Publications with the same authors as the THE SKEW-NORMAL DISTRIBUTION IN SPC publication

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Article in International Scientific Journal

VALUE-AT-RISK ESTIMATION AND THE PORT MEAN-OF-ORDER-P METHODOLOGY

Fernanda Figueiredo (Author) (FEP); Gomes, MI (Author) (Other); Henriques Rodrigues, L (Author) (Other)

2017

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VALUE-AT-RISK ESTIMATION AND THE PORT MEAN-OF-ORDER-P METHODOLOGY

Fernanda Figueiredo (Author) (FEP); Gomes, MI (Author) (Other); Henriques Rodrigues, L (Author) (Other)

2017

Indexing

Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application

Gomes, MI (Author) (Other); Caeiro, F (Author) (Other); Fernanda Figueiredo (Author) (FEP); Henriques Rodrigues, L (Author) (Other); Pestana, D (Author) (Other)

2020

Indexing

MONITORING INDUSTRIAL PROCESSES WITH ROBUST CONTROL CHARTS

figueiredo, f (Author) (FEP); gomes, mi (Author) (Other)

2009

Scientific classification Indexing

Improved reduced-bias tail index and quantile estimators

beirlant, j (Author) (Other); figueiredo, f (Author) (FEP); gomes, mi (Author) (Other); vandewalle, b (Author) (Other)

2008

Scientific classification Indexing

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

Gomes, MI (Author) (Other); Caeiro, F (Author) (Other); Fernanda Figueiredo (Author) (FEP); Henriques Rodrigues, L (Author) (Other); Pestana, D (Author) (Other)

2020

Indexing

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

gomes, mi (Author) (Other); caeiro, f (Author) (Other); figueiredo, f (Author) (FEP)

2004

Scientific classification Indexing

Bias reduction in risk modelling: Semi-parametric quantile estimation

gomes, mi (Author) (Other); figueiredo, f (Author) (FEP)

2006

Scientific classification Indexing

Asymptotically best linear unbiased tail estimators under a second-order regular variation condition

gomes, mi (Author) (Other); figueiredo, f (Author) (FEP); mendonca, s (Author) (Other)

2005

Scientific classification Indexing

Adaptive estimation of heavy right tails: resampling-based methods in action

gomes, mi (Author) (Other); figueiredo, f (Author) (FEP); neves, mm (Author) (Other)

2012

Scientific classification Indexing

A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

figueiredo, f (Author) (FEP); gomes, mi (Author) (Other); henriques-rodrigues, l (Author) (Other); miranda, mc (Author) (Other)

2012

Scientific classification Indexing

Article in International Conference Proceedings Book

Comparison of Sampling Plans by Variables using the Bootstrap and Monte Carlo Simulations

Fernanda Figueiredo (Author) (FEP); Adelaide Figueiredo (Author) (FEP); Gomes, MI (Author) (Other)

2014

Indexing

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