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Frederico Caeiro is an Associate Professor at the Mathematics Department of the NOVA School of Science and Technology (FCT NOVA) and is a member of the Mathematics and Application Research Center (NOVA Math), from Nova University Libon. He has an MSc degree in Probability and Statistics (2001) and a PhD degree in Statistics (2006) from the University of Lisbon. His current research interests include Statistics of Extremes, Extreme Value Theory, Nonparametric Statistics and Computational Statistical Methods.
Identification

Personal identification

Full name
Frederico Caeiro

Citation names

  • Caeiro, Frederico

Author identifiers

Ciência ID
F319-B0C3-FD74
ORCID iD
0000-0001-8628-7281
AuthenticusID
R-000-5F1
Google Scholar ID
OeufCI4AAAAJ
Researcher Id
G-2205-2016
Scopus Author Id
6602595774

Telephones

Telephone
  • 212948388 (Professional)

Addresses

  • Departamento de Matemática, Faculdade de Ciências e Tecnologia., 2829-516, Caparica, Almada, Portugal (Professional)

Websites

Languages

Language Speaking Reading Writing Listening Peer-review
English Intermediate (B1) Advanced (C1) Intermediate (B1) Intermediate (B1)
French Beginner (A1) Advanced (C1) Beginner (A1) Beginner (A1)
Education
Degree Classification
2022/01 - 2022/02
Concluded
 Docência Digital em Rede (1 ECTS) (Curso de Especialização Tecnológica)
Universidade Aberta, Portugal
 18
2006
Concluded
 Estatística e Investigação Operacional (Doutoramento)
Major in Especialidade: Probabilidades e Estatística
Universidade de Lisboa, Portugal
"Estimação de Parâmetros de Acontecimentos Raros" (THESIS/DISSERTATION)
2001
Concluded
 Mestrado em Probabilidades e Estatística (Mestrado)
Universidade de Lisboa Faculdade de Ciencias, Portugal
"Generalizações de Estimadores Clássicos do Índice de Variação Regular" (THESIS/DISSERTATION)
 Muito Bom
1999
Concluded
 Licenciatura em Matemática (Licenciatura)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
"n/a" (THESIS/DISSERTATION)
 17
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2021/07/13 - Current Associate Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2006/11/01 - 2021/07/13 Assistant Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2001/10/03 - 2006/11/26 Assistant (University Teacher) Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
1999/12/02 - 2001/10/02 Trainee Assistant (University Teacher) Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
1997/10/01 - 1999/12/01 Tutor (University Teacher) Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
Projects

Contract

Designation Funders
2019/01/01 - 2019/12/31 Centro de Estatística e Aplicações
UID/MAT/00006/2019
FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2011/01/01 - 2013/12/31 Projecto Estratégico - UI 297 - 2011-2012
PEst-OE/MAT/UI0297/2011
Universidade Nova de Lisboa NOVAMath, Portugal

Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2010/06/01 - 2013/06/30 EXTREMA: Statistics of Extremes in Today's World
PTDC/MAT/101736/2008
Researcher
Universidade de Lisboa Centro de Estatistica e Aplicacoes, Portugal
Concluded
2005/03/01 - 2008/04/30 ERAS - EXTREMES, RISK, SAFETY and the ENVIRONMENT (ERSE).
PPCDT/MAT/58876/2004
Researcher
Universidade de Lisboa Centro de Estatistica e Aplicacoes, Portugal
Concluded
2000/07/01 - 2003/08/31 VEXTRA (Valores Extremos e Técnicas de reamostragem)
POCTI/MAT/33477/1999
Researcher
Universidade de Lisboa Centro de Estatistica e Aplicacoes, Portugal
Concluded
Outputs

