Personal Data

Full name

MARIA IVETTE LEAL DE CARVALHO GOMES

Publishing name

M. IVETTE GOMES

Birthday

1948-07-21T00:00:00

Academic Degrees

LICENCIATURA(5)

Degree date

1970

Final grade

18 Valores

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

n/a

Supervisor

-

Co-supervisor

-

Scientific area

Matemática

DOUTORAMENTO(0)

Degree date

1978

Final grade

Approved

Degree granting institution

Outra

School / College / Campus

Other

Thesis title

Some Probabilistic and Statistical Problems in Extreme Value Theory

Supervisor

Clive W. Anderson

Co-supervisor

-

Scientific area

Probabilidade e Estatística

DOUTORAMENTO(0)

Degree date

1979

Final grade

Equiparação

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

Some Probabilistic and Statistical Problems in Extreme Value Theory

Supervisor

Clive W. Anderson

Co-supervisor

-

Scientific area

Probabilidade e Estatística

AGREGAÇÃO(0)

Degree date

1982

Final grade

Approved

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

n/a

Supervisor

n/a

Co-supervisor

-

Scientific area

Matemática Aplicada

Profissional activity

Period Position Institution
01-07-2013 - 31-12-2013 Member ISI Nominations Committee
01-02-2013 - Associate Editor JSTP: Journal of Statistical Theory and Practice
01-03-2012 - Co-chair (jointly with Michael Falk, Armelle Guillou and Johan Segers) ERCIM specialized Working Group on Statistics of Extremes and Applications (SEA)
01-07-2011 - 01-07-2013 Member ISI Nominations Committee
01-07-2011 - Associate Editor “Chaotic Modeling and Simulation” (CMSIM)
01-05-2010 - Member of the Reviewers Board "Selected Papers in Statistics", Springer
01-04-2010 - Member of the Editorial Board Springer Book Series
2009-- Member of the Steering Committee, CIGMER (Causal Inquiries, Graphical Models and Estimating Risks (CIGMER), ESF Research Networking Programme. Chalmers University
2009 -- Contact person of CEAUL for ESF Forward Look on "Mathematics and Industry" Centro de Estatística e Aplicações
01-01-2007 - 01-01-2012 Associate Editor Journal of Statistical Planning and Inference
2007-- Associate Editor Extremes
2003-- Editor-in-Chief REVSTAT
01-09-2004 - 01-09-2008 Vice-President of Directive Board CIM (Centro Internacional de Matemática)
01-09-2003 - 01-09-2010 Delegate of CEAUL CNM-IMU
01-09-1999 - 01-09-2006 Head CEAUL (Centro de Estatística e Aplicações da Universidade de Lisboa)
01-09-2000 - 01-09-2004 Member of Scientific Council CIM (Centro Internacional de Matemática)
01-09-1996 - 01-09-2000 Member of Scientific Council CIM (Centro Internacional de Matemática)
01-09-1995 - 01-09-1997 Head Departamento de Estatística e Investigação Operacional
01-01-1994 - 01-01-2001 Associate Editor Portugaliae Mathematica
01-09-1989 - 31-08-1993 Presidente Sociedade Portuguesa de Estatística
31-05-1986 - Professor Catedrático Faculdade de Ciências de Lisboa
31-12-1979 - 31-05-1986 Professor Associado Faculdade de Ciências de Lisboa
31-12-1978 - 31-12-1979 Professor Auxiliar Faculdade de Ciências de Lisboa
01-09-1975 - 31-12-1978 Research Assistant University of Sheffield
01-11-1970 - 31-12-1978 Assistente Faculdade de Ciências de Lisboa

Area of scientific activity

Area of scientific activity

Probability, Statistics and Stochastic Processes

Probability, Statistics and Stochastic Processes

The main area of research activity is Probability, Statistics and Stochastic Processes.<br>The specific field of research is Statistics of Extremes, with applications to Finance and Climatology and Statistical Quality Control.

Specialization domain

The domains of specialization are Extreme Value Theory, Statistics of Extremes and Applications to Risk Modelling, Finance, Telecommunications, Environment and Athletics, Non-Parametric and Semi-Parametric Statistics, Resampling Techniques, Computational Statistics and Exploratory Data Analysis, Statistical Quality Control and Reliability Theory

Current main scientific area

• Co-chair (jointly with Michael Falk, Armelle Guillou and Johan Segers) of the ERCIM specialized Working Group on Statistics of Extremes and Applications (SEA), since March 2012.
• ISI Nominations Committee, 2011-2013, 2013-2015.
• Associate Editor, “Chaotic Modeling and Simulation” (CMSIM), since October 2011.
• Member of the Reviewers Board, "Selected Papers in Statistics", Springer, since May 2010.
• Member of the Editorial Board, Springer Book Series, since April 2010.
• Associate Editor, “Extremes”, since January 2007.
• Editor-in-Chief, “Revstat”, since 2003.
• Referee of papers to Annals of Statistics, Communications in Statistics, Extremes, J. American Statistical Association, J. Multivariate Analysis, J. Statistical Planning and Inference, J. Statistical Theory and Practice, Methodology and Computing in Applied Probability, Metron, Nonlinear Analysis, Portugaliae Mathematica, Scandinavian J. of Statistics and Statistica Neerlandica, among others.

Other scientific activities

Among the 64 involvements in international conferences, we refer:

Organization and Programme Committee:
• 6th Internat. Conf. on Risk Assessment, 2013.
• Risk and Extreme Values in Insurance and Finance, 2011
• ISI 2007
• Statistical Extremes and Environmental Risk, 2007
• Workshop on Extremes, Risk and Resampling Techniques. 2003
• 23rd EMS, 2001
• Statistical Modelling — Extreme Values and Additive Laws, 1999
• NATO ASI on Statistical Extremes and Applications, 1983

Member of the Scientific Committee:
• ERCIM Conf. since 2011
• SPMet/RELACRE and CONFMET since 2004
• WSMC since 2005
• CHAOS Conf. since 2011
• XIX, VIII, IV and III Congresso da SPE, Nazaré (2011, 2000, 1996, 1995)
• EVA 2013, 2009, 2007, 2004, 2001
• MTPT2006 and 2000
• AMCTM 2005 and 2000

Organizer of invited sessions at:
• ERCIM'13, WSC’13, EVA’13, IFAC’13, ERCIM’12, ERCIM’11, WSC’11, IWAP’10, SIS’10, EVA’09, EMS’06, SPM’02, EMS’01, EVA’01, SPM 1998.

Experience as scientific advisor

RESEARCH Pos-Doc STUDENTS

[4] Lígia Henriques-Rodrigues. Ph.D. obtained at University of Lisbon, 2009. Since January 2012.

[3] Manjunath B.G. Ph.D. obtained at University of Siegen, 2010. Since November 2011.

[2] Björn Vandewalle. Ph.D. obtained at Katholieke Universiteit Leuven. Period of research: 2005/2006 and 2006/2007.

[1] Jan Picek. Ph.D. obtained at Charles University, Prague. Period of research: 2002/2003.


RESEARCH Ph.D. STUDENTS

[18] Manuel do Carmo Gomes. ISEGI, Universidade Nova de Lisboa. Comissão de Acompanhamento. Área: Controlo Estatístico da Qualidade. Em curso.

[17] Eduardo Sousa Costa, IST, Universidade Técnica de Lisboa. Comissão de Acompanhamento. Área: Extremos em Climatologia. Em curso.

[16] Lígia Carla Pinto Henriques Jorge Rodrigues got the Ph.D. degree in 2009. Thesis title: “Estimação de Viés Reduzido em Estatística de Extremos”. Universidade de Lisboa. Professor Adjunto, Instituto Politécnico de Tomar


[15] Frederico Almeida Gião Gonçalves Caeiro got the Ph.D. degree in 2006. Thesis title: "Estimação de Parâmetros de Acontecimentos Raros". Universidade de Lisboa. Professor Auxiliar, Universidade Nova de Lisboa


[14] Maria Cristina Miranda got the Ph.D. degree in 2005. Thesis title: "Estatística de Extremos: Estimação dos Índices Extremal e de Cauda". Universidade de Lisboa. Professor Adjunto, ISCA, Universidade de Aveiro


[13] Orlando Oliveira got the Ph.D. degree in 2003. Thesis title: "In Extremis". Universidade de Lisboa. Falecido.


[12] Fernanda Figueiredo got the Ph.D. degree in 2003. Thesis title: "Controlo Estatístico de Qualidade --- Métodos Robustos". Universidade de Lisboa. Professor Associado, Universidade do Porto


[11] M. João Martins got the Ph.D. degree in 2001. Thesis title: "Estimação de caudas Pesadas --- Variantes ao Estimador de Hill" (co-supervision of M. Manuela Neves). Universidade de Lisboa. Professor Associado, Instituto Superior de Agronomia, Universidade Téecnica de Lisboa


[10] M. Graça Temido got the Ph.D. degree in 2000. Thesis title: "Classes de Leis Limites em Teoria de Valores Extremos --- Estabilidade e Semiestabilidade" (co-supervision of M. Luísa Canto e Castro). Universidade de Coimbra. Professor Associado, Universidade de Coimbra


[9] Andreia Oliveira Hall got the Ph.D. degree in 1998. Thesis title: "Extremos de Sucessões de Contagem --- Do Outro Lado do Espelho". Universidade de Lisboa. Professor Associado, Universidade de Aveiro


[8] M. Adelaide Valente de Freitas got the Ph.D. degree in 1998. Thesis title: "Nova Classe de Aproximações em Teoria de Valores Extremos". Universidade de Aveiro. Professor Associado, Universidade de Aveiro


[7] M. Emília Athayde got the Ph.D. degree in 1994. Thesis title: "Estudo de Algumas Sucessões Markovianas com Relevo para a Teoria de Extremos". Universidade de Lisboa. Professor Associado, Universidade do Minho


[6] M. Teresa Themido got the Ph.D. degree in 1994. Thesis title: "Contribuições à Teoria de Valores Extremos". Universidade de Coimbra. Professor Associado, Universidade de Lisboa


[5] Helena M. Simões Ferreira got the Ph.D. degree in 1994. Thesis title: "Condições de Dependência Local em Teoria de Valores Extremos". Universidade de Coimbra. Professor Catedrático, Universidade da Beira Interior


[4] M. Isabel Barão, got the Ph.D. degree in 1993. Thesis title: “Comparação de Populações de Gumbel”. Universidade de Lisboa. Professor Auxiliar, Universidade de Lisboa


[3] M. Isabel Fraga Alves got the Ph.D. degree in 1992. Thesis title: "Inferência Estatística de Modelos Extremais". Universidade de Lisboa. Professor Associado com Agregação, Universidade de Lisboa

[2] M. Luísa Canto e Castro got the Ph.D. degree in 1992. Thesis title: "Velocidades de Convergência em Teoria de Valores Extremos". Universidade de Lisboa. Emprego actual: Professor Associado, Universidade de Lisboa


[1] M. Teresa Alpuim got the Ph.D. degree in 1989. Thesis title: "Contribuições à Teoria de Extremos em Sucessões Dependentes". Universidade de Lisboa. Emprego actual: Professor Catedrático, Universidade de Lisboa



RESEARCH M.Sc. STUDENTS

[21] Sérgio Vicente (“Extreme Value Theory: an Application to Sports”, DEIO, FCUL, 2012). Co-orientador, em colaboração com M. Isabel Fraga Alves

[20] Pedro Guimarães (“Metodologia Jackknife na Estimação Paramétrica em Modelos Extremais: Programação em R”, DEIO, FCUL, 2012).

