Lígia Henriques-Rodrigues

According to our database, Lígia Henriques-Rodrigues authored at least 8 papers between 2008 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

Box-Cox Transformations and Bias Reduction in Extreme Value Theory.

Lígia Henriques-Rodrigues, M. Ivette Gomes

Comput. Math. Methods, September, 2022

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

Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes

Comput. Math. Methods, September, 2022

2020

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

M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana

Commun. Stat. Simul. Comput., 2020

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

Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes, Ivanilda Cabral

Comput. Math. Methods, 2020

2019

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

Frederico Caeiro, Lígia Henriques-Rodrigues, D. Prata Gomes

Comput. Math. Methods, 2019

2016

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

Frederico Caeiro, M. Ivette Gomes, Lígia Henriques-Rodrigues

Int. J. Comput. Math., 2016

2011

Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study.

M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda

Commun. Stat. Simul. Comput., 2011

2008

A semi-parameter estimator of a "scale" second order parameter based upon the log-excesses.

M. Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis D. Pestana

Proceedings of the ITI 2008 30th International Conference on Information Technology Interfaces, 2008