3.
Published • 10.1007/s10687-015-0223-3
- Gomes, Maria Ivette; Brilhante, M.F.; Caeiro, Frederico; Pestana, D.. "A new partially reduced-bias mean-of-order p class
of extreme value index estimators". Computational Statistics and Data Analysis 82 (2015): 223-227. http://www.scopus.com/inward/record.url?eid=2-s2.0-84907899862&partnerID=MN8TOARS.
Published • 10.1016/j.csda.2014.08.017
- Caeiro, Frederico; Gomes, Maria Ivette. "Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed
model". Journal of Statistical Computation and Simulation 85 17 (2015): 3405-3419. http://dx.doi.org/10.1080/00949655.2014.975707.
Published • 10.1080/00949655.2014.975707
- Henriques-Rodrigues, L.; Gomes, Maria Ivette; Manjunath, B.G.. "Estimation of a scale second-order parameter related to the
PORT methodology". Journal of Statistical Theory and Practice 9 3 (2015): 571-599. http://www.scopus.com/inward/record.url?eid=2-s2.0-84929026431&partnerID=MN8TOARS.
Published • 10.1080/15598608.2014.969816
- Gomes, Maria Ivette; Figueiredo, F.; Martins, M.J.; Neves, M.. "Resampling methodologies and reliable tail estimation". South
African Statistical Journal 49 1 (2015): 1-20. http://www.scopus.com/inward/record.url?eid=2-s2.0-84927164950&partnerID=MN8TOARS.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Revisiting the maximum likelihood estimation of a positive extreme value index".
Journal of Statistical Theory and Practice 9 1 (2015): 200-218. http://www.scopus.com/inward/record.url?eid=2-s2.0-84909966167&partnerID=MN8TOARS.
Published • 10.1080/15598608.2014.909754
- Gomes, Maria Ivette; Guillou, Armelle. "Extreme Value Theory and Statistics of Univariate Extremes: A Review". International
Statistical Review 83 2 (2015): 263-292. http://www.scopus.com/inward/record.url?eid=2-s2.0-84938071978&partnerID=MN8TOARS.
Published • 10.1111/insr.12058
- Neves, Maria Manuela; Gomes, Maria Ivette; Figueiredo, F.; Prata Gomes, Dora. "Modeling extreme events: Sample fraction adaptive
choice in parameter estimation". Journal of Statistical Theory and Practice 9 1 (2015): 184-199. http://www.scopus.com/inward/record.url?eid=2-s2.0-84909961821&partnerID=MN8TOARS.
Published • 10.1080/15598608.2014.890984
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Estatística de Extremos em Desporto". Boletim
da Sociedade Portuguesa de Estatística (2015): 36-44. https://www.spestatistica.pt/storage/app/uploads/public/5e3/dab/99a/5e3dab99a6fe9999103811.pdf.
Published
- Reis, Paula; Canto e Castro, Luísa; Dias, Sandra; Gomes, Maria Ivette. "Penultimate Approximations in Statistics of Extremes
and Reliability of Large Coherent Systems". Methodology and Computing in Applied Probability 17 1 (2015): 189-206.
https://link.springer.com/article/10.1007%2Fs11009-013-9338-7.
Published • 10.1007/s11009-013-9338-7
- Henriques-Rodrigues, L.; Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel; Neves, Cláudia. "Port-estimation of a shape second-order
parameter". Revstat Statistical Journal 12 3 (2014): 299-328. http://www.scopus.com/inward/record.url?eid=2-s2.0-84922432260&partnerID=MN8TOARS.
Open access • Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Extensions of the Verhulst Model, Order Statistics and Products
of Independent Uniform Random Variables.". Chaotic Modeling and Simulation 4 4 (2014): 315-322. http://www.cmsim.eu/papers_pdf/october_2014_papers/1_CMSIM_Journal_2014_Brilhante_etal_etal_4_315-322.pdf.
Published
- Caeiro, Frederico; Gomes, Maria Ivette; Vandewalle, Bjorn. "Semi-Parametric Probability-Weighted Moments Estimation Revisited".
Methodology and Computing in Applied Probability 16 1 (2014): 1-29. http://www.scopus.com/inward/record.url?eid=2-s2.0-84894656048&partnerID=MN8TOARS.
Published • 10.1007/s11009-012-9295-6
- Brilhante, M.F; Gomes, Maria Ivette; Pestana, Dinis. "A simple generalisation of the Hill estimator". Computational Statistics
& Data Analysis 57 1 (2013): 518-535. http://dx.doi.org/10.1016/j.csda.2012.07.019.
Published • 10.1016/j.csda.2012.07.019
- Gomes, Maria Ivette; Henriques-Rodrigues, L.; FRAGA ALVES, Maria Isabel; Manjunath, B.G.. "Adaptive PORT-MVRB estimation:
an empirical comparison of two heuristic algorithms". Journal of Statistical Computation and Simulation 83 6 (2013):
1129-1144. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878971195&partnerID=MN8TOARS.
Published • 10.1080/00949655.2011.652113
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Generalized jackknife-based estimators for univariate extreme-value
modeling". Communications in Statistics - Theory and Methods 42 7 (2013): 1227-1245. http://www.scopus.com/inward/record.url?eid=2-s2.0-84877938431&partnerID=MN8TOARS.
Published • 10.1080/03610926.2012.725263
- Gomes, Maria Ivette; Ferreira, Marta; Leiva, Víctor. "The extreme value Birnbaum-Saunders model, its moments and an application
in biometry". Biometrical Letters 49 2 (2013): 81-94. http://www.degruyter.com/view/j/bile.2012.49.issue-2/bile-2013-0006/bile-2013-0006.xml.
Published
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Panjer randomized Fibonacci model and dynamic instabilities
in population growth models". Chaotic Modeling and Simulation 3 4 (2013): 495-509. http://www.cmsim.eu/papers_pdf/october_2013_papers/2_CMSIM-Journal_2013_Brilhante_etal_4_495-509.pdf.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "The skew-normal distribution in SPC". Revstat Statistical Journal
11 1 (2013): 83-104. http://www.scopus.com/inward/record.url?eid=2-s2.0-84876772259&partnerID=MN8TOARS.
Open access • Published
- Brilhante, M.F.; Gomes, Maria; Pestana, Dinis Duarte. "Multifractals tied to extensions of Panjer's iterative procedures.".
Chaotic Modeling and Simulation 3 1 (2013): 39-50. http://www.cmsim.eu/papers_pdf/january_2013_papers/4_Jan_2013_Brilhante_Gomes_Pestana_39-50.pdf.
Published
- Caeiro, Frederico; Gomes, Maria. "Estatística de Extremos Univariados---Modelos Paramétricos vs Não-Paramétricos". Boletim
da Sociedade Portuguesa de Estatístics (2013): 51-60. https://www.spestatistica.pt/storage/app/uploads/public/5e3/dad/1c8/5e3dad1c8fe75015380199.pdf.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value
Index". Bull. Internat. Statist. Inst. XLV (2013): http://www.statistics.gov.hk/wsc/IPS010-P3-S.pdf.
Open access • Published
- Gomes, Maria Ivette; Ferreira, Marta; Leiva, Víctor. "The Extreme Value Birnbaum-Saunders Model in Athletics". Bull. Internat.