[19] Paulo Jorge Dias dos Santos (“Testes Não-Paramétricos para Validação de Modelos Extremais”, DEIO, FCUL, 2011).

[18] Manuel Dias Pedro (“Comparação Assintótica de Estimadores Semi-paramétricos do Índice de Variação Regular”, DEIO, FCUL, 2007).


[17] Clara Viseu ("Estimação do Índice de Variação Regular: a Metodologia Jackknife Generalizado", DEIO, FCUL, 2005).


[16] Hugo Pereira ("Metodologia Jackknife Generalizado na Determinação de Estimadores Alternativos ao Estimador de Hill", DEIO, FCUL, 2004).


[15] Frederico Caeiro ("Generalizações de Estimadores Clássicos do Índice de Variação Regular", DEIO, FCUL, 2001).


[14] Cláudia Santos ("Estimação do Índice de Variação Regular e Metodologia Jackknife --- Eficiência Assintótica de Estimadores", DEIO, FCUL, 2001).


[13] Ana Maria Ferreira Gorjão Henriques ("O Modelo Generalizado de Pareto em Teoria de Valores Extremos", DEIO, FCUL, 1997).


[12] Bruno Cecílio de Sousa ("Comparação de Métodos Semi-Paramétricos de Estimação do Índice de Cauda", DEIO, FCUL, 1996).

[11] M. Fernanda Figueiredo ("Desenvolvimentos Recentes em Cartas de Controlo --- Cartas CUSUSM e EWMA", DEIO, FCUL, 1995).


[10] Ana Paula Nascimento ("Recordes e Processo Pontuaal de Poisson", DEIO, FCUL, 1994).


[9] Andreia Oliveira Hall ("Comportamento Assintótico do Máximo de Sucessões Estacionárias de Variáveis Aleatórias Inteiras", DEIO, FCUL, 1994).


[8] M. Graça Temido ("Valores Extremos em Modelo Normal", DEIO, FCUL, 1992).


[7] M. Cristina Souto de Miranda ("Influência do Modelo em Cartas de Controlo", DEIO, FCUL, 1992).


[6] M. Adelaide Valente ("Extremos em Dimensão Aleatória e Aplicação a Filas de Espera", DEIO, FCUL, 1991).


[5] Helena M. Simões Ferreira ("Valores Extremos em Esquemas de Dependência Fraca", Dep. Matemática, FCTUC, 1989).


[4] João J. Ferreira Gomes ("Comparação de Técnicas de Redução de Variância em Testes sobre Recordes", DEIOC, FCUL, 1988).


[3] M. Luisa Canto e Castro (“Velocidade de Convergência em Teoria de Valores Extremos", DEIOC, FCUL, 1986).


[2] M. Isabel Fraga Alves ("Técnicas de Simulação em Ajustamento de Modelos Extremais", DEIOC, FCUL, 1985).


[1] M. Teresa Alpuim ("Valores Recordes e Processos Extremais", DEIOC, FCUL, 1984).


Participations in R&D projects

[18] Statistics, Science Methodology, Causality and Knowledge Building, as Fellow of the Instituto de Investigação Científica Bento da Rocha Cabral, since 2013.

[17] CZ.1.07./2.3.00/20.0086, “STRENGTHENING INTERNATIONAL COOPERATION OF THE KLIMATEXT RESEARH TEAM” (EU Project — EU structural funds through the Czeck ministry of Education). Coordinator: Jan Picek, Prague, 2012-2014. Maximum amount of support: 17 3 Maximum amount of support: 17 389 099, 20 Czech Krowns = 687 000 EUR. Role: international expert.

[16] Leader of the project EXTREMA: Extremes in Today's World, PTDC/MAT/101736/2008, 2010-2013. Funding: 89,520 Euros.

[15] CIGMER (Causal Inquiries, Graphical Models and Estimating Risks (CIGMER), ESF Research Networking Programme, 2010-2013. Member of the Steering Committee.

[14] Participation in the Consorcium RISCOS — International Working Group on the Reform of the State Laboratories, 2009-2012.

[13] ESF Forward Look on "Mathematics and Industry", 2009-2012. Contact person of CEAUL.

[12] Leader of the Research Group Extremos, Estatísticas Ordinais e Aplicações, inside the Research Unit “Centro de Estatística e Aplicações”, 2007-2009.

[11] Leader of the Project ERSE --- Extremes, Risk, Safety and the Environment, PPDCT/MAT/58876/2004, 2007-2008.

[10] Leader of the Project ERSE --- Extremes, Risk, Safety and the Environment, POCI/MAT/58876/2004, 2005-2007.

[9] Leader of the Project Exploratory Data Analysis, Order Statistics, Outliers and Extremes, inside the Research Unit “Centro de Estatística e Aplicações”, 2003-2006.

[8] Leader of the Project VEXTRA --- Extreme Values and Resampling Techniques, POCTI, FCT (2000-2003).

[7] Participation in the Project MODEST --- Statistical Modeling, a project developed in the interaction of two sub-projects: the subproject MECAES --- Stochastic Models in Environment, Ecology and Health Sciences and the subproject VELA --- Extreme Values and Additive Laws (leader: 1997-2000).

[6] Co-responsible in 1988/1989, jointly with T.J. Sweeting, Department of Mathematics, University of Surrey, of the Project 'Statistical Methods for the Analysis of Extremes’, submitted to the Treaty of Windsor Programme.

[5] Leader of a Team on ‘Exploratory Data Analysis, Order Statistics and Extremes’ since 1985 until 2003, CEAUL.

[4] Leader of the Project "Modelos Extremais Paramétricos, Semi-Paramétricos e Não- Paramétricos”, CEAUL,1985-2003

[3] Leader of the Project "Estatísticas Ordinais Extremais e Estatísticas L em Esquemas Originais Não Necessariamente IID. Análise Exploratória de Dados", CEAUL, 1985-2003.

[2] From 1985 till 1988 was the leader of a Project on 'Estatística Computacional e Exploração de Dados', INIC.

[1] From 1985 till 1988 participated in the Project 'Centro de Documentação sobre Extremos e Aplicações', leadered by J. Tiago de Oliveira, INIC.


Awards

Year Award Awarding entity
2013 Sócio Honorário (Honorary fellow) Sociedade Portuguesa de Estatística
2013 Prémio Carreira (Life Achievement Award) 2013 Sociedade Portuguesa de Estatística
2013 Honorary member of the Committee on Risk Assessment (ICRA) International Statistical Institute (ISI)
2013 Workshop EVT (Extremes in Vimeiro Today) 2013, in honour of Ivette Gomes CEAUL and SPE
2013 Fellow Instituto de Investigação Científica Rocha Cabral
2011 XIX Congresso Annual da Sociedade Portuguesa de Estatística: Homage to the first three Presidents, Professors Ivette Gomes, João A. Branco and Fernando Rosado ESTG-IPL, IST-UTL and Sociedade Portuguesa de Estatística (SPE)
2011 5th Workshop on Statistics, Mathematics and Computation: Methods and Applications, in honour of Ivette Gomes ISLA-Santarém, CEAUL and IPT
2002 Fellow International Statistical Institute (ISI)
1990 Best Young Statstician Communication Award COMPSTAT
1975 Bolsa de Doutoramento Calouste Gulbenkian Foundation

Publications

Livros (autor)

  • [5] Ventura, C., Pestana, D, Gomes, M.I. and Pestana, P. (2013). Glossários de Termos Estatísticos (Alemão-Português-Alemão, Francês-Português-Francês, Inglês-Português-Inglês). Instituto Nacional de Estatística, Lisboa.

    [4] Gomes, M.I., Fraga Alves, M.I. & Neves, C. (2013). Análise de Valores Extremos: uma Introdução.
    Edições S.P.E. & I.N.E. (viii+267 pages),
    ISBN: 978-972-8890-30-8

    [3] Gomes, M.I., Figueiredo, F. & Barão, M.I. (2010).
    Controlo Estatístico da Qualidade. Edições I.N.E. (xii+305 pages),
    2ª edition, revised, ISBN: 978-972-8890-23-0.

    [2] Fraga Alves, M.I., Gomes, M.I. & Sousa, L. (2007).
    Fundamentos e Metodologias da Estatística. Edições CEAUL (iv+101 Pages).

    [1] Gomes, M.I. & Barão, M.I. (1999).
    Controlo Estatístico da Qualidade. Edições S.P.E. (203 pages).



    Livros (Editor)
    Books (Editor)

    [9] Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (2013).
    Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis.
    Instituto Nacional de Estatística (INE) editions, ISBN:978-972-9473-71-5.
    Depósito Legal: 359956/13 (191 pages).

    [8] Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Neves, C. (2011).
    Risk and Extreme Values in Insurance and Finance: Book of Abstracts.
    Edições CEAUL, ISBN: 978-989-8203-73-1,
    Depósito Legal: 325764 / 11 (x + 120 pages).

    [7] Gomes, M.I., Pinto Martins, J.A. & Silva, J.A. (2008).
    Bull. Internat. Statist. Inst. LXII (Electronic publication), ISI editions

    [6] Gomes, M.I., Pestana, D. & Silva, P. (2007).
    ISI 2007 Book of Abstracts. CEAUL, INE and ISI editions,
    ISBN:978-972-8859-71-8 (lxv+689 pages).

    [5] Fraga Alves, M.I, Gomes, M.I., de Haan, L. & Turkman, K.F. (2007).
    Statistical Extremes and Environmental Risk.
    Edições CEAUL, ISBN:978-972-8859-69-5 (94 pages).

