Ligia Henriques Rodrigues

Ligia Henriques Rodrigues

Universidade de São Paulo USP - São Paulo / Brazil
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 826770
University of São Paulo USP
person_outline Ligia Henriques Rodrigues's MOST POPULAR ARTICLES
1-) Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excessesM Ivette Gomes, L De Haan, LH RodriguesJournal of the Royal Statistical Society: Series B (Statistical Methodology …, 20082292008
2-) Reduced-bias tail index estimators under a third-order frameworkF Caeiro, MI Gomes, LH RodriguesCommunications in Statistics—Theory and Methods 38 (7), 1019-1040, 20091042009
3-) Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithmsMI Gomes, L Henriques-Rodrigues, MI Fraga Alves, BG ManjunathJournal of Statistical Computation and Simulation 83 (6), 1129-1144, 2013672013
4-) Bootstrap methods in statistics of extremesMI Gomes, F Caeiro, L Henriques‐Rodrigues, BG ManjunathExtreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016502016
5-) Reduced-bias location-invariant extreme value index estimation: a simulation studyMI Gomes, L Henriques-Rodrigues, MC MirandaCommunications in Statistics—Simulation and Computation® 40 (3), 424-447, 2011452011