Statist. Inst. LXV (2013):
Open access • Published
- Ferreira, Marta; Gomes, Maria Ivette; Leiva, Víctor. "On an extreme value version of the Birnbaum-Saunders distribution".
Revstat Statistical Journal 10 2 (2012): 181-210. http://www.scopus.com/inward/record.url?eid=2-s2.0-84865617646&partnerID=MN8TOARS.
Open access • Published
- Beirlant, Jan; Caeiro, Frederico; Gomes, Maria Ivette. "An overview and open research topics in statistics of univariate extremes".
Revstat Statistical Journal 10 1 (2012): 1-31. http://www.scopus.com/inward/record.url?eid=2-s2.0-84859451550&partnerID=MN8TOARS.
Open access • Published
- Brilhante, M.F.; Gomes, Maria; Pestana, Dinis Duarte. "Extensions of Verhulst Model in Population Dynamics and Extremes".
Chaotic Modeling and Simulation 2 4 (2012): 575-591. http://www.cmsim.eu/papers_pdf/october_2012_papers/4_CMSIM_2012_Brilhante_Gomes_Pestana_4_575-591.pdf.
Published
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Miranda, M. Cristina. "A computational study
of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation". Journal of Statistical Computation
and Simulation 82 4 (2012): 587-602. http://www.scopus.com/inward/record.url?eid=2-s2.0-84859598920&partnerID=MN8TOARS.
Published • 10.1080/00949655.2010.547196
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Neves, M. Manuela. "Adaptive estimation of heavy right tails: Resampling-based
methods in action". Extremes 15 4 (2012): 463-489. http://www.scopus.com/inward/record.url?eid=2-s2.0-84868622348&partnerID=MN8TOARS.
Published • 10.1007/s10687-011-0146-6
- Gomes, Maria Ivette; Pestana, Dinis; Pestana, Pedro Duarte Leal Gomes. "Sir Pinski rides again". Chaotic Modeling and Simulation
(CMSIM) 1 (2011): 77-90. http://www.cmsim.eu/papers_pdf/8CMSIM_2011_Gomes_et_al_1_77-90.pdf.
Published
- Henriques-Rodrigues, Lígia; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Statistics of extremes in athletics". Revstat
Statistical Journal 9 2 (2011): 127-153. http://www.scopus.com/inward/record.url?eid=2-s2.0-80055057083&partnerID=MN8TOARS.
Open access • Published
- Neves, Claudia; Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel. "Extreme nitriding limits in aluminium extrusion". International
Journal of Mathematical Modelling and Numerical Optimisation 2 3 (2011): 342-355. http://www.scopus.com/inward/record.url?eid=2-s2.0-84858428421&partnerID=MN8TOARS.
Published • 10.1504/IJMMNO.2011.040796
- Caeiro, Frederico; Gomes, Maria Ivette. "Semi-parametric tail inference through probability-weighted moments". Journal
of Statistical Planning and Inference 141 2 (2011): 937-950. http://dx.doi.org/10.1016/j.jspi.2010.08.015.
Published • 10.1016/j.jspi.2010.08.015
- Caeiro, Frederico; Gomes, Maria Ivette. "Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators".
Statistica Neerlandica 65 4 (2011): 462-488. http://www.scopus.com/inward/record.url?eid=2-s2.0-84859838992&partnerID=MN8TOARS.
Published • 10.1111/j.1467-9574.2011.00495.x
- Gomes, Maria Ivette; Henriques-Rodrigues, L.; Miranda, M. Cristina. "Reduced-bias location-invariant extreme value index estimation:
A simulation study". Communications in Statistics: Simulation and Computation 40 3 (2011): 424-447. http://www.scopus.com/inward/record.url?eid=2-s2.0-79751471276&partnerID=MN8TOARS.
Published • 10.1080/03610918.2010.543297
- Gomes, Maria Ivette; Mendonça, Sandra; Pestana, Dinis Duarte. "Adaptive reduced-bias tail index and VaR estimation via the
bootstrap methodology". Communications in Statistics - Theory and Methods 40 16 (2011): 2946-2968. http://www.scopus.com/inward/record.url?eid=2-s2.0-84856514459&partnerID=MN8TOARS.
Published • 10.1080/03610926.2011.562782
- Brilhante, M.F.; Gomes, Maria Ivette; Pestana, Dinis Duarte. "BetaBoop brings in chaos". Chaotic Modelling and Simulation
(CMSIM) 1 (2011): 39-50. http://www.cmsim.eu/papers_pdf/4CMSIM_2011_BGP_1_39-50.pdf.
Published
- Gomes, Maria Ivette; Neves, M. Manuela. "Estimation of the extreme value index for randomly censored data". Biometrical
Letters 48 1 (2011): 1-22. http://www.up.poznan.pl/biometrical.letters/index.php?p=fulltxt&a=2011.48.1.1.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Computational validation of an adaptive choice of optimal sample fractions". Bull.
Internat. Statist. Inst. (on-line) LXIV (2011): http://2011.isiproceedings.org/papers/450077.pdf.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A note on the adaptive choice of the optimal threshold in extreme value analysis".
Bull. Internat. Statist. Inst. (Electronic publication, 8 pages) LXIV (2011): http://2011.isiproceedings.org/papers/950425.pdf.
Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Estimação adaptativa, invariante e de viés reduzido do índice de valores
extremos (Reduced-bias invariant adaptive estimation of the extreme-value index)". Boletim da Sociedade Portuguesa de Matemática
Especial (2011): 191-196. https://www.researchgate.net/publication/321309381_Estimacao_Adaptativa_Invariante_e_de_Vies-Reduzido_do_Indice_de_Valores_Extremos.
Published
- Gomes, Maria; Henriques-Rodrigues, Lígia. "Comparison at optimal levels of classical tail index estimators: a challenge for
reduced-bias estimation?". Discussiones Mathematicae Probability and Statistics 30 1 (2010): 35-51. https://doi.org/10.7151/dmps.1120.
Published • 10.7151/dmps.1120
- Caeiro, Frederico; Gomes, Maria. "An asymptotically unbiased moment estimator of a negative extreme value index". Discussiones
Mathematicae Probability and Statistics 30 1 (2010): 5-5. http://dx.doi.org/10.7151/dmps.1118.
Published • 10.7151/dmps.1118
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pereira, Hugo; Pestana, Dinis Duarte. "Tail index and second-order parameters'
semi-parametric estimation based on the log-excesses". Journal of Statistical Computation and Simulation 80 6 (2010):
653-666. http://www.scopus.com/inward/record.url?eid=2-s2.0-77951996641&partnerID=MN8TOARS.
Published • 10.1080/00949650902755178
- Figueiredo, Fernanda; Gomes, Maria Ivette. "MONITORING INDUSTRIAL PROCESSES WITH ROBUST CONTROL CHARTS". Revstat-Statistical
Journal 7 2 (2009): 151-+. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000275192800002&KeyUID=WOS:000275192800002.
Open access • Published
- Henriques-Rodrigues, Ligia; Gomes, Maria Ivette. "HIGH QUANTILE ESTIMATION AND THE PORT METHODOLOGY". Revstat-Statistical
Journal 7 3 (2009): 245-+. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000275192900003&KeyUID=WOS:000275192900003.