Publications

Book
  1. Caeiro, F.; Ivette, G.M.. Threshold selection in extreme value analysis. 2016.
  2. Caeiro, Frederico. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Springer-Verlag. 2013.
    10.1007/978-3-642-34904-1_8
  3. da Silva, J.L.; Caeiro, F.; Natário, I.; Braumann, C.A.; Esquível, M.L.; Mexia, J.T.. Preface. 2013.
Book chapter
  1. Frederico Caeiro; M. Ivette Gomes; Lígia Henriques-Rodrigues. "Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p". 2022.
    10.1007/978-3-031-12766-3_4
  2. Frederico Caeiro; M. Ivette Gomes. "Computational Study of the Adaptive Estimation of the Extreme Value Index with Probability Weighted Moments". 2022.
    10.1007/978-3-031-12766-3_3
  3. Caeiro, F.; Mateus, A.; Almeida, C.V.D.. "Statistical analysis of traffic volume in the 25 de abril bridge". 57-66. 2022.
  4. Silva, D.; Caeiro, F.. "Extreme Value Theory: Application of the Peaks Over Threshold Method and the Generalized Pareto Distribution to Athletics Decathlon and Heptathlon". 2022.
    10.1007/978-981-16-5063-5_75
  5. 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
  6. Gomes, M.I.; Caeiro, F.; Henriques-Rodrigues, L.; Manjunath, B.G.. "Bootstrap Methods in Statistics of Extremes". 2016.
    10.1002/9781118650318.ch6
  7. 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
  8. 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
  9. Caeiro, Frederico; Frederico Caeiro; M Gomes. "Threshold Selection in Extreme Value Analysis". In Extreme Value Modeling and Risk Analysis Methods and Applications. 2015.
    10.1201/b19721-5
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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
  22. 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
Conference abstract
  1. Gomes, Maria Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia. "Tales on the Role of Tails in Risk Assessment". Paper presented in Institute of Mathematical Statistics (IMS) II International Conference on Statistics and data Science (ICSDS) 2023, Lisboa, 2023.
    Published
  2. Caeiro, Frederico; Gomes, Maria Ivette. "Extreme Value Index estimation with Probability Weighted Moments". Paper presented in Institute of Mathematical Statistics (IMS) II International Conference on Statistics and data Science (ICSDS) 2023, Lisboa, 2023.
    Published
  3. 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
  4. 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
  5. 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
Conference paper
  1. Mateus, A.; Caeiro, F.. "Confidence Intervals for the Shape Parameter of a Pareto Distribution". 2022.
    10.1063/5.0081541
  2. Caeiro, F.; Mateus, A.. "Exponential versus Generalized Exponential Distribution: a Computational Study". 2022.
    10.1063/5.0081557
  3. Caeiro, F.. "Preface of the Session “Computational Statistical Methods”". 2022.
    10.1063/5.0081457
  4. Caeiro, F.. "Preface of the "3rd Symposium on Computational Statistical Methods"". 2016.
    10.1063/1.4968682
  5. Caeiro, F.; Marques, F.J.; Mateus, A.; Atal, S.. "A note on the Jackson exponentiality test". 2016.
    10.1063/1.4968686
  6. Mateus, A.; Caeiro, F.; Gomes, D.P.; Sequeira, I.J.. "Statistical analysis of extreme river flows". 2016.
    10.1063/1.4968685
  7. Cabral, I.; Caeiro, F.; Gomes, M.I.. "Reduced bias Hill estimators". 2016.
    10.1063/1.4968687
  8. Caeiro, F.; Martins, A.P.; Sequeira, I.J.. "Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution". 2015.
    10.1063/1.4912753
  9. Caeiro, F.; Gomes, D.P.. "Adaptive estimation of a tail shape second order parameter: A computational comparative study". 2015.
    10.1063/1.4938771
  10. Caeiro, F.; Mateus, A.; Ramos, L.. "Extreme value analysis of the sea levels in Venice". 2015.
    10.1063/1.4912752
  11. Caeiro, F.. "Preface of the "2nd Symposium on Computational Statistical Methods"". 2015.
    10.1063/1.4938767
  12. Caeiro, F.; Gomes, D.P.. "A log probabilityweighted moment estimator of extreme quantiles". 2015.
    10.1007/978-3-319-18029-8_22
  13. Mateus, A.; Caeiro, F.. "The difference-sign randomness test: A review". 2015.
    10.1063/1.4938768
  14. 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
  15. Mateus, A.; Caeiro, F.. "An R implementation of several randomness tests". 2014.
    10.1063/1.4897792
  16. Caeiro, F.; Gomes, M.I.. "Comparison of asymptotically unbiased extreme value index estimators: A Monte Carlo simulation study". 2014.
    10.1063/1.4897797
  17. Frederico Caeiro. "Preface of the "Symposium on computational statistical methods"". 2014.
    10.1063/1.4897789
  18. Mateus, A.; Caeiro, F.. "Comparing several tests of randomness based on the difference of observations". 2013.
    10.1063/1.4825618
  19. Caeiro, F.; Gomes, M.I.. "On the selection of the tuning parameter of a moment estimator of the extreme value index". 2013.
    10.1063/1.4825616
  20. Caeiro, F.; Gomes, M.I.. "A reduced bias estimator of a 'scale' second order parameter". 2012.
    10.1063/1.4756343
  21. Caeiro, F.; Gomes, M.I.. "Asymptotic distribution of an extreme value index estimator based on the scaled log-spacings". 2011.
    10.1063/1.3637901
Journal article
  1. Frederico Caeiro; Ayana Mateus. "Reduced bias estimation of the shape parameter of the log-logistic distribution". Journal of Computational and Applied Mathematics (2024): https://doi.org/10.1016/j.cam.2023.115347.
    10.1016/j.cam.2023.115347
  2. Frederico Caeiro; Ayana Mateus. "A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution". Mathematics (2023): https://doi.org/10.3390/math11051076.
    10.3390/math11051076
  3. Frederico Caeiro; Lígia Henriques-Rodrigues; M. Ivette Gomes; Anil Kumar. "The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient". Computational and Mathematical Methods (2022): https://doi.org/10.1155/2022/7290822.
