Concepedia

Frederico Caeiro

FC

Statistics

Publications

16

Citations

490

H-Index

13

Active since

2002

Affiliations

Universidade Nova de Lisboa(Current)

University of Lisbon

Frederico Caeiro is an author at Universidade Nova de Lisboa specializing in statistical inference, engineering, and statistics.

Top concepts

StatisticsEngineeringStatistical InferenceEstimation TheoryBusinessEconometricsExtreme Value TheoryEconomicsTime Series EconometricsFinance

Publications per year

2002–2022

16

Publications

16

Direct Reduction of Bias of the Classical Hill Estimator

Frederico Caeiro, M. Ivette Gomes, Dínis Pestana · SHILAP Revista de lepidopterología · 2022 · 119 citations · Full text

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

Frederico Caeiro, M. Ivette Gomes, Lígia Henriques‐Rodrigues · Communication in Statistics- Theory and Methods · 2009 · 59 citations

Econometric Model, Economics, Third-order Framework +15

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

M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo · Statistics · 2004 · 36 citations

Parameter Estimation, Engineering, Applied Econometrics +21

Semi-parametric tail inference through probability-weighted moments

Frederico Caeiro, M. Ivette Gomes · Journal of Statistical Planning and Inference · 2010 · 34 citations

Engineering, Semi-parametric Tail Inference, Statistical Inference +5

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

M. Ivette Gomes, Dínis Pestana, Frederico Caeiro · Statistics & Probability Letters · 2008 · 34 citations · Full text

Large Deviations, Parameter Estimation, Engineering +8

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