Open access • Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "Erratum: A sturdy reduced bias extreme quantile (VaR) estimator (Journal of the
American Statistical Association (2007) 102:477 (280-292))". Journal of the American Statistical Association 104 486
(2009): http://www.scopus.com/inward/record.url?eid=2-s2.0-66549125110&partnerID=MN8TOARS.
Published • 10.1198/jasa.2009.0140
- Gomes, Maria Ivette. "Book Review: Nonparametric Analysis of Univariate Heavy-Tailed Data: Research and Practice by MARKOVICH,
N.". Biometrics 65 1 (2009): 336-336. http://dx.doi.org/10.1111/j.1541-0420.2009.01208_11.x.
Published • 10.1111/j.1541-0420.2009.01208_11.x
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Neves, Claudia. "Mixed moment estimator and location invariant
alternatives". Extremes 12 2 (2009): 149-185. http://www.scopus.com/inward/record.url?eid=2-s2.0-67349213977&partnerID=MN8TOARS.
Published • 10.1007/s10687-008-0073-3
- Caeiro, Frederico; Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Reduced-bias tail index estimators under a third-order
framework". Communications in Statistics - Theory and Methods 38 7 (2009): 1019-1040. http://www.scopus.com/inward/record.url?eid=2-s2.0-77649335617&partnerID=MN8TOARS.
Published • 10.1080/03610920802361415
- Caeiro, Frederico; Gomes, Maria Ivette. "Semi-parametric second-order reduced-bias high quantile estimation". Test
18 2 (2009): 392-413. http://www.scopus.com/inward/record.url?eid=2-s2.0-67949121924&partnerID=MN8TOARS.
Published • 10.1007/s11749-008-0108-8
- Gomes, Maria Ivette; Pestana, Dinis Duarte; Caeiro, Frederico. "A note on the asymptotic variance at optimal levels of a bias-corrected
Hill estimator". Statistics and Probability Letters 79 3 (2009): 295-303. http://www.scopus.com/inward/record.url?eid=2-s2.0-58149485450&partnerID=MN8TOARS.
Published • 10.1016/j.spl.2008.08.016
- Caeiro, Frederico; Gomes, Maria Ivette. "MINIMUM-VARIANCE REDUCED-BIAS TAIL INDEX AND HIGH QUANTILE ESTIMATION". Revstat-Statistical
Journal 6 1 (2008): 1-20. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000275192400002&KeyUID=WOS:000275192400002.
Open access • Published
- Beirlant, Jan; Figueiredo, Fernanda; Gomes, Maria Ivette; Vandewalle, Bjorn. "Improved reduced-bias tail index and quantile
estimators". Journal of Statistical Planning and Inference 138 6 (2008): 1851-1870. http://dx.doi.org/10.1016/j.jspi.2007.07.015.
Published • 10.1016/j.jspi.2007.07.015
- Gomes, Maria Ivette; Neves, Claudia. "Asymptotic comparison of the mixed moment and classical extreme value index estimators".
Statistics and Probability Letters 78 6 (2008): 643-653. http://www.scopus.com/inward/record.url?eid=2-s2.0-40749088539&partnerID=MN8TOARS.
Published • 10.1016/j.spl.2007.07.026
- Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel; Araújo Santos, Paulo. "PORT hill and moment estimators for heavy-tailed models".
Communications in Statistics: Simulation and Computation 37 7 (2008): 1281-1306. http://www.scopus.com/inward/record.url?eid=2-s2.0-49349106763&partnerID=MN8TOARS.
Published • 10.1080/03610910802050910
- Gomes, Maria Ivette; Canto e Castro, L.; FRAGA ALVES, Maria Isabel; Pestana, Dinis Duarte. "Statistics of extremes for IID
data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions". Extremes
11 1 (2008): 3-34. http://www.scopus.com/inward/record.url?eid=2-s2.0-40749089607&partnerID=MN8TOARS.
Published • 10.1007/s10687-007-0048-9
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Vandewalle, Bjorn; Viseu, Clara. "A heuristic adaptive choice of the threshold
for bias-corrected Hill estimators". Journal of Statistical Computation and Simulation 78 2 (2008): 133-150. http://www.scopus.com/inward/record.url?eid=2-s2.0-39449117370&partnerID=MN8TOARS.
Published • 10.1080/10629360600954000
- Gomes, Maria Ivette; Hall, Andreia; Miranda, M. Cristina. "Subsampling techniques and the Jackknife methodology in the estimation
of the extremal index". Computational Statistics and Data Analysis 52 4 (2008): 2022-2041. http://www.scopus.com/inward/record.url?eid=2-s2.0-35748939728&partnerID=MN8TOARS.
Published • 10.1016/j.csda.2007.06.023
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "Tail index estimation for heavy tails: Accommodation of bias in the excesses
over a high threshold". Extremes 11 3 (2008): 303-328. http://www.scopus.com/inward/record.url?eid=2-s2.0-49249111136&partnerID=MN8TOARS.
Published • 10.1007/s10687-008-0059-1
- Gomes, Maria Ivette; de Haan, Laurens; Henriques-Rodrigues, Lígia. "Tail index estimation for heavy-tailed models: Accommodation
of bias in weighted log-excesses". Journal of the Royal Statistical Society. Series B: Statistical Methodology 70 1
(2008): 31-52. http://www.scopus.com/inward/record.url?eid=2-s2.0-37849040464&partnerID=MN8TOARS.
Published • 10.1111/j.1467-9868.2007.00620.x
- Gomes, Maria Ivette; Martins, M. Joao; Neves, M. Manuela. "IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION".
Revstat-Statistical Journal 5 2 (2007): 177-207. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000207489400003&KeyUID=WOS:000207489400003.
Open access • Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Neves, Claudia. "A NOTE ON SECOND ORDER CONDITIONS IN EXTREME
VALUE THEORY: LINKING GENERAL AND HEAVY TAIL CONDITIONS". Revstat-Statistical Journal 5 3 (2007): 285-304. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000207489500005&KeyUID=WOS:000207489500005.
Open access • Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A simple second-order reduced bias' tail index estimator". Journal of Statistical
Computation and Simulation 77 6 (2007): 487-502. http://www.scopus.com/inward/record.url?eid=2-s2.0-34249049511&partnerID=MN8TOARS.
Published • 10.1080/10629360500282239
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A sturdy reduced-bias extreme quantile (VaR) estimator". Journal of the American
Statistical Association 102 477 (2007): 280-292. http://www.scopus.com/inward/record.url?eid=2-s2.0-33947256203&partnerID=MN8TOARS.
Published • 10.1198/016214506000000799
- Gomes, Maria Ivette; Miranda, Cristina; Viseu, Clara. "Reduced-bias tail index estimation and the jackknife methodology".
Statistica Neerlandica 61 2 (2007): 243-270. http://www.scopus.com/inward/record.url?eid=2-s2.0-34247599297&partnerID=MN8TOARS.
Published • 10.1111/j.1467-9574.2007.00346.x
- Caeiro, Frederico; Gomes, Maria Ivette. "Second-order reduced-bias tail index and high quantile estimation". Bull. Internat.
Statist. Inst. (Electronic publication) 62 (2007): 109-116. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=172.
Open access • Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia; Henriques-Rodrigues, Lígia. "The link between the excesses over a high threshold
and the shifted Hill estimator". Bull. Internat. Statist. Inst 62 (2007): 3590-3593. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3653.
Open access • Published
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia. "A new class of 'maximum-likelihood' estimators for heavy-tailed models".