    [4] Fraga Alves, M.I. & Gomes, M.I. (2006).
    Extremes Day in Honor of Laurens de Haan: Extremes, Risk, Safety and the Environment.
    Edições CEAUL (52 pages).

    [3] Hall, A., Gomes, M.I., Rootzén, H. & Scotto, M. (2004).
    Extreme Value Analysis — Theory and Practice.
    Edições Universidade de Aveiro (112 pages).

    [2] Gomes, M.I., de Haan, L., Pestana, D., Canto e Castro, L. & Fraga Alves, M.I. (2003).
    Extreme Values and Resampling Techniques.
    Edições CEAUL (98 pages).

    [1] Gomes, M.I., Pestana, D., Canto e Castro, L., Fraga Alves, M.I. & Martins, M.J. (1999).
    Extreme Values and Additive Laws.
    Edições CEAUL (101 pages).


Teses

  • <br>[1] Some Probabilistic and Statistical Problems in Extreme Value Theory. Ph. D. Thesis, University of Sheffield, 1978.

Outras publicações

  • 2013
    [109] Caeiro, F., Gomes, M.I. and Henriques-Rodrigues, L. (2013). A Location Invariant Probability Weighted Moment EVI-estimator. Notas e Comunicações CEAUL 30/2013

    [108] Gomes, M.I., Brilhante, F. and Pestana, D. (2013). A Mean-of-order-p Class of Value-at-Risk Estimators. Notas e Comunicações CEAUL 28/2013

    [107] Mendonça, S., Pestana, D. and Gomes, M.I. (2013). Randomly Stopped k-th Order Statistics. Notas e Comunicações CEAUL 20/2013

    [106] Brilhante, F., Gomes, M.I. and Pestana, D. (2013). Extensions of the Verhulst Model and Order Statistics and Products of Independent Uniform Random Variables. Notas e Comunicações CEAUL 17/2013

    [105] Brilhante, F., Gomes, M.I. and Pestana, D. (2013). Dynamic Instabilities in Population Growth Models II: Geometric Randomized Modified Fibonacci Model and randomly Stopped Bernoulli Sums. Notas e Comunicações CEAUL 16/2013

    [104] Vicente, S., Fraga Alves, M.I. and Gomes, M.I. (2013). Extreme Value Theory and Sports: the Maximal Oxygen Uptake. Notas e Comunicações CEAUL 11/2013

    [103] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2013). New reduced-bias estimators of a positive extreme value índex. Notas e Comunicações CEAUL 10/2013

    [102] Figueiredo, F. and Gomes, M.I. (2013). The total median statistic to monitor contaminated normal data. Notas e Comunicações CEAUL 09/2013

    [101] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2013). Dynamic Instabilities in Population Growth Models I: Bernoulli Randomized Fibonacci Model. Notas e Comunicações CEAUL 07/2013

    [100] Henriques-Rodrigues, L. and Gomes, M.I. (2013). Consistent estimation of a scale second-order parameter related tp the PORT methodology. Notas e Comunicações CEAUL 06/2013.

    [99] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2013). Population Dynamics: Extensions of Verhulst Model and Extremal Asymptotic Behaviour. Notas e Comunicações CEAUL 04/2013

    [98] Caeiro, F. and Gomes, M.I (2013). Asymptotic Comparison of Alternative Estimators of a Shape Second-Order Parameter. Notas e Comunicações CEAUL 03/2013.

    [97] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2013). Multifractals Tied to Extensions of Panjer’s Iterative Procedures. Notas e Comunicações CEAUL 02/2013.


    2012
    [96] Reis, P., Canto e Castro, L., Dias, S. and Gomes, M.I. (2012). Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems. Notas e Comunicações CEAUL 14/2012.

    [95] Figueiredo, F. and Gomes, M.I. (2012). The Skew-Normal Distribution in SPC. Notas e Comunicações CEAUL 13/2012.
    Accepted, Revstat

    [94] Caeiro, F. and Gomes, M.I. (2012). Bias Reduction in the Estimation of a Shape Second-Order parameter of a Heavy Right Tail Model. Preprint, CMA 22-2012.

    [93] Henriques-Rodrigues, L., Gomes, M.I., Fraga Alves, M.I. and Neves, C. (2012). PORT-Estimation of a Shape Second Order Parameter. Notas e Comunicações CEAUL 09/2012.

    [92] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). Extension of Panjer’s Iterative Procedures and Multifractals. Notas e Comunicações CEAUL 08/2012.
    Accepted, CMSIM

    [91] Caeiro, F. And Gomes, M.I. (2012). A Semi-Parametric Estimator of a Shape Second Order Parameter. Notas e Comunicações CEAUL 07/2012.
    Accepted, SPE 2011

    [90] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). Extensions of Verhulst Model in Population Dynamics and Extremes. Notas e Comunicações CEAUL 06/2012.
    Accepted, CMSIM

    [89] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). A Simple Generalization of the Hill Estimator. Notas e Comunicações CEAUL 03/2012.
    Accepted, CSDA

    [88] Beirlant, J., Caeiro, F. and Gomes, M.I. (2012). An Overview and Open Research Topics in the Field of Statistics of Univariate Extremes. Notas e Comunicações CEAUL 01/2012.
    Accepted, Revstat


    2011
    [87] Gomes, M.I., Martins, M.J. and Neves, M.M. (2011). Revisiting the Role of the Generalized JackKnife Methodology in the Field of Extremes. Notas e Comunicações CEAUL 20/2011.
    Accepted, CSTM

    [86] Brilhante, Gomes, M.I. and Pestana, D. (2011). Betaboop Brings in Chaos. Notas e Comunicações CEAUL 013/2011. Accepted at Chaotic Modeling and Simulation.
    Accepted, CMSIM (July 19, 2011).

    [85] Gomes, M.I., Pestana, D. And Pestana, P. (2011). Sir Pinsky Rides Again. Notas e Comunicações CEAUL 012/2011. Accepted at Chaotic Modeling and Simulation.
    Accepted, CMSIM (July 19, 2011).

    [84] Gomes, M.I., Figueiredo, F. & Neves, M.M. (2010). Adaptive Estimation of Heavy Right Tails: the Bootstrap Methodology in Action. Notas e Comunicações CEAUL 04/2011.
    Accepted, Extremes

    [83] Caeiro, F., Gomes, M.I. and Vandewalle, B. (2010). Semi-Parametric Probability-Weighted Moments Estimation Revisited. Notas e Comunicações 03/2011.
    Accepted, MCAP

    [82] Gomes, M.I. and Henriques-Rodrigues, L. (2010). Adaptive PORT-MVRB Estimation: an Empirical Comparison of two Heuristic Algorithms. Notas e Comunicações 01/2011.
    Accepted, JSCS


    2010
    [81] Gomes, M.I. and Neves, M.M. (2010). Estimation of the Extreme Value Index for Randomly Censored Data. Notas e Comunicações CEAUL 25/2010.
    Accepted, Biometrical Letters (February, 2011).

    [80] Caeiro, F. and Gomes, M.I. (2010). Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators. Notas e Comunicações CEAUL 24/2010.
    Accepted, Statistical Neerlandica (May 2011).

    [79] Gomes, M.I. and Caeiro, F. Adaptive Probability Weighted Moments Estimation. Notas e Comunicações CEAUL 22/2010.

    [78] Neves, C., Gomes, M.I. and Fraga Alves, M.I. (2010). Nitriding Limits in Aluminum Extrusion. Aveiro University preprint.
    Accepted, International Journal of Mathematical Modelling and Numerical Optimisation (IJMMNO) (November 2010).

    [77] Gomes, M.I., Henriques-Rodrigues, L. & Miranda, C. (2010). Reduced-Bias Location-Invariant Extreme Value Index Estimation: a Simulation Study. Notas e Comuniçaões CEAUL 19/2010.
    Accepted, Comm.Statist.—Simul. and Comput. (November 2010).

    [76] Gomes, M.I., Henriques-Rodrigues, L. & Caeiro, F. (2010). Refined Estimation of a Light Tail: an Application to Environmental Data. Notas e Comuniçaões CEAUL 18/2010.
    Accepted, SIS 2010

    [75] Gomes, M.I., Figueiredo, F. & Neves, M.M. (2010). Adaptive Choice of Thresholds and the Bootstrap Methodology: an Empirical Study. Notas e Comunicações CEAUL 12/2010.
    Accepted, SPE 2010

    [74] Gomes, M.I., Figueiredo, F., Henriques-Rodrigues, L. and Miranda, C. (2010). A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation. Notas e Comunicações CEAUL 01/2010.
    Accepted, J. Statist. Comput. and Simul. (December 2010)


    2009
    [73] Caeiro, F. and Gomes, M.I. (2009). An Asymptotically Unbiased Moment Estimator of a Negative Extreme Value Index. UNL preprint.
    Accepted, Discussiones Mathematica: Probability and Statistics (January, 2010).

    [72] Gomes, M.I. and Henriques-Rodrigues, L. (2009). Comparison at Optimal Levels of Classical Tail Index Estimators: a Challenge for Reduced-bias Estimation? Notas e Comunicações CEAUL 27/09.
    Accepted, Discussiones Mathematica: Probability and Statistics (July 2010).

    [71] Caeiro, F. and Gomes, M.I. (2009). Semi-parametric tail inference through Probability-Weighted Moments. UNL preprint.
    Accepted, J. Statistical Planning and Inference (September 2010)

    [70] Gomes, M.I., Mendonça, S. And Pestana, D. (2009). The Bootstrap Methodology and Adaptive Reduced-bias Tail Index and Value-at-Risk Estimation. Notas e Comunicações CEAUL 07/2009.
    Accepted, Comm. in Statistics — Theory and Methods. (July 2010).

    [69] Gomes, M.I., Pestana, D. and Henriques-Rodrigues (2009). Athletic Events and Statistics of Extremes: Estimation of Useful Parameters. Notas e Comunicações CEAUL 06/2009.

    [68] Gomes, M.I. and Henriques-Rodrigues (2009). High quantile estimation and the PORT methodology. Notas e Comunicações CEAUL 01/2009.
    Accepted, Revstat (October 2009).


    2008
    [67] Gomes, M.I., Henriques-Rodrigues, L., Pereira, H. & Pestana, D. (2008). Tail Index and Second Order Parameters' Semi-Parametric Estimation based on the Log-excesses. Notas e Comunicações CEAUL 17/2008.
    Accepted, J. Statist. Comput. and Simul. (January, 2009).

