SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Isabel Fraga Alves · Study

Home/Author

Isabel Fraga Alves

5 works· latest 2022· 2 institutionscluster: provisionalORCID 0000-0003-3824-2403

h-index5

i105

Citations231

Works here5

01

08

12

22

Most cited in this library

Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions2008 · 57 citations
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation2022 · 50 citations
Mixed moment estimator and location invariant alternatives2008 · 47 citations
A Location Invariant Hill-Type Estimator2001 · 47 citations
Forecasting Value-at-Risk with a duration-based POT method2012 · 30 citations

Works

5 shown

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

Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)·2022·3 authors·Open access

50citations

Forecasting Value-at-Risk with a duration-based POT method

Mathematics and Computers in Simulation·2012·2 authors

30citations

Mixed moment estimator and location invariant alternatives

Extremes·2008·4 authors

47citations

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

Extremes·2008·4 authors

57citations

A Location Invariant Hill-Type Estimator

Extremes·2001·1 author

47citations