Bull. Internat. Statist. Inst 62 (2007): 3602-3605. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3665.
Published
- Gomes, Maria Ivette; Miranda, Cristina. "Comparison of tail index estimators in dependent structures". Bull. Internat.
Statist. Inst 62 (2007): 3618-3621. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3681.
Open access • Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A note on the asymptotic variance at optimal levels of a bias-corrected Hill
estimator". Bull. Internat. Statist. Inst. 62 (2007): 3594-3597. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3657.
Open access • Published
- Neves, Maria Manuela; Martins, Maria João; Gomes, Maria Ivette. "Extreme value index estimation: a look at kernel-type estimators".
Bull. Internat. Statist. Inst 62 (2007): 3622-3624. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3685.
Published
- Suleman, Abdul; Reis, Elizabeth; Gomes, Maria Ivette. "Is the maximum likelihood estimator of the multinomial probability
vector admissible?". Bull. Internat. Statist. Inst. 62 (2007): 3522-3525. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3585.
Published
- Vandewalle, Bjorn; Gomes, Maria Ivette. "On the asymptotics of a simple estimator for the second order parameter". Bull.
Internat. Statist. Inst. 62 (2007): 3637-3640. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3700.
Open access • Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A new class of estimators of a "scale" second order parameter". Extremes 9
3-4 (2006): 193-211. http://www.scopus.com/inward/record.url?eid=2-s2.0-34147125324&partnerID=MN8TOARS.
Published • 10.1007/s10687-006-0026-7
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília. "Bias reduction in risk modelling: Semi-parametric quantile estimation".
Test 15 2 (2006): 375-396. http://www.scopus.com/inward/record.url?eid=2-s2.0-33845642085&partnerID=MN8TOARS.
Published • 10.1007/BF02607058
- Gomes, Maria Ivette; Laurens de Haan; Dinis Pestana. "Correction: Joint exceedances of the ARCH process". J. Appl. Probab.
43 4 (2006): 1206-1206. http://dx.doi.org/10.1239/jap/1165505221.
Published • 10.1239/jap/1165505221
- Araújo Santos, Paulo; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Peaks over random threshold methodology for tail index
and high quantile estimation". Revstat—Statistical Journal 4 3 (2006): 227-247. http://www.ine.pt/revstat/pdf/rs060303.pdf.
Open access • Published
- Oliveira, Orlando; Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel. "Improvements in the estimation of a heavy tail". Revstat—Statistical
Journal 4 2 (2006): 81-109. http://www.ine.pt/revstat/pdf/rs060201.pdf.
Open access • Published
- Gomes, Maria Ivette; Figueiredo, Fernanda Otília; Mendonça, Sandra. "Asymptotically best linear unbiased tail estimators under
a second-order regular variation condition". Journal of Statistical Planning and Inference 134 2 (2005): 409-433. http://www.scopus.com/inward/record.url?eid=2-s2.0-21644487570&partnerID=MN8TOARS.
Published • 10.1016/j.jspi.2004.04.013
- Gomes, Maria Ivette; Pereira, Hugo; Miranda, M. Cristina. "Revisiting the role of the Jackknife methodology in the estimation
of a positive tail index". Communications in Statistics - Theory and Methods 34 2 (2005): 319-335. http://www.scopus.com/inward/record.url?eid=2-s2.0-17044389845&partnerID=MN8TOARS.
Published • 10.1081/STA-200047388
- Caeiro, Frederico; Gomes, Maria Ivette; Pestana, Dinis Duarte. "Direct reduction of bias of the classical Hill estimator".
Revstat—Statistical Journal 3 2 (2005): 113-136. http://www.ine.pt/revstat/pdf/rs050202.pdf.
Open access • Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "A simple reduced bias tail index estimator". Bull. Internat. Statist. Inst
(Electronic publication) 61 (2005): https://www.researchgate.net/profile/Maria_Gomes17/publication/284663862_A_simple_reduced_bias_tail_index_estimator/links/5655e06a08aefe619b1cb313/A-simple-reduced-bias-tail-index-estimator.pdf.
Open access • Published
- Martins, M. João; Gomes, Maria Ivette; Neves, M. Manuela. "Averages of hill estimators". Test 13 1 (2004): 113-128.
http://www.scopus.com/inward/record.url?eid=2-s2.0-11144274008&partnerID=MN8TOARS.
Published
- Gomes, Maria Ivette; Martins, M. João. "Bias reduction and explicit semi-parametric estimation of the tail index". Journal
of Statistical Planning and Inference 124 2 (2004): 361-378. http://www.scopus.com/inward/record.url?eid=2-s2.0-3042543711&partnerID=MN8TOARS.
Published • 10.1016/S0378-3758(03)00205-2
- Gomes, Maria Ivette; Caeiro, Frederico; Figueiredo, Fernanda Otília. "Bias reduction of a tail index estimator through an
external estimation of the second-order parameter". Statistics 38 6 (2004): 497-510. http://www.scopus.com/inward/record.url?eid=2-s2.0-10244232943&partnerID=MN8TOARS.
Published • 10.1080/02331880412331284304
- Gomes, Maria Ivette; de Haan, Laurens; Pestana, Dinis Duarte. "Joint exceedances of the arch process". Journal of Applied
Probability 41 3 (2004): 919-926. http://www.scopus.com/inward/record.url?eid=2-s2.0-10244222405&partnerID=MN8TOARS.
Published • 10.1239/jap/1091543434
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. "The total median in statistical quality control". Applied Stochastic
Models in Business and Industry 20 4 (2004): 339-353. http://www.scopus.com/inward/record.url?eid=2-s2.0-9744252207&partnerID=MN8TOARS.
Published • 10.1002/asmb.545
- Gomes, Maria Ivette; Oliveira, Orlando. "Maximum Likelihood revisited under a semi-parametric context - Estimation of the
tail index". Journal of Statistical Computation and Simulation 73 4 (2003): 285-301. http://www.scopus.com/inward/record.url?eid=2-s2.0-0037381378&partnerID=MN8TOARS.
Published • 10.1080/0094965021000038931
- Gomes, Maria Ivette; Oliveira, Orlando. "Censoring estimators of a positive tail index". Statistics and Probability Letters
65 3 (2003): 147-159. http://www.scopus.com/inward/record.url?eid=2-s2.0-0347759854&partnerID=MN8TOARS.
Published • 10.1016/j.spl.2003.07.011
- Gomes, Maria Ivette; Oliveira, Orlando. "How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation
of Parameters of Rare Events". Communications in Statistics Part B: Simulation and Computation 32 4 (2003): 1005-1028.
http://www.scopus.com/inward/record.url?eid=2-s2.0-0242319702&partnerID=MN8TOARS.
Published • 10.1081/SAC-120023875
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens. "A new class of semi-parametric estimators of the second
order parameter". Portugaliae Mathematica 60 2 (2003): 193-213. http://www.emis.de/journals/PM/60f2/4.html.
Published
- Gomes, Maria Ivette. "Bias reduction in financial risk modelling". Bull. Intern. Statist. Inst. 60 (2003): 165-168.
http://isi.cbs.nl/iamamember/CD3/index.html.
Open access • Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "Quasi-robust control charts for non-normal data". Bull. Intern. Statist.
Inst 60 (2003): 345-346. http://isi.cbs.nl/iamamember/CD3/index.html.