    10.1155/2022/7290822
  4. Ayana Mateus; Frederico Caeiro; Qichun Zhang. "Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution". Computational and Mathematical Methods (2022): https://doi.org/10.1155/2022/8400130.
    10.1155/2022/8400130
  5. Frederico Caeiro; Ayana Mateus; Louiza Soltane. "A class of weighted Hill estimators". Computational and Mathematical Methods (2021): https://doi.org/10.1002/cmm4.1167.
    10.1002/cmm4.1167
  6. Ayana Mateus; Frederico Caeiro. "A new class of estimators for the shape parameter of a Pareto model". Computational and Mathematical Methods (2020): https://doi.org/10.1002/cmm4.1133.
    10.1002/cmm4.1133
  7. Frederico Caeiro; Lígia Henriques-Rodrigues; M. Ivette Gomes; Ivanilda Cabral. "Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study". Computational and Mathematical Methods (2020): https://doi.org/10.1002/cmm4.1101.
    10.1002/cmm4.1101
  8. Cabral, I.; Caeiro, F.; Gomes, M.I.. "On the comparison of several classical estimators of the extreme value index". Communications in Statistics - Theory and Methods (2020): http://www.scopus.com/inward/record.url?eid=2-s2.0-85083551129&partnerID=MN8TOARS.
    10.1080/03610926.2020.1746970
  9. Gomes, M.I.; Caeiro, F.; Figueiredo, F.; Henriques-Rodrigues, L.; 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.
    10.1080/00949655.2020.1746787
  10. Penalva, H.; Ivette Gomes, M.; Caeiro, F.; Manuela Neves, M.. "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.
  11. 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.
    10.1080/02664763.2019.1694871
  12. Frederico Caeiro; Lígia Henriques-Rodrigues; Dora Prata Gomes. "A simple class of reduced bias kernel estimators of extreme value parameters". Computational and Mathematical Methods (2019): e1025-e1025. https://doi.org/10.1002/cmm4.1025.
    10.1002/cmm4.1025
  13. Gomes, M.I.; Caeiro, F.; Figueiredo, F.; Henriques-Rodrigues, L.; Pestana, D.. "Corrected-Hill versus partially reduced-bias value-at-risk estimation". Communications in Statistics: Simulation and Computation (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85060651381&partnerID=MN8TOARS.
    10.1080/03610918.2018.1489053
  14. Caeiro, F.; Henriques-Rodrigues, L.. "Reduced-bias kernel estimators of a positive extreme value index". Mathematical Methods in the Applied Sciences 42 17 (2019): 5867-5880. http://www.scopus.com/inward/record.url?eid=2-s2.0-85068780202&partnerID=MN8TOARS.
    10.1002/mma.5761
  15. Frederico Caeiro; M. Ivette Gomes; Jan Beirlant; Tertius de Wet. "Mean-of-order p reduced-bias extreme value index estimation under a third-order framework". Extremes 19 4 (2016): 561-589. https://doi.org/10.1007%2Fs10687-016-0261-5.
    10.1007/s10687-016-0261-5
  16. Caeiro, F.; Gomes, M.I.; 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.
    10.1080/00207160.2014.975217
  17. Caeiro, F.; Gomes, M.I.. "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.
    10.1080/15598608.2014.909754
  18. Gomes, M.I.; Brilhante, M.F.; Caeiro, F.; 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://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000347363300017&KeyUID=WOS:000347363300017.
    10.1016/j.csda.2014.08.017
  19. Caeiro, F.; Gomes, M.I.. "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://www.scopus.com/inward/record.url?eid=2-s2.0-84941740831&partnerID=MN8TOARS.
    10.1080/00949655.2014.975707
  20. Caeiro, F.; Gomes, M.I.; Vandewalle, B.. "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.
    10.1007/s11009-012-9295-6
  21. 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
  22. 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.
    Published
  23. Beirlant, J.; Caeiro, F.; Ivette Gomes, M.. "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.
  24. Caeiro, F.; Gomes, M.I.. "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.
    10.1111/j.1467-9574.2011.00495.x
  25. Caeiro, F.; Ivette Gomes, M.. "Semi-parametric tail inference through probability-weighted moments". Journal of Statistical Planning and Inference 141 2 (2011): 937-950. http://www.scopus.com/inward/record.url?eid=2-s2.0-78649358293&partnerID=MN8TOARS.
    10.1016/j.jspi.2010.08.015
  26. 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
  27. Caeiro, Frederico; Gomes, M. Ivette. "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.
    10.7151/dmps.1118
  28. Caeiro, F.; Gomes, M.I.; Rodrigues, L.H.. "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.
    10.1080/03610920802361415
  29. Caeiro, F.; Gomes, M.I.. "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.
    10.1007/s11749-008-0108-8
  30. Gomes, M.I.; Pestana, D.; Caeiro, F.. "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.
    10.1016/j.spl.2008.08.016
  31. 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.
    Published
  32. 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.
    Published
  33. Caeiro, F.; Gomes, M.I.. "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.
    10.1007/s10687-006-0026-7
  34. 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.
    Published
  35. Gomes, M.I.; Caeiro, F.; Figueiredo, F.. "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.
    10.1080/02331880412331284304
  36. Caeiro, F.; Gomes, M.I.; Caeiro, Frederico; Ivette Gomes, M.. "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.
    10.1007/bf02595711
  37. 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
Working paper
  1. 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.
  2. 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.
  3. 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.
  4. 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.