    [66] Gomes, M.I. (2008). Estatística de Extremos e Desporto: como Estimar alguns Parâmetros Úteis. Notas e Comunicações CEAUL 11/2008.

    [65] Caeiro, F., Gomes, M.I. & Henriques-Rodrigues, L. (2008). Reduced-bias Tail Index Estimators under a Third Order Framework. Notas e Comunicações CEAUL 09/2008.
    Accepted at Communications in Statistics: Theory and Methods (July, 2008).

    [64] Gomes, M.I. & Henriques-Rodrigues, L. (2008). Tail Index Estimation for Heavy Tails: Accomodation of Bias in the Excesses over a High Threshold. Notas e Comunicações CEAUL 07/2008.
    Accepted, Extremes (February 2008).

    [63] Figueiredo, F. & Gomes, M.I. (2008). Improved Monitoring of Industrial Processes with Robust Control Statistics. Notas e Comunicações CEAUL 02/08.
    Accepted, Revstat (November, 2008).


    2007
    [62] Gomes, M.I., Pestana, D. & Caeiro, F. (2007). A Note on the Asymptotic Variance at Optimal Levels of a Bias-corrected Hill Estimator (with D. Pestana & F. Caeiro). Notas e Comunicações CEAUL 19/07.
    Accepted, Statiscs and Probability Letters (August, 2008).

    [61] Gomes, M.I., Canto e Castro, L., Fraga Alves, M.I. & Pestana, D. (2007). Statistics of Extremes for IID Data: Laurens de Haan Leading Contributions. Notas e Comunicações CEAUL 16/2007
    Partial version invited at Extremes, with acceptance in October, 2007.

    [60] Gomes, M.I., Fraga Alves, M.I. & Araújo Santos, P. (2007). PORT Hill and Moment Estimators for Heavy-Tailed Models. Notas e Comunicações CEAUL 15/2007.
    Accepted, Communications in Statistics: Simulation and Computation (February, 2008).

    [59] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2007). Mixed Moment Estimators and Location Invariant Alternatives. Notas e Comunicações CEAUL 14/2007.
    Accepted, Extremes (September, 2008).

    [58] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2007). A Note on Second Order Conditions in Extremes: Linking General and Heavy Tail Conditions. Notas e Comunicações 11/2007.
    Accepted, Revstat (October, 2007).

    [57] Caeiro, F. & Gomes, M.I. (2007). Semi-Parametric Second-order Reduced-Bias High Quantile Estimation. Preprint, Universidade Nova de Lisboa, 2007.
    Accepted, Test (February, 2008).

    [56] Figueiredo, F. & Gomes, M.I. (2007). Dependent Control Statistics: Time of First Passage over a Given Threshold. Notas e Comunicações CEAUL 07/2007.

    [55] Vandewalle, B. & Gomes, M.I. (2007). A Note on the Estimation of High Quantiles and Small Exceedance Probabilities. Notas e Comunicações CEAUL 03/2007.

    [54] Gomes, M.I. & Neves, C. (2007). Asymptotic Comparison of the Mixed Moment and Classical Extreme Value Index Estimators. Notas e Comunicações CEAUL 01/2007.
    Accepted, Statistics and Probability Letters (July, 2007).


    2006
    [53] Araújo Santos, P., Fraga Alves, M.I & Gomes, M.I. (2006). Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation. Notas e Comunicações CEAUL 03/2006.
    Accepted, Revstat (September, 2006).

    [52] Beirlant, J., Figueiredo, F., Gomes, M.I. & Vandewalle, B. (2006). Improved Reduced Bias Tail Index and Quantile Estimators. Notas e Comunicações CEAUL 05/2006.
    Accepted, J. Statist. Planning and Inference (July, 2007).

    [51] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2006). Mixed Moment Estimator. Notas e Comunicações CEAUL 08/2006.


    2005
    [50] Gomes, M.I. & Viseu, C. (2005). Empirical Tail Index and VaR Analysis (with C. Viseu). Notas e Comunicações CEAUL, 20/2005.

    [49] Figueiredo, F. & Gomes, M.I. (2005). Control Charts with Estimated Control Limits. Notas e Comunicações CEAUL 19/2005.

    [48] Gomes, M.I., Hall, A. & Miranda, C. (2005). Subsampling Techniques and the Jackknife Methodology in the Estimation of the Extremal Index. Notas e Comunicações CEAUL 18/2005.
    Accepted, J. Comput. Statist. and Data Analysis (May, 2007).

    [47] Gomes, M.I., de Haan, L. & Henriques-Rodrigues, L. (2005). Accommodation of Bias in the Weighted Log-Excesses and Tail Index Estimation. Notas e Comunicações CEAUL 16/2005.
    Accepted, J. Royal Statist. Soc. (June, 2007).

    [46] Gomes, M.I., Martins, M.J. & Neves, M.M. (2005). Revisiting the Second Order Reduced Bias “Maximum Likelihood” Tail Index Estimators. Notas e Comunicações CEAUL 13/2005.
    Accepted, Revstat (April, 2007).

    [45] Gomes, M.I. & Pestana, D. (2005). A Sturdy Second Order Reduced Bias Value at Risk Estimator. Notas e Comunicações CEAUL 05/2005.
    Accepted, J. Amer. Statist. Assoc. (April, 2006).

    [44] Caeiro, F., Gomes, M.I. & Henriques-Rodrigues, L. (2005). A Comparative Study of two Classes of Reduced Bias' Estimators under a Third Order Framework. Notas e Comunicações CEAUL 04/2005.

    [43] Gomes, M.I., Miranda, C. & Viseu, C. (2005). The Jackknife Methodology in the Estimation of a Positive Tail Índex. Notas e Comunicações CEAUL 02/2005.
    Accepted, Statistica Neerlandica (August, 2006).


    2004
    [42] Caeiro, F. & Gomes, M.I. (2004). A New Class of Estimators of a “Scale” Second Order Parameter. Notas e Comunicações CEAUL 20/2004.
    Accepted, Extremes (September, 2006).

    [41] Caeiro, F., Gomes, M.I. & Pestana, D. (2004). Direct Reduction of Bias of the Classical Hill Estimator. Notas e Comunicações CEAUL 18/2004.
    Accepted, Revstat (July, 2005).

    [40] Gomes, M.I. (2004). Reduced Bias’ Estimators: an Overview. Notas e Comunicações CEAUL 17/2004.

    [39] Gomes, M.I., de Haan, L. & Henriques-Rodrigues, L. (2004). Tail Index Estimation Through Accommodation of Bias in the Weighted Log-Excesses. Notas e Comunicações CEAUL 14/2004.

    [38] Gomes, M.I. (2004). Extremes and Risk Management, Notas e Comunicações CEAUL 01/2004.


    2003
    [37] Gomes, M.I., Pereira, H. & Miranda, C. (2003). Revisiting the Role of the Jackknife Methodology in the Estimation of a Positive Tail Index. Notas e Comunicações CEAUL 17/2003.
    Accepted, Commun. in Statist: Theory and Methods (June, 2004).

    [36] Gomes, M.I. & Figueiredo, F. (2003). Statistics of Extremes --- Discrepancy between Asymptotic and Finite Sample Behaviour. Notas e Comunicações CEAUL 16/2003.

    [35] Figueiredo, F. & Gomes, M.I. (2003). Box-Cox Transformations versus Data Modelling --- Robust Charts in Statistical Process Control. Notas e Comunicações CEAUL 13/2003.

    [34] Gomes, M.I. & Figueiredo, F. (2003). Bias Reduction in Risk Modelling. Notas e Comunicações CEAUL 12/03.
    Accepted, Test (October, 2004).

    [33] Figueiredo, f. & Gomes, M.I. (2003). The Total Median in Statistical Quality Control. Notas e Comunicações CEAUL 06/2003.
    Accepted, AMSBI (May, 2004).

    [32] Gomes, M.I. & Oliveira, O. (2003). Some Improvements on the Estimation of Heavy Tails. Notas e Comunicações CEAUL 4/2003.


    2002
    [31] Gomes, M.I. & Caeiro, F. (2002). Estimação do Parâmetro de Segunda Ordem e Controlo do Viés em Estatística de Extremos. Notas e Comunicações CEAUL 29/2002.

    [30] Gomes, M.I. & Caeiro, F. (2002). Bias Reduction of a Heavy Tail Índex Estimator through an External Estimation of the Second Order parameter. Notas e Comunicações CEAUL 27/2002.
    Accepted, Statistics (June, 2004).

    [29] Gomes, M.I. (2002). “Natural” Generalized Jackknife Estimators of a Second Order Parameter in Statistics of Extremes. Notas e Comunicações CEAUL 16/2002.

    [28] Gomes, M.I. (2002). Some Comments on the Log-spacings’ Maximum Likelihood Estimation of the Tail Index. Notas e Comunicações CEAUL 13/2002.

    [27] Gomes, M.I. (2002). A Note on the Excesses over a High Threshold. Notas e Comunicações CEAUL 10/2002.

    [26] Gomes, M.I. & Martins, M.J. (2002). “Asymptotically Unbiased” Estimators of the Tail Índex based on the External Estimation of the Second Order Parameter. Notas e Comunicações CEAUL 08/2002.
    Accepted, Extremes (August, 2002).

    [25] Gomes, M.I. & Martins, M.J. (2002). Bias Reduction and Efficient Estimation of the Tail Índex. Notas e Comunicações CEAUL 05/2002.
    Accepted, J. Statist. Plann. and Inference (March, 2003).

    [24] Gomes, M.I. & Oliveira, O. (2002). How can Non-invariant Statistics work in our Benefit in the Semi-parametric Estimation of Parameters of Rare Events. Notas e Comunicações CEAUL 02/2002.
    Accepted, Commun. In Statist.: Simul. and Comput. (May, 2003).

    [23] Gomes, M.I. & Oliveira, O. (2002). Classical Maximum Likelihood Revisited under a Semi-parametric Context: Estimation of the Tail Index. Notas e Comunicações CEAUL 01/2002.
    Accepted, J. Statist. Comput. and Simul. (September, 2002).


    2001
    [22] Gomes, M.I. (2001). Bias Reduction and Efficient Estimation of the Tail Index. Notas e Comunicações CEAUL 10/2001.

    [21] Gomes, M.I. & Martins, M.J. (2001). Generalized Jackknife Estimators of the Tail Index based on the Estimation of the Second Order Parameter. Notas e Comunicações CEAUL 09/2001.