Open access • Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A class of asymptotically unbiased semi-parametric estimators of the tail index".
Test 11 2 (2002): 345-364. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036988120&partnerID=MN8TOARS.
Published
- Gomes, Maria Ivette; de Haan, Laurens; Peng, Liang. "Semi-parametric estimation of the second order parameter in statistics
of extremes". Extremes 5 4 (2002): 387-414. http://link.springer.com/article/10.1023%2FA%3A1025128326588.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "Bias reduction in the estimation of parameters of rare events". Theory of Stochastic
Processes 8 (2002): 67-76. http://www.ams.org/mathscinet/pdf/2026256.pdf?pg1=IID&s1=74980&vfpref=html&r=56.
Published
- Gomes, Maria Ivette; Martins, Maria João. "'Asymptotically unbiased' estimators of the tail index based on external estimation
of the second order parameter". Extremes 5 1 (2002): 5-31. http://link.springer.com/article/10.1023%2FA%3A1020925908039.
Published • https://doi.org/10.1023/A:1020925908039
- Gomes, Maria Ivette; Martins, Maria João; Neves, Maria Manuela. "Generalized jackknife semi-parametric estimators of the tail
index". Portugaliae Mathematica 59 4 (2002): 393-408. http://www.emis.de/journals/PM/59f4/index.html.
Published
- Gomes, Maria Ivette; Martins, M. João. "Generalizations of the Hill estimator - asymptotic versus finite sample behaviour".
Journal of Statistical Planning and Inference 93 1-2 (2001): 161-180. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000866457&partnerID=MN8TOARS.
Published • 10.1016/S0378-3758(00)00201-9
- Gomes, Maria Ivette; Oliveira, Orlando. "The bootstrap methodology in Statistics of Extremes---choice of the optimal sample
fraction". Extremes 4 4 (2001): 31-58. http://link.springer.com/article/10.1023%2FA%3A1016592028871.
Published
- Gomes, Maria Ivette. "Statistics of Extremes". Revista de Estatística (2001): 145-148. https://www.ine.pt/xportal/xmain?xpid=INE&xpgid=ine_publicacoes&PUBLICACOESpub_boui=137650&PUBLICACOESmodo=2.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; de Haan, Laurens; Lin, Tao. "Estimation of the parameter controlling the speed
of convergence in extreme value theory". Revista de Estatística (2001): 149-150.
Published
- Gomes, Maria Ivette; Martins, M. João; Neves, M. Manuela. "Generalized jackknife estimators revisited". Revista de Estatística
(2001): 169-170. https://www.researchgate.net/publication/321300328_Generalized_jackknife_estimators_revisited.
Published
- Gomes, Maria Ivette; Oliveira, Orlando. "A censoring estimator of a positive tail index". Revista de Estatística (2001):
171-172. https://www.researchgate.net/publication/330853758_A_censoring_estimator_of_a_positive_tail_index.
Published
- Figueiredo, Fernanda Otilia; Gomes, Maria Ivette. "The Total Median in Statistical Quality Control". Revista de Estatística
2001 II (2001): 143-144. https://www.ine.pt/xportal/xmain?xpid=INE&xpgid=ine_publicacoes&PUBLICACOESpub_boui=137650&PUBLICACOESmodo=2.
Published
- Caeiro, Frederico; Gomes, Maria Ivette. "A Class of Asymptotically Unbiased Semi-parametric Estimators of the Tail Index".
Revista de Estatística 2001 2 (2001): 77-78. https://www.ine.pt/xportal/xmain?xpid=INE&xpgid=ine_publicacoes&PUBLICACOESpub_boui=137650&PUBLICACOESmodo=2.
Published
- Gomes, Maria Ivette; Martins, Maria João; Neves, Maria Manuela. "Alternatives to a semi-parametric estimator of parameters
of rare events --- the Jackknife methodology". Extremes 3 3 (2000): 207-229. http://link.springer.com/article/10.1023%2FA%3A1011470010228.
Published
- Martins, M. João; Gomes, Maria Ivette; Neves, M. Manuela. "Some results on the behaviour of hill's estimator". Journal
of Statistical Computation and Simulation 63 3 (1999): 283-297. http://www.scopus.com/inward/record.url?eid=2-s2.0-0033473150&partnerID=MN8TOARS.
Published
- Gomes, Maria Ivette. "Generalized jackknife moment estimator of the tail index". Bull. of the International Statistical
Institute 58 1 (1999): 401-402. http://www.stat.fi/isi99/proceedings.html.
Open access • Published
- Gomes, Maria Ivette. "Book Review: Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology
and Other Fields, by R.-D. Reiss and M. Thomas. Birkhauser, 1977". Extremes 2 1 (1999): 111-113. http://link.springer.com/article/10.1023/A%3A1017279112166.
Published
- Gomes, Maria Ivette; de Haan, Laurens. "Approximation by penultimate extreme value distributions". Extremes 2 1 (1999):
71-85. http://link.springer.com/article/10.1023%2FA%3A1009920327187.
Published
- Gomes, Maria Ivette. "The jackknife and the bootstrap methodologies in the estimation of parameters of rare events". Revista
de Estatística (1999): 5-23. https://www.google.pt/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0CCQQFjAAahUKEwiRwdTTmJrJAhXLWBoKHaRfCUg&url=https%3A%2F%2Fwww.ine.pt%2Fngt_server%2Fattachfileu.jsp%3Flook_parentBoui%3D106743%26att_display%3Dn%26att_download%3Dy&usg=AFQjCNH0coi0wg1fuTx.
Published
- Gomes, Maria Ivette. "Induced order statistics and the correlation coefficient". Bull. Internat. Statist. Inst. 52
2 (1997): 513-515. http://isi.cbs.nl/iamamember/CD1b/isi99.pdf.
Published
- FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette. "Statistical choice of extreme value domains of attraction - A comparative
analysis". Communications in Statistics - Theory and Methods 25 4 (1996): 789-811. http://www.scopus.com/inward/record.url?eid=2-s2.0-0345886922&partnerID=MN8TOARS.
Published
- Gomes, Maria Ivette. "J. Tiago de Oliveira: Obituary". J. Royal Statist. Soc. A 157 (1994): 499-500. http://www.jstor.org/sici?sici=0964-1998(1994)157:3%3C499:OJTDO%3E2.0.CO%3B2-E&origin=MSN.
Published
- Gomes, Maria Ivette. "Discussion on the paper "Models for exceedances over high thresholds" by Davison, A.C. and R.L.Smith".
J. R. Statist. Soc. B 52 (1990): 434. http://www.jstor.org/stable/2345667?seq=42#page_scan_tab_contents https://www.jstor.org/stable/pdf/2345667.pdf?casa_token=lyB-yJawuFIAAAAA:vyLHBygq8gHQGRJ60AMVjQdY1epopuQOfEE2qdGxKRQYXVxzHdT9i-1GKs0iuHoLRdZ6zGA0U3wE1RAZyCuLoypEswbTNLNFT-ClWd4Ngim2mHAACMx.
Published
- Gomes, Maria Ivette. "Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model". Computational
Statistics and Data Analysis 7 3 (1989): 259-267. http://www.scopus.com/inward/record.url?eid=2-s2.0-40849124467&partnerID=MN8TOARS.