Other

Other output
  1. Improvements in the estimation of the Weibull tail coefficient-a comparative study. 2023. Henriques-Rodrigues, L.; Caeiro, F.; Gomes, M.I.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85174885412&partnerID=MN8TOARS.
    10.48550/arXiv.2310.01072
  2. Improving Asymptotically Unbiased Extreme Value Index Estimation. 2018. Frederico Caeiro; Ivanilda Cabral; M. Ivette Gomes. https://doi.org/10.1007%2F978-3-319-76605-8_11.
    10.1007/978-3-319-76605-8_11
  3. Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test. 2018. Ayana Mateus; Frederico Caeiro. https://doi.org/10.1007%2F978-3-319-76605-8_16.
    10.1007/978-3-319-76605-8_16
  4. Empirical Power Study of the Jackson Exponentiality Test. 2018. Frederico Caeiro; Ayana Mateus. https://doi.org/10.1007%2F978-3-319-76002-5_19.
    10.1007/978-3-319-76002-5_19
  5. A Semi-parametric Estimator of a Shape Second-Order Parameter. 2014. Frederico Caeiro; M. Ivette Gomes. http://dx.doi.org/10.1007/978-3-319-05323-3_13.
    10.1007/978-3-319-05323-3_13
  6. A Class of Semi-parametric Probability Weighted Moment Estimators. Recent Developments in Modeling and Applications in Statistics. 2013. Caeiro, Frederico; Gomes, M. Ivette. http://dx.doi.org/10.1007/978-3-642-32419-2_15.
    10.1007/978-3-642-32419-2_15
  7. Refined Estimation of a Light Tail: An Application to Environmental Data. 2013. M. Ivette Gomes; Lígia Henriques-Rodrigues; Frederico Caeiro. http://dx.doi.org/10.1007/978-3-642-35588-2_14.
    10.1007/978-3-642-35588-2_14
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2023/12/19 Extreme Value Index estimation with Probability Weighted Moments. IMS International Conference on Statistics and Data Science (ICSDS).
(Lisbon, Portugal)
2023/10/13 A partially reduced bias Hill estimator of the Extreme Value Index XXVI Congresso da Sociedade Portuguesa de Estatística
Universidade do Minho (Guimarães, Portugal)
2023/07/24 On the estimation of the Extreme Value Index with Probability Weighted Moments 43rd Conference on Stochastic Processes and their Applications
(Lisbon, Portugal)
2022/04/20 Adaptive tail inference using Probability Weighted Moments. UL Extremes Seminar (Seminário Conjunto CEAUL e CEMAT)