    [20] Caeiro, F. & Gomes, M.I. (2001). A Class of “Asymptotically Unbiased” Semi-parametric Estimators of the Tail Index. Notas e Comunicações CEAUL 08/2001.
    Accepted, Test (April, 2002).

    [19] Gomes, M.I. & Oliveira, O. (2001). Censoring Estimators of a Positive Tail Index. Notas e Comunicações CEAUL 06/2001.
    Accepted, Statist. and Probab. Letters (May, 2003).

    [18] Fraga Alves, M.I., Gomes, M.I. & de Haan, L. (2001). A New Class of Semi-parametric Estimators of the Second Order Parameter. Notas e Comunicações CEAUL 04/2001.
    Accepted, Portugaliae Mathematica (February, 2002).

    [17] Gomes, M.I., Martins, M.J. & Neves, M.M. (2001). Further Results and Comments on the Simulation of Generalized Jackknife Estimators. (with M. J. Martins & M. Neves). Notas e Comunicações CEAUL 03/2001.
    Accepted, Portugaliae Mathematica (May, 2001).


    2000
    [16] Gomes, M.I., de Haan, L. & Peng, L. (2000). Semi-parametric Estimation of the Second Order Parameter: Asymptotic and Finite Sample Behaviour. Notas e Comunicações CEAUL 08/2000.
    Accepted, Extremes (April, 2003).

    [15] Figueiredo, F. & Gomes, M.I. (2000). Alternatives to a Chart for Individuals: Moving Sums and Moving Maxima. Notas e Comunicações CEAUL 07/2000.

    [14] Gomes, M.I. & Martins, M.J. (2000). Generalizations of the Hill Estimator — Asymptotic versus Finite Sample behaviour. Notas e Comunicações CEAUL 05/2000.
    Accepted, J. Statist. Planning and Inference (September, 2000).

    [13] Gomes, M.I. & Oliveira, O. (2000). The Bootstrap Methodology for Statistical Extremes — Choice of the Optimal Sample Fraction. Notas e Comunicações CEAUL 04/2000.
    Accepted, Extremes (February, 2002).


    1999
    [12] Gomes, M.I. and Martins, M.J. (1999). Asymptotic Efficiency of Generalized Jackknife Semi-parametric Estimators of a Heavy Tail. Notas e Comunicações CEAUL 16/1999.

    [11] Gomes, M.I. (1999). Generalized jackknife Moment Estimators of the Tail Index. Notas e Comunicações CEAUL 15/1999.

    [10] Gomes, M.I. (1999). The Jackknife and the Bootstrap Methodologies in the Estimation of Parameters of Rare Events. Notas e Comunicações CEAUL 04/1999.

    [9] Ferreira, A. & Gomes, M.I. (1999). Tail Index Estimation in the Generalized Pareto Model. Notas e Comunicações CEAUL 02/1999.


    1998
    [8] Gomes, M.I. (1998). The Bootstrap Methodology in Statistical Extremes — the Choice of the Optimal Sample Fraction. Notas e Comunicações CEAUL 15/1998.


    1994
    [7] Gomes, M.I. (1994). Simulação e Estatística. Working Paper nº 14, Instituto Superior de Estatística e Gestão de Informação, 1994.


    1992
    [6] Gomes, M.I. (1992). Finite Sample and Asymptotic Properties of Estimators of the Extremal Index. Notas e Comunicações C.E.A.U.L. 23/1992.


    1991
    [5] Gomes, M.I. (1991). On the Estimation of the Parameters of Rare Events in Dependent Structures. Notas e Comunicações CEAUL 1991.


    1985
    [4] Gomes, M.I. & van Montfort, M.A. J. (1985). Exponentiality versus Generalized Pareto – Quick Tests. Notas e Comunicações CEAUL 4/1985.


    1984
    [3] Gomes, M.I. (1984). Statistical Theory of Extremes – Comparison of Two Approaches. Notas e Comunicações CEAUL 17/1984.
    Accepted, Statistics and Decision.

    [2] Gomes, M.I. (1984). Concomitants and Linear Estimators in an i-dimensional Extremal Model. Notas e Comunicações CEAUL 14/1984.
    Accepted, Trabaj. Estad. Inv. Operativa.


    1983
    [1] Gomes, M.I., Graça Martins, J., Pestana, D. & Tiago de Oliveira. J. (1983). Statistical Extremes and Applications — a Bibliography. Notas e Comunicações CEAUL, 1983.



Publicações em actas de encontros científicos

  • Papers in conference proceedings, including extended abstracts not included in Chapters of Books or Journals

    2013
    [98] Figueiredo, F. e Gomes, M.I. (2013). Estimativas robustas de localização e escala obtidas via bootstrapping. In Pereira, I., Freitas, A., Neves, C., Rocha, E., Scotto, M., Silva, M.E. e Silva, N. (eds.), Edições SPE, 148-49.

    [97] Gomes, M.I. (2013). Estimação MOP de viés reduzido do parâmetro VaR. In Pereira, I., Freitas, A., Neves, C., Rocha, E., Sotto, M., Silva, M.E. e Silva, N. (eds.), Edições SPE, 153-55.

    [96] Gomes, M.I., Brilhante, M.F. and Pestana, D. (2013). Estimadores de um índice de valores extremos positivo: um estudo comparativo. In Maia, M., Campos, P. and Duarte Silva, P. (eds.), Estatística: Novos Desenvolvimentos e Inspirações, 153-165.

    [95] Caeiro, F. And Gomes, M.I. (2013). On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index. In T.E. Simos, G. Psihoyios, Ch. Tsitouras and Z. Anastassi (eds.), Numerical Analysis and Applied Mathematics ICNAAM 2013, AIP Conferecence Proceedings, 801-804.

    [94] Gomes, M.I., Reis, P., Canto e Castro, L. and Dias, S. (2013). Reliability Control of Complex Systems Through Penultimate Approximations. In Bakhtadze, Natalia; Chernyshov, Kirill; Dolgui, Alexandre; Lototsky, Vladimir (eds.), Manufacturing Modelling, Management, and Control, Vol. 7, 7th IFAC Conference on Manufacturing Modelling, Management, and Control, DOI: 10.3182/20130619-3-ru-3018.00191, ISBN: 9783902823359, 916-921.

    [93] Brilhante, F, Gomes, M.I. and Pestana, D. (2013). Dynamic Instabilities in Population Growth Models I: Bernoulli Randomized Modified Fibonacci Model.
    In Skiadas, C. et al., Proccedings 6th Chaotic Modeling and Simulation International Conference. Also in Skiadas, C.H. (ed.) CHAOS 2013: Book of Abstracts, 6th Chaotic Modeling and Simulation International Conference, 30.

    [92] Brilhante, F, Gomes, M.I., Pestana, D. and Rocha, M.L. (2013). Dynamic Instabilities in Population Growth Models II: Panjer Randomized Modified Fibonacci Model.
    In Skiadas, C. et al., Proccedings 6th Chaotic Modeling and Simulation International Conference. Also in Skiadas, C.H. (ed.) CHAOS 2013: Book of Abstracts, 6th Chaotic Modeling and Simulation International Conference, 31.

    [91] Brilhante, F, Gomes, M.I. and Pestana, D. (2013). Extensions of the Verhulst Model, Order Statistics and Products of Independent Uniform Random Variables.
    In Skiadas, C. et al., Proccedings 6th Chaotic Modeling and Simulation International Conference, xxx-xxx. Also in Skiadas, C.H. (ed.) CHAOS 2013: Book of Abstracts, 6th Chaotic Modeling and Simulation International Conference, 32.

    [90] Caeiro, F., Gomes, M.I. and Beirlant, J. (2013). Statistics of Univariate Extremes: an Overview and Open Research Topics. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 20.

    [89] Figueiredo, F., Gomes, M.I., Brilhante, M.F. and Neves, M. (2013). Reduced-bias estimation: jackknife and bootstrap methods in action. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 76-77.

    [88] Gomes, M.I., Caeiro, F. and Henriques-Rodrigues, L. (2013). Revisiting a PORT-PPWM EVI-estimator. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 83-84.

    [87] Gomes, M.I., Brilhante, M.F. and Pestana, D. (2013). A Mean-of-order-p Value-at-Risk Estimator. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 145-146.

    [86] Henriques-Rodrigues, L. and Gomes, M.I. (2013). Adaptive PORT-MVRB VaR estimation. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 153-154.

    [85] Caeiro, F. and Gomes, M.I. (2013). A class of PPWM estimators of high quantiles. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 156.

    [84] Figueiredo, F. and Gomes, M.I. (2013). Performance of the bootstrap control charts for skew-normal data. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 171-172.

    [83] Pestana, D. Gomes, M.I. and Mendonça, S. (2013). k-Geometric Order Statistics. In Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, INE editions, 188-189.

    [82] Gomes, M.I., Brilhante, M.F. and Pestana, D. (2013). Reduced-bias mean-of-order-p extreme value index estimation. In Korolev, V. Yu. and Shorgin, S. Ya. (eds.), XXXI International Seminar on Stability Problems for Stochastic Models: Book of Abstracts, Moscow, Institute of Informatics Problems, Russian Academy of Sciences Editions, 23-25.

    [81] Caeiro, F. and Gomes, M.I. (2013). A note on the asymptotic comparison of two alternative estimators of shape second-order parameter. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 47-50.

    [80] Figueiredo, F., Brilhante, M.F., Gomes, M.I. and Neves, M.M. (2013). The role of jackknife and bootstrp in reliable reduced-bias tail índex estimation. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 59-62.

    [79] Gomes, M.I. (2013). Resampling methodologies and reliable tail estimation. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 21.

    [78] Henriques-Rodrigues, L. and Gomes, M.I. (2013). PORT estimation of second-order parameters. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 73-76.

    [77] Reis, P., Canto e Castro, L., Dias, S. and Gomes, M.I. (2013). A note on penultimate approximations and reliability of series-parallel structures. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 99-102.

    [76] Vicente, S., Fraga Alves, M.I. and Gomes, M.I. (2013). Extreme Value Theory and Sports: the Maximal Oxygen Uptake. In K.F. Turkman et al. (eds.) Symposium on Recent Advances in Extreme Value Theory: Book of Abstracts, 111-114.


    2012
    [75] Brilhante, F., Gomes, M.I. e Pestana, D. (2012). Novo estimador de viés reduzido de um índice de valores extremos positivo.
    In Carlos Braumann et al. (eds.), Programa e Livro de Resumos: XX Congresso da Sociedade Portuguesa de Estatística, Ediçõe SPE, ISB 978-972-8890-27-8, 637-642.