Published • 10.1016/0167-9473(89)90026-1
- Gomes, Maria Ivette. "Penultimate versus ultimate in statistical theory of extremes a simulation study". Computational
Statistics and Data Analysis 4 4 (1986): 257-267. http://www.scopus.com/inward/record.url?eid=2-s2.0-0012950750&partnerID=MN8TOARS.
Published • 10.1016/0167-9473(86)90006-X
- Gomes, Maria Ivette; Alpuim, Teresa. "Inference in a multivariate generalized extreme value model --- asymptotic properties
of two test statistics". Scand. J. Statistics 13 4 (1986): 291-300. http://www.ams.org/mathscinet/pdf/886468.pdf?pg1=IID&s1=74980&vfpref=html&r=73.
Published
- Gomes, Maria Ivette. "Concomitants and linear estimators in an i-dimensional extremal model". Trabajos de Estadistica y
de Investigacion Operativa 36 1 (1985): 129-140. http://www.scopus.com/inward/record.url?eid=2-s2.0-51849182190&partnerID=MN8TOARS.
Published • 10.1007/BF02888659
- Van Montfort, M.A.J.; Gomes, Maria Ivette. "Statistical choice of extremal models for complete and censored data". Journal
of Hydrology 77 1-4 (1985): 77-87. http://www.scopus.com/inward/record.url?eid=2-s2.0-0022044011&partnerID=MN8TOARS.
Published • 10.1016/0022-1694(85)90198-2
- Gomes, Maria Ivette. "Statistical theory of extremes -- comparison of two approaches.". Statistics and Decision 2 (1985):
33-37. http://www.ams.org/mathscinet/pdf/829470.pdf?pg1=IID&s1=74980&vfpref=html&r=76.
Published
- Gomes, Maria Ivette. "Penultimate limiting forms in extreme value theory". Annals of the Institute of Statistical Mathematics
36 1 (1984): 71-85. http://www.scopus.com/inward/record.url?eid=2-s2.0-51249185480&partnerID=MN8TOARS.
Published • 10.1007/BF02481954
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "On the domain of attraction of stable and of extreme value distributions". Bull.
Greek Math. Soc 22 (1981): 105-120. http://www.ams.org/mathscinet/pdf/816177.pdf?pg1=IID&s1=74980&vfpref=html&r=80.
Published
- Gomes, Maria Ivette. "On maxima of waiting times". Portugaliae Mathematica 39 (1980): 331-339. http://eudml.org/doc/115423.
Published
- Gomes, Maria Ivette. "Limit laws for the maximum values of a class of strong mixing discrete random variables". Publ. Univ.
Aut. Barcelona 22 (1980): 139-142. http://www.ams.org/mathscinet/pdf/768399.pdf?pg1=IID&s1=74980&vfpref=html&r=83.
Published
- Gomes, Maria Ivette. "Rates of convergence in extreme value theory". Rev. Univ. Santander 2 (1979): 1021-1023. http://www.ams.org/mathscinet/pdf/754809.pdf?pg1=IID&s1=74980&vfpref=html&r=84.
Published
- Gomes, Maria Ivette. "Extremal i-variate laws in stationary sequences". Rev. Univ. Santander 2 (1979): 1017-1019. http://www.ams.org/mathscinet/pdf/754808.pdf?pg1=IID&s1=74980&vfpref=html&r=85.
Published
- Gomes, Maria Ivette; Pestana, Dinis Duarte. "The use of fractional calculus in probability theory". Portugaliae Mathematica
37 (1978): 259-271. http://www.ams.org/mathscinet/pdf/633033.pdf?pg1=IID&s1=74980&vfpref=html&r=86.
Published
- Gomes, Maria Ivette; Barroso, Helena; Amaral, Maria Antónia. "Étude Expérimentale de tests d'ajustement". Rev. Statistique
Appl. 23 2 (1975): 5-18. http://archive.numdam.org/ARCHIVE/RSA/RSA_1975__23_2/RSA_1975__23_2_5_0/RSA_1975__23_2_5_0.pdf.
Published
- Amaral, M. Antónia; Barroso, Helena M.; Carvalho, M. Lucília; Gomes, Maria Ivette; Muller, Daniel; Veiga de Oliveira, M. Fernanda.
"Um processo de gerar números pseudo-aleatórios e seus testes -- fundamentos e resultados". Gazeta de Matemática 129-132
(1974): 21-46. http://gazeta.spm.pt/getArtigo?gid=551.
Published
|
Newsletter article |
- Gomes, Maria Ivette. "Notícias: International Conference on Statistics and Data Science", Boletim da Sociedade Portuguesa
de Estatística, 2024, chrome-extension://efaidnbmnnnibpcajpcglclefindmkaj/https://www.spestatistica.pt/storage/app/uploads/public/660/157/84e/66015784e6e62219231674.pdf.
- Gomes, Maria Ivette. "Alguns Detalhes sobre a PORTSEA—Escola de Extremos e Aplicações em Portugal", Boletim da Sociedade Portuguesa
de Estatística, 2023, https://www.spestatistica.pt/storage/app/uploads/public/641/481/f24/641481f249ff8969499511.pdf#page=40.
- Rosado, Fernando; M. Manuela Neves; Ana Cristina Moreira Freitas; Jorge Milhazes Freitas; Miguel de Carvalho; Gomes, Maria
Ivette. "PORTSEA—Um Mar de Extremos em Portugal", Boletim da Sociedade Portuguesa de Estatística, 2023, https://www.spestatistica.pt/publicacoes/publicacao/portsea-um-mar-de-extremos-em-portugal.
- Gomes, Maria Ivette. "Em memória de Ross Leadbetter (1931-2022)", Info-Ciências Digital , 2022, https://ciencias.ulisboa.pt/pt/noticia/14-03-2022/em-mem%C3%B3ria-de-ross-leadbetter-1931-2022.
- Gomes, Maria Ivette. "In memoriam: Ross Leadbetter (1931-2022).", Boletim da Sociedade Portuguesa de Estatística, 2022, https://www.spestatistica.pt/storage/app/uploads/public/623/77e/5d3/62377e5d3f1e3022734088.pdf#page=7.
- Gomes, Maria Ivette. "Liderança da Estatística ou Importância de Estatística?", Boletim da Sociedade Portuguesa de Estatística,
2022, https://www.spestatistica.pt/storage/app/uploads/public/623/77e/5d3/62377e5d3f1e3022734088.pdf#page=39.
- Gomes, Maria Ivette. "Testemunho de Presidentes da SPE: Sociedade Portuguesa de Estatística: Passado, Presente e Futuro?",
Boletim da Sociedade Portuguesa de Estatística, 2020, https://www.spestatistica.pt/storage/app/uploads/public/5f9/9eb/5d2/5f99eb5d2c518140627800.pdf#page=81.
- Gomes, Maria Ivette. "Report on the ISI lunchtime event 'ISI and NSSs (National Statistical Societies) -- Partnerships for
Statistical Development'", ISI News, 2017, https://www.isi-web.org/images/news/2017-08NSS.pdf.
- Gomes, Maria Ivette. "As minhas experiências na África do Sul e no SASA 2014", Boletim da SPE, 2015, https://www.researchgate.net/publication/321081643_As_minhas_experiencias_na_Africa_do_Sul_e_no_SASA_2014.
