Concepedia
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Publications
8
Citations
293
H-Index
Active since
2007
Affiliations
Instituto Politécnico de Tomar(Current)
University of Lisbon
University of Aveiro
Universidade do Porto
Lígia Henriques‐Rodrigues is an author at Instituto Politécnico de Tomar specializing in statistics, estimation theory, and business.
Top concepts
FinanceBusinessStatisticsEngineeringEconometricsEstimation TheoryApplied EconometricsStatistical InferenceFinancial RiskEconomic Analysis
Publications per year
2007–2022
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
M. Ivette Gomes, Laurens de Haan, Lígia Henriques‐Rodrigues · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2007 · 127 citations
Final Estimators, Engineering, Applied Econometrics +16
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
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
M. Ivette Gomes, Lígia Henriques‐Rodrigues, Isabel Fraga Alves et al. · Journal of Statistical Computation and Simulation · 2012 · 31 citations
Empirical Finance, Engineering, Adaptive Port–mvrb Estimation +27
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
M. Ivette Gomes, Lígia Henriques‐Rodrigues, Hugo Pereira et al. · Journal of Statistical Computation and Simulation · 2009 · 23 citations
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study
M. Ivette Gomes, Lígia Henriques‐Rodrigues, M. Cristina Miranda · Communications in Statistics - Simulation and Computation · 2011 · 16 citations · Full text
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