    [74] Figueiredo, F. e Gomes, M.I. (2012). A relevância da distribuição normal assimétrica em aplicações.
    In Carlos Braumann et al. (eds.), Programa e Livro de Resumos: XX Congresso da Sociedade Portuguesa de Estatística, Ediçõe SPE, ISB 978-972-8890-27-8, 531-534.

    [73] Henriques-Rodrigues, L. e Gomes, M.I. (2012). A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala de segunda ordem.
    In Carlos Braumann et al. (eds.), Programa e Livro de Resumos: XX Congresso da Sociedade Portuguesa de Estatística, Ediçõe SPE, ISB 978-972-8890-27-8, 631-635.

    [72] Brilhante, F., Gomes, M.I. e Pestana, D. (2012). A non-parametric double-bootstrap method for an adaptive MOP EVI-estimation.
    In T.E. Simos, G. Psihoyios, Ch. Tsitouras and Z. Anastassi (eds.), Numerical Analysis and Applied Mathematics ICNAAM 2012, AIP Conferecence Proceedings, 1708-1711.

    [71] Caeiro, F. and Gomes, M.I. (2012). A reduced bias estimator of a ‘scale’ second order parameter.
    In T. E. Simos, G. Psihoyios, Ch. Tsitouras and Z. Anastassi (eds.), Numerical Analysis and Applied Mathematics ICNAAM 2012, AIP Conferecence Proceedings, 1114-117.

    [70] Neves, M.M., Gomes, M.I., Figueiredo, F. and Prata-Gomes, D. (2012). Modelling extreme events: sample fraction adaptive choice in parameter estimation.
    In T. E. Simos, G. Psihoyios, Ch. Tsitouras and Z. Anastassi (eds.), Numerical Analysis and Applied Mathematics ICNAAM 2012, AIP Conferecence Proceedings, 1110-1113.

    [69] Gomes, M.I., Caeiro, F. and Henriques-Rodrigues, L. (2012). PORT-PPWM extreme value index estimation.
    In Colubi, A., Fokianos, K., Kontoghiorghes, E.J. and González-Rodríguez, G. (eds.). Proceedings of COMPSTAT 2012, The International Statistical Institute/International Association for Statistical Computing, 259-270.

    [68] Caeiro, F. and Gomes, M.I. (2012). A new class of estimators of the shape second order parameter of an heavy-tailed distribution.
    In Canas, P., Marques, F. and Ramos, L. (eds.), Book of Abstracts of the Joint Meeing of y-BIS and jSPE, Instituto Nacional de Estatística, 69-70.

    [67] Figueiredo, F. and Gomes, M.I. (2012). The skew-normal and the inverse scale factors-normal distributions in SQC.
    In Canas, P., Marques, F. and Ramos, L. (eds.), Book of Abstracts of the Joint Meeing of y-BIS and jSPE, Instituto Nacional de Estatística, 163-164.

    [66] Henriques-Rodrigues, L. e Gomes, M.I. (2012). Optimal choice of a tuning parameter in the PORT-estimation of a shape second-order parameter.
    In Canas, P., Marques, F. and Ramos, L. (eds.), Book of Abstracts of the Joint Meeing of y-BIS and jSPE, Instituto Nacional de Estatística, 170-171.

    [65] Gomes, M.I. (2012). A location invariant PPWM EVI-estimator.
    International Conference on “Probability Theory and its Applications in Commemoration of the Centennial of B.V. Gnedenko, 162-163.

    [64] Gomes, M.I. and Pestana, D. (2012). Extensions of Verhulst Model in Population Dynamics and Extremes.
    In Skiadas, C. et al., Proccedings 5th Chaotic Modeling and Simulation International Conference, 115-121. Also in Skiadas, C. H. (ed.) CHAOS 2012: Book of Abstracts, 5th Chaotic Modeling and Simulation International Conference, 28

    [63] Brilhante, F, Gomes, M.I. and Pestana, D. (2012). Extension of Panjer's iterative procedures and multifractals.
    In Skiadas, C. et al., Proccedings 5th Chaotic Modeling and Simulation International Conference, 123-130. Also in Skiadas, C. H. (ed.) CHAOS 2012: Book of Abstracts, 5th Chaotic Modeling and Simulation International Conference, 27.


    2011
    [62] Gomes, M.I. (2011). A importância de métodos de re-amostragem em Estatística de Extremos.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 301-302.

    [61] Caeiro, F. e Gomes, M.I. (2011). Estimação de um parâmetro de forma de segunda-ordem.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 235-236.

    [60] Miranda, C., Souto de Miranda, M., Rocha, A. E Gomes, M.I. (2011). Uma versão robusta para o estimador do índice extremal de Nandagopalan.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 205-206.

    [59] Henriques-Rodrigues, L. & Gomes, M.I. (2011). Excessos acima de níveis aleatórios e estimação linear óptima e centrada.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 105-106.

    [58] Gomes, M.I. e Pestana, D. (2011). Uma generalização do estimador de Hill.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 103-104.

    [57] Gomes, M.I. (2011). Comparação assintótica de estimadores de um parâmetro de forma de segunda-ordem em caudas pesadas.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 101-102.

    [56] Santos, P., Gomes, M.I. e Zea Bermudez, P. de (2011). Testes não-paramétricos para validação de modelos extremais: uma Aplicação a Dados de Atletismo.
    In Braumann, C. et al. (eds.) XIX Congresso da Sociedade Portuguesa de Estatística: SPE 2011 Programa e Resumos, SPE Editions, 47-48.

    [55] Caeiro, F. and Gomes, M.I. (2011). Asymptotic distribution of an extreme value index estimator based on scaled log-spacings.
    In Simos, T., Psihoyios, G., Tsitouras, Ch. And Anastassi, Z. (eds.) AIP Conference Proceedings, Volume 1389 (Numerical Analysis and Applied Mathematics, ICNAM 2011), 1467-1470.

    [54] Gomes, M.I. (2011). The importance of resampling methodologies in the field of extremes.
    In Canas-Rodrigues, P. and de Carvalho, M. (eds.) Proceedings of the 17th Young European Statistician Meeting, FCT/UNL, 25-26.

    [53] Figueiredo, F. and Gomes, M.I. (2011). The Total median statistic revisited.
    ENBIS 2011 Proceedings (on-line, 9 pages).

    [52] Gomes, M.I., Ferreira, M. and Leiva, V. (2011). The extreme value Birnbaum-Saunders model in Biometry and Environment.
    In Oliveira, T. and Castela, G. (eds.), V Workshop on Statistics, Mathematics and Computation: Book of Abstracts, 25-26.

    [51] Caeiro, F. and Gomes, M.I. and Henriques-Rodrigues, L. (2011). Light-tail estimation: a negative moment EVI-estimator and an application to environmental data.
    In Fougères, A.-L. and Mercadier, C. (eds.). EVA 2011: Abstracts, 14-15.

    [50] Gomes, M.I. and Caeiro, F. (2011). Asymptotic comparison at optimal levels of reduced-bias EVI estimators.
    In Fougères, A.-L. and Mercadier, C. (eds.), EVA 2011: Abstracts, 24-25.

    [49] Neves, M.M. and Gomes, M.I. (2010). Estimation of parameters of extreme events for randomly censored data.
    In Fougères, A.-L. and Mercadier, C. (eds.). EVA 2011: Abstracts, 36-37.

    [48] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2011). BetaBoop brings in chaos (Electronic publication, 8 pages, and abstract: In Skiadas, C. et al. (eds.), 4th CHAOS 2011 Book of Abstracts, 18.

    [47] Gomes, M.I., Pestana, D. and Pestana, P. (2011). Sir Pinski rides again (Electronic publication, 8 pages, and abstract: In Skiadas, C. et al. (eds.), 4th CHAOS 2011 Book of Abstracts, 44-45.


    2010
    [46] Gomes, M.I. & Henriques-Rodrigues, L. (2010). Estimação adaptativa e PORT-MVRB do índice de valores extremos.
    In Braumann, C. et al. (eds.) XVIII Congresso da Sociedade Portuguesa de Estatística: Livro de Resumos, Vol. I, SPE Editions, 144-146.

    [45] Henriques-Rodrigues, l. & Gomes, M.I. (2010). A metodologia PORT na estimação d um parâmetro de forma de segunda ordem.
    In Braumann, C. et al. (eds.) XVIII Congresso da Sociedade Portuguesa de Estatística: Livro de Resumos, Vol. I, SPE Editions, 149-151.

    [44] Caeiro, F. & Gomes, M.I. (2010). Estimação semi-paramétrica da cauda: nova classe de estimadores dos momentos ponderados de probabilidade.
    In Braumann, C. et al. (eds.) XVIII Congresso da Sociedade Portuguesa de Estatística: Livro de Resumos, Vol. I, SPE Editions, 152.

    [43] Gomes, M.I. & Henriques-Rodrigues, L. (2010). Peaks over random threshold best linear unbiased estimation of the extreme value index.
    In Carvalho, L. e tal. (eds.), LINSTAT 2010 Book of Abstracts, Available on-line at: http://www.linstat2010.ipt.pt/download/Henriques.pdf

    [42] Gomes, M.I. (2010). Estimação adaptativa, invariante e de viés-reduzido do índice de valores extremos.
    In Lemos, A.C. et al. (eds.), ENSPM 2010, SPM Editions, 98-99.

    [41] Gomes, M.I. & Henriques-Rodrigues, L. (2010). A heuristic choice of tuning parameters in a location-invariant reduced-bias estimation of the extreme value index: application to financial log-returns and simulated data.
    In Luzar-Siffler, V., Jarec, I. & Bekic, Z. (eds.), Proceedings of the ITI 2010, 32nd International Conference on Information Technology Interfaces, SRCE Univ. Computing Centre Editions, 527-532.

    [40] Gomes, M.I. & Neves, M.M. (2010). A note on statistics of extremes for censoring schemes on a heavy right tail.
    In Luzar-Siffler, V., Jarec, I. & Bekic, Z. (eds.), Proceedings of the ITI 2010, 32nd International Conference on Information Technology Interfaces, SRCE Univ. Computing Centre Editions, 539-544.

    [39] Gomes, M.I., Henriques-Rodrigues, L. & Miranda, C. (2010). A simulation study of PORT second-order reduced-bias extreme value index estimation.
    In Luzar-Siffler, V., Jarec, I. & Bekic, Z. (eds.), Proceedings of the ITI 2010, 32nd International Conference on Information Technology Interfaces, SRCE Univ. Computing Centre Editions, 533-538.