- Gomes, Maria Ivette. "My experiences at South Africa and SASA 2014", SASA NEWS: Newsletter of the South African Statistical
Association, 2014, https://sastat.org.za/sites/default/files/newsletters/SASA%20Newsletter%20Dec%202014.pdf#page=14.
- Gomes, Maria Ivette. ""Extremistas" da Minha Terra", Info-Ciências Digital , 2013, http://www.fc.ul.pt/pt/noticia/26-02-2013/extremistas-da-minha-terra.
- Gomes, Maria Ivette; FRAGA ALVES, Maria Isabel. "A SPE no '45th Scientific Meeting of the Italian Statistical Society'", Boletim
da Sociedade Portuguesa de Estatística, 2010, https://www.spestatistica.pt/storage/app/uploads/public/5e3/daf/562/5e3daf562ae9a093956385.pdf#page=12.
- Gomes, Maria Ivette. "Algumas reflexões avulsas sobre a Sociedade Portuguesa de Estatística", Boletim da Sociedade Portuguesa
de Estatística, 2009, https://www.spestatistica.pt/storage/app/uploads/public/5e3/db0/6cb/5e3db06cb67ab247732463.pdf.
- Hall, Andreia; FRAGA ALVES, Maria Isabel; Zea Bermudez, P. de; Mendes, Jorge; Turkman, Kamil; Gomes, Maria Ivette. "A "Escola
de Extremos'' em Portugal", Boletim da Sociedade Portuguesa de Estatística, 2007, https://www.spestatistica.pt/storage/app/uploads/public/5e3/db1/f79/5e3db1f79249b549154969.pdf#page=15.
- Gomes, Maria Ivette. "A 'Escola de Extremos' em Portugal: memorial da Escola", Boletim da Sociedade Portuguesa de Estatística,
2007, https://www.spestatistica.pt/storage/app/uploads/public/5e3/db1/f79/5e3db1f79249b549154969.pdf#page=37.
|
Newspaper article |
- Gomes, Maria Ivette. "Entrevista intitulada ‘Chairman da Comisssão Científica Nacional em entrevista: Congresso dirige-se
também aos profissionais da Bolsa e do Governo’", Jornal de Notícias, 2005, VII
|
Online resource |
- Gomes, Maria Ivette. Sebastião e Silva: Personalidade e Aulas Memoráveis. 2014. https://www.researchgate.net/publication/322209322_Personalidade_e_aulas_memoraveis.
|
Preprint |
- Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Peaks Over Random Thresholds (PORT) Estimation of the
Weibull Tail Coefficient (under submission)". 2024. https://doi.org/10.13140/RG.2.2.27004.92804.
- M. Fátima Brilhante; M. Ivette Gomes; Sandra Mendonça; Dinis Pestana; Rui Santos. "Meta-Analysis of Genuine and Fake p-Values".
2024. https://doi.org/10.20944/preprints202407.1927.v1.
10.20944/preprints202407.1927.v1
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia. "Acceptance Sampling Plans (Preprint associated with an entry at the 2nd
edition of Lovric's International Encyclopedia of Statistical Science)". 2023.
- Gomes, Maria Ivette; Figueiredo, Fernanda Otilia. "Advances in Statistical Quality Control (Preprint associated with an entry
at the 2nd edition of Lovric's International Encyclopedia of Statistical Science)". 2023.
- Mendonca, Sandra. "Geo-Max Stability, Extremes and Order Statistics of Geometrically Thinned Sequences (Preprint associated
with an entry at the 2nd edition of Lovric's International Encyclopedia of Statistical Science)". 2023.
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Report |
- Gomes, Maria Ivette. 2024. A Short Narrative Curriculum and Bibliography of PORTSEA's Members. https://doi.org/10.13140/RG.2.2.30748.67209.
- Gomes, Maria Ivette. 2021. The 'Portuguese School of Extremes and Applications (PORTSEA)'. http://ceaul.org/wp-content/uploads/2021/02/ACL+extremists-WP.pdf.
- Gomes, Maria Ivette. 2019. Desafios em Estatistica de Extremos. https://doi.org/10.13140/RG.2.2.28450.68805.
- Gomes, Maria Ivette. 2019. Estatística e Sociedade: Controlo da Qualidade e Extremos. https://doi.org/10.13140/RG.2.2.33301.17125.
- Gomes, Maria Ivette. 2017. Statistics of Extremes and Risk Evaluation Using R. https://doi.org/10.13140/RG.2.2.21764.68480.
- Gomes, Maria Ivette. 2017. A 'Escola de Extremos' em Portugal --- 'Extremistas' num Extremo da Europa. https://www.researchgate.net/profile/Maria_Gomes17/publication/324538105_A_Escola_de_Extremos_em_Portugal_-Extremistas_num_Extremo_da_Europa/links/5ad47842458515c60f540705/A-Escola-de-Extremos-em-Portugal-Extremistas-num-Extremo-da-Europa.pdf.
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. 2015. Relatório Fase I - Amorim Florestal.
https://repositorio-aberto.up.pt/handle/10216/94080.
- Figueiredo, Adelaide; Figueiredo, Fernanda Otília; Gomes, Maria Ivette. 2014. Relatorio Resultados preliminares. https://repositorio-aberto.up.pt/handle/10216/94821.
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. 2014. Proposta para delineamento de planos de amostragem
para deteção do composto 2,4,6-trichloroanisol e Análise Sensorial - Amorim Florestal. https://repositorio-aberto.up.pt/handle/10216/97912.
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide; Gomes, Maria Ivette. 2014. Delineamento de plano de um plano de amostragem
por variáveis para deteção do composto 2,4,6-TCA em rolhas de cortiça. https://repositorio-aberto.up.pt/handle/10216/101899.
- Gomes, Maria Ivette. 2014. Statistics of Univariate Extremes and Applications: An Introduction. https://www.researchgate.net/publication/338659528_STATISTICS_OF_UNIVARIATE_EXTREMES_AND_APPLICATIONS_AN_INTRODUCTION.
- Gomes, Maria Ivette. 2014. Interdisciplinary Applications of Probability and Statistics. https://www.researchgate.net/publication/324721293_Interdisciplinary_Applications_of_Probability_and_Statistics.
- Figueiredo, Fernanda Otilia; Figueiredo, Adelaide; Gomes, Maria Ivette. 2013. Proposta para delineamento de plano de amostragem
por variáveis para deteção do composto 2,4,6- TCA em rolhas de cortiça. https://repositorio-aberto.up.pt/handle/10216/94424.
- Gomes, Maria Ivette. 2013. Reliable Tail Estimation Via Jackknife and Bootstrap Methodologies. https://www.researchgate.net/publication/334680491_RELIABLE_TAIL_ESTIMATION_VIA_JACKKNIFE_AND_BOOTSTRAP_METHODOLOGIES.
- Gomes, Maria Ivette. 2010. Adaptive Reduced-bias and Location–invariant Extreme Value Index (EVI) Estimation. https://www.researchgate.net/publication/335149462_ADAPTIVE_REDUCED-BIAS_AND_LOCATION-INVARIANT_EXTREME_VALUE_INDEX_EVI-_ESTIMATION.
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Thesis / Dissertation |
- Gomes, Maria Ivette. "Some Probabilistic and Statistical Problems in Extreme Value Theory". PhD, The University of Sheffield,
1978. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.462907.
