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M. Ivette Gomes

M. Ivette Gomes

D-Index & Metrics

Mathematics

D-Index
35
Citations
5180
World Ranking
2778
National Ranking
6

Overview

M. Ivette Gomes is affiliated with the University of Lisbon in Portugal. Their research primarily spans the fields of Economics, Econometrics and Finance, and Mathematics, with an emphasis on subfields including Finance, Statistics and Probability, General Economics, Econometrics and Finance, Statistics, Probability and Uncertainty, and Management Science and Operations Research.

Their main research interests cover a range of topics such as Financial Risk and Volatility Modeling, Statistical Methods and Inference, Monetary Policy and Economic Impact, Statistical Distribution Estimation and Applications, Advanced Statistical Methods and Models, Probability and Risk Models, and Advanced Statistical Process Monitoring.

Recent published papers include the following:

  • Direct Reduction of Bias of the Classical Hill Estimator, 2022, DOAJ (DOAJ: Directory of Open Access Journals)
  • Extreme Value Version of The Birnbaum-Saunders Distribution, 2022, DOAJ (DOAJ: Directory of Open Access Journals)
  • Improving Second Order Reduced Bias Extreme Value Index Estimation, 2022, DOAJ (DOAJ: Directory of Open Access Journals)
  • Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation, 2022, Repositório Científico do Instituto Politécnico de Santarém (Instituto Politécnico de Santarém)
  • Skew-Normal Distribution in SPC, 2022, DOAJ (DOAJ: Directory of Open Access Journals)

Frequent coauthors that collaborate with M. Ivette Gomes include:

  • Lígia Henriques-Rodrigues
  • Frederico Caeiro
  • Dínis Pestana
  • Fernanda Figueiredo
  • M. Fátima Brilhante

The main publication venues where they have contributed multiple works are:

  • DOAJ (DOAJ: Directory of Open Access Journals)
  • Computational and Mathematical Methods
  • Journal of Statistical Theory and Practice
  • Journal of Statistical Computation and Simulation
  • arXiv (Cornell University)

Best Publications

  • A new class of semi-parametric estimators of the second order parameter.

    M.I. Fraga Alves;M.Ivette Gomes;Laurens de Haan

  • Extreme Value Theory and Statistics of Univariate Extremes: A Review

    M. Ivette Gomes;Armelle Guillou

  • The bootstrap methodology in statistics of extremes: Choice of the optimal sample fraction

    M. Ivette Gomes;Orlando Oliveira

  • A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator

    M. Ivette Gomes;Dinis Pestana

  • Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses

    M. Ivette Gomes;Laurens De Haan;Lígia Henriques Rodrigues

  • Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*

    M. Ivette Gomes;M. João Martins;Manuela Neves

  • Peaks over random threshold methodology for tail index and high quantile estimation

    Paulo Araújo Santos;M. Isabel Fraga Alves;M. Ivette Gomes

  • Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆

    M.Ivette Gomes;M.João Martins

  • A simple generalisation of the Hill estimator

    M. Fátima Brilhante;M. Ivette Gomes;Dinis Pestana

  • DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄

    Frederico Caeiro;M. Ivette Gomes;Dinis Pestana

  • IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION

    M. Ivette Gomes;M. JoMartins;Manuela Neves

  • Reduced-Bias Tail Index Estimators Under a Third-Order Framework

    Frederico Caeiro;M. Ivette Gomes;Lígia Henriques Rodrigues

  • Mixed moment estimator and location invariant alternatives

    M. Isabel Fraga Alves;M. Ivette Gomes;Laurens de Haan;Laurens de Haan;Laurens de Haan;Cláudia Neves

  • A simple second-order reduced bias’ tail index estimator

    M. Ivette Gomes;Dinis Pestana

  • Penultimate limiting forms in extreme value theory

    M. Ivette Gomes

  • Bias reduction and explicit semi-parametric estimation of the tail index

    M.Ivette Gomes;M.João Martins

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

    Frederico Caeiro;M. Ivette Gomes

  • Threshold Selection in Extreme Value Analysis

    Frederico Caeiro;M. Ivette Gomes

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

    M. Ivette Gomes;Frederico Caeiro;Fernanda Figueiredo

  • On an extreme value version of the Birnbaum-Saunders distribution

    Marta Susana Ferreira;Ivette Gomes;Víctor Leiva

  • Semi-parametric Estimation of the Second Order Parameter in Statistics of Extremes

    M. Ivette Gomes;Laurens de Haan;Liang Peng

  • Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses Series B Statistical methodology

    M. Ivette Gomes;Laurens de Haan;Lígia Henriques Rodrigues

Frequent Co-Authors

Laurens de Haan
Laurens de Haan Erasmus University Rotterdam
Jan Beirlant
Jan Beirlant KU Leuven
Víctor Leiva
Víctor Leiva Pontificial Catholic University of Valparaiso
Liang Peng
Liang Peng Georgia State University

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