    2009
    [38] Gomes, M.I., Mendonça, S. & Pestana, D.D. (2009). Adaptive reduced-bias tail index and value-at-risk estimation.
    In L. Sakalauskas, C. Skiadas & E.K. Zavadskas (eds.). Applied Stochastic Models and Data Analysis — ASMDA 2009, ISBN 978-9955-28-463-5 IMI & VGTU, Vilnius Gediminas Technical Univ. Editions, 41-44. ---10cit.(May2013)

    [37] Gomes, M.I. & Miranda, C. (2009). Finite sample behaviour of the mixed moment estimator in dependent frameworks.
    In Luzar-Stifler, V., Jarec, I. & Bekic, Z. (eds.). Proceedings of the ITI 2009, ISBN: 978-953-7138-15-8, University of Zagreb Editions, 237-242.
    ISI

    [36] Gomes, M.I., Pestana, D., Sequeira, F., Mendonça, S. & Velosa, S. (2009). Uniformity of offsprings from uniform and non-uniform parents.
    In Luzar-Stifler, V., Jarec, I. & Bekic, Z. (eds.). Proceedings of the ITI 2009, ISBN: 978-953-7138-15-8, University of Zagreb Editions, 243-248.
    ISI

    [35] Gomes, M.I. & Henriques-Rodrigues, L. (2009). Classical and MVRB tail index estimators: asymptotic comparison at optimal levels.
    In Pestana, D. et al. (eds). Workshop em Estatística pela Jubilação do Professor João Tiago Mexia, 7-8, Ediçoes CMA/FCT-UNL.

    [34] Caeiro, F., Gomes, M.I. & Pereira, H. (2009). Comparação assintótica em níveis óptimos de estimadores do índice de cauda de viés reduzido.
    In Braumann, C. et al. (eds.) XVI Congresso da Sociedade Portuguesa de Estatística: Programa e Livro de Resumos. SPE Editions, 100-101.

    [33] Figueiredo, F.O & Gomes, M.I. (2009). Cartas de controlo baseadas na função quantil.
    In Braumann, C. et al. (eds.) XVI Congresso da Sociedade Portuguesa de Estatística: Programa e Livro de Resumos. SPE Editions, 114.

    [32] Gomes, M.I. (2009). Estimação adaptativa MVRB: aplicação a dados financeiros.
    In Braumann, C. et al. (eds.) XVI Congresso da Sociedade Portuguesa de Estatística: Programa e Livro de Resumos. SPE Editions, 207-208.

    [31] Miranda. M.C. & Gomes, M.I. (2009). Estimação do índice de cauda com redução do viés em contexto dependente — estudo comparativo com recurso ao método de Monte Carlo.
    In Braumann, C. et al. (eds.) XVI Congresso da Sociedade Portuguesa de Estatística: Programa e Livro de Resumos. SPE Editions, 349-350.


    2008
    [30] Gomes, M.I. (2008). Statistics of extremes under censoring schemes.
    In Molina, M. et al. (eds.), Book of Abstracts: II Iberian Mathematical Meeting, 53-54, Universidad Extremadura editions.

    [29] Henriques-Rodrigues, L. & Gomes, M.I. (2008). High Quantile estimation and the PORT methodology.
    In Zaiats, V. ed., BAS 2008, 73-74, CRM editions.

    [28] Gomes, M.I. & Henriques-Rodrigues, L. (2008). PORT-ML, PORT-MP and other classical tail index estimators: asymptotic comparison at optimal levels.
    In Zaiats, V. ed., BAS 2008, 67-69, CRM editions.

    [27] Gomes, M.I., Henriques-Rodrigues, L., Pereira, H. & Pestana, D. (2008). A semi-parametric estimator of a “scale” second order parameter based upon the log-excesses.
    In Luzar-Stiffler, V., Dobric, V.H. & Bekic, Z. (eds.) Proceedings of the ITI 2008, ISBN 978-953-7138-12-7, pp. 329-334.
    ISI SCOPUS:3


    2006
    [26] Gomes, M.I., de Haan, L. & Henriques-Rodrigues, L. (2006). Weighted log-excesses in statistics of extremes.
    In Amado, C. et al. (eds.), ICORS06: Abstracts, 51-52, INE editions.

    [25] Gomes, M.I., Henriques-Rodrigues, L. & Viseu, C. (2006). Empirical tail index and VaR analysis.
    In Mínguez, R. et al. (eds.), International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo (electronic version, ISBN:84-689-8577-5), 21 pages.

    [24] Gomes, M.I. (2006). Reduced bias tail index and associated quantile estimation.
    In Barme-Delcroix, M.-F. ed. Journées Extremes à Lille, 29-30.


    2004
    [23] Figueiredo, F. & Gomes, M.I. (2004). Control charts with estimated control limits.
    Karlsruher Stocastik-Tage 2004 Booklet, Inst. Fur Mathematische Stochastik, 131-132.


    2003
    [22] Figueiredo, F. & Gomes, M.I. (2003). Cartas de controlo para monitorização de processos não normais.
    In Livro de Resumos das X Jornadas de Classificação e Análise de Dados —JOCLAD, 198-199, 2003.


    1995
    [21] Gomes, M.I. (1995). Metodologias jackknife e bootstrap em Estatística de Extremos.
    Actas da II Conferência Anual da S.P.E., 31-46, 1995.

    [20] Fraga Alves, M.I. & Gomes, M.I. (1995). Escolha estatística de caudas no domínio de atracção da distribuição Gumbel.
    Actas da II Conferência Anual da S.P.E., 133-146, 1995.


    1988
    [19] Gomes, M.I. (1988). Comparison of estimators of the upper tail of a distribution.
    COMPSTAT 88 __ Short Communications and Posters, 53-54.


    1986
    [18] Gomes, M.I. and Pestana, D. (1086). Non-classical Extreme Value Models. In K. Cehak (ed.), III International Conf. on Statistical Climatology: Extended Abstracts, Osterreichische Gesellschaft fur Meteorologie, 196-200.

    [17] Gomes, M.I. and van Montfort, M.A.J. (1986). Exponentiality versus Generalized Pareto, quick tests. In K. Cehak (ed.), III International Conf. on Statistical Climatology: Extended Abstracts, Osterreichische Gesellschaft fur Meteorologie, 185-195.

    [16] Gomes, M.I. & Pestana, D.D. (1986). A simulation study of maxima of standardized spacings.
    COMPSTAT 86 __ Short Communications and Posters, 103-104, Università "La Sapienza", Rome.

    [15] Gomes, M.I. (1986). Robustness of Gumbel statistical choice test statistic in a multivariate GEV model.
    COMPSTAT 86 __ Short Communications and Posters, 101-102. Università "La Sapienza", Rome.

    [14] Gomes, M.I. & Pestana, D. (1986). The extremal limit problem in data analysis __ building a statistical package.
    Computer at the University, 5.02/1-5.02/9, Vlatko Ceric, Zagreb.


    1984
    [13] Tiago de Oliveira, J., Gomes, M.I. & Pestana, D. (1984). Using and extending statistical packages __ a project in teaching statisticians.
    VI Intern. Symp. on Computer at University, 103/1-103/7.

    [12] Gomes, M.I. (1984). Two algorithms for analyzing mixtures of distributions.
    VI Intern. Symp. Computer at University, 509/1-509/6.

    [11] Gomes, M.I. (1984). Statistical choice in a multivariate GEV model.
    Actas do III Colóquio de Estatística e Investigação Operacional, 235-244.

    [10] Gomes, M.I. (1984). Statistical Theory of Extremes – comparison of two approaches.
    Abstracts 16th European Meeting of Statisticians.

    [9] Gomes, M.I. & Pestana, D. (1984). Domains of attraction and penultimate behaviour.
    Abstracts 16th European Meeting of Statisticians, 202-203.

    [8] Gomes, M.I. (1984). Estimation procedures in an i-dimensional extremal model. Actas XIV Reunion Soc. Espan. Inv. Oper. Estad. Inform., Vol. I, 264-274.


    1982
    [7] Gomes, M.I. (1982). A note on statistical choice in univariate extreme models. Actas IX Jornadas Hispano-Lusas de Matemática, Vol. II, 653-656. ---18cit.(May2013)

    [6] Gomes, M.I. (1982). An i-dimensional distribution function of largest values and its relevance to the statistical theory of extremes.
    Abs. 15th European Meeting Statisticians, 141-142.

    [5] Gomes, M.I. (1982). Numerical upper and lower bounds for the distribution of maxima.
    COMPSTAT 82, Vol. II, 117-118, Physica Verlag.

    [4] Gomes, M.I. (1982). Penultimate versus ultimate in extreme value theory __ a simulation study.
    COMPSTAT 82, Vol. II, 119-120, Physica Verlag.


    1981
    [3] Gomes, M.I. (1981). Closeness of penultimate approximations in extreme value theory.
    Abs. 14th European Meeting Statisticians, 149-150.

    [2] Gomes, M.I. & Pestana, D. (1981). Nota sobre o domínio de atracção de leis estáveis.
    Actas VIII Jornadas Luso-Espanholas de Matemática, Vol. II, 339-346.

    [1] Gomes, M.I. (1981). Verosimilhança e inferência estatística.
    Actas II Colóquio Estatística e Investigação Operacional, 232-244.



    Abstracts in conferences:

    2013
    [58] Caeiro, F. and Gomes, M.I. (2013). Computational study of a bootstrap algorithm for the adaptive estimation of the extreme value index. In Errico Kontiorghes (ed.), CFE 13 and ERCIM 13 Book of Abstracts, xx, ERCIM WG on Computing & Statistics editions.

    [57] Figueiredo, F., Gomes, M.I. and Chakraborti, S. (2013). The total median and the total range statistics in phase I control charts. In Errico Kontiorghes (ed.), CFE 13 and ERCIM 13 Book of Abstracts, xx, ERCIM WG on Computing & Statistics editions.

    [56] Gomes, M.I. (2013). A reduced-bias mean-of-order-p Value-at-Risk estimator. In Errico Kontiorghes (ed.), CFE 13 and ERCIM 13 Book of Abstracts, xx, ERCIM WG on Computing & Statistics editions.

    [55] Gomes, M.I. (2013). The Role of Jackknife and Bootstrap in Statistics of Extremes: An Environmental Application. In J. Picek et al. (eds.), International Conference on Precipitation Extremes in a Changing Climate: Book of Abstracts, University of Liberec, 11.