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Working paper |
- Henriques-Rodrigues, Lígia; Caeiro, Frederico; Gomes, Maria Ivette. 2023. "Improvements in the estimation of the Weibull
tail coefficient—a comparative study". http://arxiv.org/abs/2310.01072.
- Gomes, Maria Ivette; Caeiro, Frederico; Fernanda Otília Figueiredo; Henriques-Rodrigues, Lígia. 2023. "Preliminary Results
on the Role of Best Linear Combinations in the Weibull Tail Coefficient Estimation". https://doi.org/10.13140/RG.2.2.13830.96321.
- Gomes, Maria Ivette; Brilhante, Maria de Fátima; Mendonca, Sandra; Pestana, Dinis Duarte; Pestana, Pedro Duarte Leal Gomes.
2023. "Population Growth, Extreme Value Theory (EVT) and geometrically thinned EVT".
- Gomes, Maria Ivette. 2023. "A Token of Friendship to Ross, together with Reliable Tail Estimation through Resampling Methodologies".
https://www.researchgate.net/publication/369118533_A_Token_of_Friendship_to_Ross_together_with_Reliable_Tail_Estimation_through_Resampling_Methodologies.
10.13140/RG.2.2.25137.86888
- Gomes, Maria Ivette. 2021. "A Escola de Extremos em Portugal (PORTSEA, do Inglês ‘Portuguese School of Extremes and Applications’)".
https://www.researchgate.net/publication/351249264_A_Escola_de_Extremos_em_Portugal_PORTSEA_do_Ingles_'Portuguese_School_of_Extremes_and_Applications'.
10.13140/RG.2.2.33255.98722
- Cabral, Ivanilda; Caeiro, Frederico; Gomes, Maria Ivette. 2020. "Comparação Assintótica de duas Classes Competitivas de Estimadores
de um Parâmetro de Forma de Segunda-Ordem". https://doi.org/10.13140/RG.2.2.32936.80645.
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. 2020. "Estimação do Índice de Cauda através de Médias
Generalizadas e em Ambiente de Não-Regularidade". https://doi.org/10.13140/RG.2.2.34614.52803.
- Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Pestana, Dinis Duarte. 2020. "Non-regular Frameworks and the Mean-of-order-p
Extreme Value Index Estimation". https://doi.org/10.13140/RG.2.2.28347.64804.
- Gomes, Maria Ivette. 2018. "An Overview of Generalized Means, Bias Reduction and Linear Combinations in the Estimation of
Heavy Tails". https://doi.org/10.13140/RG.2.2.10514.91843.
- Gomes, Maria Ivette. 2018. "The Role of Generalized Means in Multivariate Extreme Value Statistics". https://dx.doi.org/10.13140/RG.2.2.12928.53763.
- Penalva, Helena Alexandra Couceiro Feio de Almeida; Caeiro, Frederico; Gomes, Maria Ivette; Neves, Maria Manuela. 2016. "An
Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour". http://ceaul.org/wp-content/uploads/2018/10/NotaseCom-2.pdf.
- Figueiredo, Fernanda Otília; Figueiredo, Adelaide; Gomes, Maria Ivette. 2015. "Acceptance Sampling Plans for Inflated Pareto
Processes". http://ceaul.org/wp-content/uploads/2018/10/Nota4CEAUL.pdf.
- Beirlant, Jan; FRAGA ALVES, Maria Isabel; Gomes, Maria Ivette; Meerschaert, M.M.. 2014. "Extreme Value Statistics for Truncated
Pareto Type Distributions". http://arxiv.org/pdf/1410.4097.pdf.
- Caeiro, Frederico; Gomes, Maria Ivette. 2013. "Asymptotic Comparison of Alternative Estimators of a Shape Second-Order Parameter".
http://ceaul.org/wp-content/uploads/2018/10/CEAUL_03_2013.pdf.
- Gomes, Maria Ivette. 2008. "Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators".
https://www.researchgate.net/publication/334825418_ASYMPTOTIC_AND_FINITE_SAMPLE_COMPARI-SON_OF_TWO_PSEUDO_MAXIMUM_LIKELIHOOD_ML_TAIL_INDEX_ESTIMATORS.
- Figueiredo, Fernanda Otília; Gomes, Maria Ivette. 2007. "Dependent Control Statistics: Time of First Passage over a Given
Threshold". http://ceaul.org/wp-content/uploads/2018/10/FigueiredoandGomesMMandMS.pdf.
- Gomes, Maria Ivette. 1998. "The Bootstrap Methodology in Statistical Extremes: Choice of the Optimal Sample Fraction".
- Gomes, Maria Ivette. 1998. "Alternatives to a semi-parametric estimator of parameters of rare events—the Jackknife methodology".
- Gomes, Maria Ivette. 1994. "Simulação e Estatística". http://run.unl.pt/bitstream/10362/7581/1/WP0014.pdf.
- Gomes, Maria Ivette. 1991. "On the Estimation of the Parameters of Rare Events in Dependent Structures". https://www.researchgate.net/publication/343065555_On_the_estimation_of_parameters_of_rare_events_in_dependent_structures.
- Gomes, Maria Ivette; Pestana, Dinis Duarte. 1986. "Non-Standard Domains of Attraction and Rates of Convergence". https://www.researchgate.net/publication/369139859_NON-STANDARD_DOMAINS_OF_ATTRACTION_AND_RATES_OF_CONVERGENCE.
- Gomes, Maria Ivette. 1986. "Robustness of Gumbel Statistical Choice Test in a Multivariate GEV Model". https://www.researchgate.net/publication/356839851_Robustness_of_Gumbel_Statistical_Choice_Test_in_a_Multivariate_GEV_Model.
- Gomes, Maria Ivette. 1984. "Statistical Theory of Extremes – Comparison of Two Alternative Approaches".
- Gomes, Maria Ivette. 1984. "Standard and Non-standard Domains of Attraction: Penultimate Behaviour".
- Gomes, Maria Ivette. 1984. "Extreme Value Theory: Statistical Choice".
- Gomes, Maria Ivette. 1983. "Concomitants in a Multidimensional Extreme Model".
- Gomes, Maria Ivette. 1982. "Order Statistics and Concomitants". https://www.researchgate.net/publication/358779977_Order_Statistics_and_Concomitants.
- Gomes, Maria Ivette. 1982. "Velocidade de Convergência para Leis Extremais". https://www.researchgate.net/publication/356839384_VELOCIDADE_DE_CONVERGENCIA_PARA_LEIS_EXTREMAIS.
- Gomes, Maria Ivette. 1982. "Penultimate vs Ultimate in Statistical Theory of Extremes: a Simulation Study". https://www.researchgate.net/publication/364606830_Penultimate_vs_Ultimate_in_Statistical_Theory_of_Extremes_A_Simulation_Study.
- Gomes, Maria Ivette. 1981. "Penultimate Limiting Approximations in Extreme Value Theory.". https://www.researchgate.net/publication/358617721_Penultimate_Limiting_Approximations_in_Extreme_Value_Theory.
- Gomes, Maria Ivette. 1980. "An i-variate Limiting Distribution Function of Largest Values and its Relevance to the Statistical
Theory of Extremes". https://www.researchgate.net/publication/369920402_An_i-variate_Limiting_Distribution_Function_of_Largest_Values_and_its_Relevance_to_the_Statistical_Theory_of_Extremes.
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