Concepedia

Isabel Fraga Alves

IF

22

Publications

775

Citations

18

H-Index

1995

Active since

Affiliations

University of Lisbon(Current)

University of Aveiro

Erasmus University Rotterdam

University of the Free State

KU Leuven

Isabel Fraga Alves is an author at University of Lisbon specializing in statistics, statistical inference, and business.

Top concepts

StatisticsStatistical InferenceBusinessEngineeringEconometricsExtreme Value TheoryEstimation TheoryFinanceEconomic AnalysisEconomics

Publications per year

1995–2022

22

Publications

22

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

Isabel Fraga Alves, M. Ivette Gomes, Laurens de Haan · 2003 · 166 citations

Parameter Estimation, Density Estimation, Engineering +11

Reiss and Thomas’ automatic selection of the number of extremes

Cláudia Neves, Isabel Fraga Alves · Computational Statistics & Data Analysis · 2003 · 57 citations

Engineering, Imprecise Probability, Statistical Inference +6

Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions

M. Ivette Gomes, Luísa Canto e Castro, Isabel Fraga Alves et al. · Extremes · 2008 · 57 citations

Rare Event Estimation, Business, Econometrics +9

Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation

P. Araújo Santos, Isabel Fraga Alves, M. Ivette Gomes · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT) · 2022 · 51 citations · Full text

A Location Invariant Hill-Type Estimator

Isabel Fraga Alves · Extremes · 2001 · 46 citations

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