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2022/09/01 - 2023/10/02 Estudo Do Perfil De Cliente De Uma Companhia De Seguros
Co-supervisor
 Mestrado em Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2014/09/01 - 2021/04/11 Estimação Assintoticamente Centrada em Estatística de Extremos
Supervisor
 Estatística e Gestão do Risco (PhD)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2019/09/01 - 2021/02/08 Os incêndios em Portugal Continental numa perspetiva da Teoria de Valores Extremos
Supervisor
 Mestrado em Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2020/10/02 - 2021/02/01 Análise estatística de retornos de índices financeiros.
Supervisor
 Matemática (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2015/10/01 - 2020/10/28 Estatística de Extremos: Limites da Performance Humana - estudo com lançadores e saltadores do atletismo.
Supervisor
 Matemática (PhD)
Universidade de Évora, Portugal
2018/02/01 - 2019/07/23 A Aplicação da Teoria de Valores Extremos ao Tráfego da Ponte 25 de Abril
Supervisor
 Mestrado em Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2015/09/02 - 2015/11/15 Testing for Pareto­type tail
Supervisor

Event participation

Activity description
Type of event 		Event name
Institution / Organization
2020 - Current An introduction to Statistical Analysis of Extreme Values
Other
 Winter School Mathmasters 2020
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2023/02/09 - 2023/02/09 A Matemática no estudo dos níveis elevados do mar em Veneza (Mathematics in the study of high sea levels in Venice)
Seminar
 Escola Secundária Alfredo dos Reis Silveira
2021/10/29 - 2021/10/29 A Matemática no estudo dos níveis elevados do mar em Veneza (Mathematics in the study of high sea levels in Venice)
Seminar
 VIII Feira da Matemática
Universidade de Lisboa, Portugal

Jury of academic degree

Topic
Role 		Candidate name (Type of degree)
Institution / Organization
2023/07/11 Contributions to Inference in Extremes based on Moment type Statistics. Jessica Silva Lomba (PhD)
Universidade de Lisboa Faculdade de Ciencias, Portugal
2021/04/12 Estimação Assintoticamente Centrada em Estatística de Extremos
Supervisor
 Ivanilda Maria dos Santos Cabral Semedo (PhD)
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal
2020/10/28 Estatística de Extremos: Limites da Performance Humana - estudo com lançadores e saltadores de atletismo
Supervisor
 Domingos José Lopes da Silva (PhD)
Universidade de Évora Escola de Ciências e Tecnologia, Portugal
2019/04/12 Cópulas para distribuições generalizadas de valores extremos multidimensionais
Thesis Member
 Marco Aurélio dos Santos Sanfins (PhD)
Universidade de Lisboa Faculdade de Ciencias, Portugal
2017/12/28 Contributos Computacionais e Metodológicos na Estimação do Índice de Valores Extremos
(Thesis) Main arguer
 Helena Alexandra Couceiro Feio de Almeida Penalva (PhD)
Universidade de Lisboa Instituto Superior de Agronomia, Portugal
2009 Estimação de Viés Reduzido em Estatística de Extremos
(Thesis) Main arguer
 Lígia Carla Pinto Henriques Jorge Rodrigues (PhD)
Universidade de Lisboa Faculdade de Ciencias, Portugal

Committee member

Activity description
Role 		Institution / Organization
2016 - 2016 Member of the jury for the 2016 Initiation to Research Award (from the Portuguese Statistics Society). Membro do júri do prémio Iniciação à Investigação 2016 (da Sociedade Portuguesa de Estatística).
Member
 Sociedade Portuguesa de Estatística, Portugal
Distinctions

Other distinction

2006 Best Student Paper Award
2005 Prémio SPE
2003 Prémio SPE
1999 Prémio FCT
Universidade Nova de Lisboa Faculdade de Ciencias e Tecnologia, Portugal