    [54] Neves, M., Gomes, M.I., Figueiredo, F. and Prata Gomes, D. (2013). Adaptive and computational procedures in extreme value parameters' estimation. In Li, D., Peng, L. And Zhan, Z. (eds.), EVA 2013 Book of Abstracts, 65

    [53] Figueiredo, F. and Gomes, M.I. (2013). Cartas de controlo para a distribuição normal assimétrica. XX Jornadas de Classificação e Análise de Dados, Universidade do Minho, April, 11-13.

    [52] Gomes, M.I. (2013). A mean-of-order-p reduced-bias and location-invariant extreme value index estimator. In Li, D., Peng, L. And Zhan, Z. (eds.), EVA 2013 Book of Abstracts, 33.

    [51] Gomes, M.I. (2013). Resampling-Based Methodologies in Statistics of Extremes: an Environmental Application. MECC 2013 --- International Conference and Advanced School Planet Earth, Mathematics of Energy and Climate Change, Book of Abstracts, 18.


    2012
    [50] Figueiredo, F. and Gomes, M.I. (2012). Exact and bootstrap control charts based on the skew-normal distribution.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 12 Book of Abstracts, 10, ERCIM WG on Computing & Statistics editions.

    [49] Gomes, M.I., Ferreira, M. and Leiva, V. (2012). The extreme value Birnbaum-Saunders model in athletics and environment.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 12 Book of Abstracts, 81, ERCIM WG on Computing & Statistics editions.

    [48] Manjunath, B.G., Fraga Alves, M.I., Gomes, M.I. and Henriques-Rodrigues, L. (2012). On heuristic choices of tuning parameters in the estimation of the extreme value index.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 12 Book of Abstracts, 99, ERCIM WG on Computing & Statistics editions.

    [47] Gomes, M.I., Reis, P., Canto e Castro, L. and Dias, S. (2012). Penultimate approximations in statistics of extremes and reliability of large coherent systems.
    Modern Stochastics: Theory and Applications III, Taras Shevchenko National University of Kyiv, 39.

    [46] Gomes, M.I. (2012). A MOP reduced-bias location-invariant EVI-estimator.
    In Frigessi et al. (eds.), 8th World Congress in Probability and Statistics: Program and Abstracts, 191.

    [45] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). Population growth models tied to extensions of beta densitiess.
    In Oliveira, T., Mejza, S., Ferreira, D., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts — 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Instituto Politécnico de Tomar, 25.

    [44] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). MOP Reduced-Bias EVI-Estimation.
    In Oliveira, T., Mejza, S., Ferreira, D., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts — 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Instituto Politécnico de Tomar, 29.

    [43] Neves, M.M., Gomes, M.I., Figueiredo, F. and Prata Gomes, D. (2012). How resampling methodologies can help in extreme value estimation.
    In Oliveira, T., Mejza, S., Ferreira, D., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts — 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Instituto Politécnico de Tomar, 34.

    [42] Figueiredo, F. and Gomes, M.I. (2012). Bootstrap control charts to monitor skew-normal processes.
    In Oliveira, T., Mejza, S., Ferreira, D., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts — 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Instituto Politécnico de Tomar, 85.

    [41] Caeiro, F. and Gomes, M.I. (2012). Further results on the extreme value estimation: the maximum likelihood estimators of Feuerverger and Hall.
    In Oliveira, T., Mejza, S., Ferreira, D., Oliveira, A. and Grilo, L. (eds.), Book of Abstracts — 6th Workshop on Statistica, Mathematics and Computation & 3rd Portuguese-PolishWorkshop on Biometry, Instituto Politécnico de Tomar, 86.

    [40] Gomes, M.I., Figueiredo, F. and Neves, M.M. (2012). Optimal sample fraction selction in reduced-bias EVI-estimation.
    ISNPS 2012, page 149.


    2011
    [39] Figueiredo, F. and Gomes, M.I. (2011). Monitoring the mean value in the contaminated normal family of distributions.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 11 Book of Abstracts, 15, ERCIM WG on Computing & Statistics editions.

    [38] Gomes, M.I. and Pestana, D. (2011). A simple generalization of the Hill estimators.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 11 Book of Abstracts, 116, ERCIM WG on Computing & Statistics editions.

    [37] Neves, M.M., Gomes, M.I., Figueiredo, F. and Prata-Gomes, D. (2011). Resampling methodologies in adaptive choice of thresholds for the estimation of parameters of rare events.
    In Colubi, A. et al. (eds.). CFE 11 and ERCIM 11 Book of Abstracts, 74, ERCIM WG on Computing & Statistics editions.

    [36] Gomes, M.I. (2011). Semi-parametric probability-weighted moments estimation: asymptotics versus non-asymptotics.
    In J. Jureckova et al. (eds.), Analytical Methods in Statistics, AMISTAT 2011 Book of Abstracts and Programa, 11, Prague, 28-30 October.


    2010
    [35] Figueiredo, F., Gomes, M.I. and Chakraborti, S. (2010). Control Charts based on quantiles. In Book of Abstracts of the International Symposium on Business and Industrial Statistics - ISBIS 2010 (eds.), 34.

    [34] Gomes, M.I. and Henriques-Rodrigues, L. (2010). Adaptive PORT-MVRB extreme value index estimation: A comparison of heuristic algorithms.
    In A.-M. Fuertes, J. Niland, E. Ruiz, B. Rustem, E.J. Kontoghiorghes and G. Loizou (eds.), CFE’10 \& ERCIM’10, ERCIM WG on Computing \& Statistics Editions, 59.

    [33] Gomes, M.I. & Neves, M.M. (2010). Estimation of parameters of extreme events for random censored data.
    In Siatkowski, I., Graczyk, M., Szabelska, A. And Zyprych, J. (eds.), The 40th International Biometrical Colloquium and Second Polish-Portuguese Workshop on Biometry in honour of Prof. J.T. Mexia — Abstracts, Poznan Univ. of Life Sciences eds., 22.

    [32] Gomes, M.I., Henriques-Rodrigues, L. & Caeiro, F. (2010). Refined estimation of a light-tail: an application to environmental data.
    SIS 2010 Book of Abstracts, 19, Università Degli Studi Di Padova Editions.


    2009
    [31] Gomes, M.I. (2009). Computational methods in statistics of extremes: adaptive choice of thresholds.
    In Oliveira, T. & Oliveira, A. (ed.). Program and Abstracts: 4th Workshop on Statistics, Mathematics and Computation, 24, Universidade Aberta Editions.

    [30] Figueiredo, F. & Gomes, M.I. (2009). A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation.
    In Colubi, A. et al. (eds.). CFE 09 and ERCIM 09 Book of Abstracts, 43, ERCIM editions.

    [29] Gomes, M.I. (2009). A quasi-PORT methodology for VaR: second-order reduced-bias estimation.
    In Breidt J. (ed.), Graybill VIII/EVA2009 Book of Abstracts, 40, Colorado State University editions.


    2008
    [28] Gomes, M.I. & Henriques-Rodrigues, L. (2008). Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison.
    7th World Congress in Probability and Statistics, Book of Abstracts, 106.

    [27] Figueiredo, F. & Gomes, M.I. (2008). Robust estimation and its applications in statistical quality control.
    Invited Session on “Particular Situations in Quality Control”, ISBIS2008, International Symposium on Business and Industrial Statistics (with special emphasis on Quantitative Analytics for Banking, Finance and Insurance).


    2007
    [26] Figueiredo, F. & Gomes, M.I. (2007). Improved monitoring of control charts.
    In Abraham, B., Bacelar-Nicolau & Silva, O. (eds.), ISBIS 2007 — Program and Abstracts, 53.

    [25] Caeiro, F. & Gomes, M.I. (2007). Heavy tails: the Student’s t and skew t distributions versus semi-parametric methodology.
    In Hüsler, J. et al. (eds.), Extreme Value Analysis — Abstracts, 8, University of Bern, Switzerland.

    [24] Figueiredo, F. & Gomes, M.I. (2007). Environmental datasets — estimation of the tail index of the underlying distribution and data modelling.
    In Hüsler, J. et al. (eds.), Extreme Value Analysis — Abstracts, 23, University of Bern, Switzerland.

    [23] Gomes, M.I. (2007). Breakthrough in the estimation of the extreme value índex: Laurens de Haan leading contributions.
    In Hüsler, J. et al. (eds.), Extreme Value Analysis — Abstracts, 32, University of Bern, Switzerland.


    2006
    [22] Caeiro, F. & Gomes, M.I. (2006). Semi-parametric second order reduced bias high quantile estimation.
    In L. Grilo (ed.), SCRA 2006 / FIM XIII, 124.

    [21] Gomes, M.I. & Henriques-Rodrigues, L. (2006). Accommodating bias in the excesses over a high intermediare order statistic: reduced bias extreme value index estimation for heavy tails.
    In L. Grilo (ed.), SCRA 2006 / FIM XIII, 124.

    [20] Vandewalle, B., Figueiredo, F. & Gomes, M.I. (2006). Reduced bias estimators of high quantiles and small exceedance probabilities for heavy tailed models.
    In L. Grilo (ed.), SCRA 2006 / FIM XIII, 124.

    [19] Gomes, M.I. (2006). Reduced bias tail and extremal index. EMS 2006: XXVI European Meeting of Statisticians.


    2005
    [18] Figueiredo, F. & Gomes, M.I. (2005). Comparison of semi-parametric reduced bias’ quantile estimators.
    In Bentsson et al. (eds.). Extreme Value Analysis (Probabilistic and Statistical Models and their Applications), 31, CTH, Gothenburg, Sweden.

    [17] Fraga Alves, M.I., Araújo Santos, P. & Gomes, M.I. (2005). Reduced bias semi-parametric quantile estimators with a linear type property.
    In Bentsson et al. (eds.). Extreme Value Analysis (Probabilistic and Statistical Models and their Applications), 33, CTH, Gothenburg, Sweden.

    [16] Gomes, M.I. (2005). Second order reduced bias tail index estimators under a third order framework.
    In Guillou, A. ed., Risk Analysis and Extreme Values, Paris VI.

    [15] Figueiredo, F. & Gomes, M.I. (2005). Control charts with robust estimated control limits.
    In Azen et al. (eds.), Computational Statistics & Data Analysis: Abstracts, 30, University of Neuchâtel, Switzerland.

    [14] Gomes, M.I., Hall, A. & Miranda, C. (2005). The jackknife methodology and subsampling techniques in the estimation of the extremal index.
    In Azen et al. (eds.), Computational Statistics & Data Analysis: Abstracts, 66, University of Neuchâtel, Switzerland.

    [13] Gomes, M.I., Martins, M.J. & Neves, M.M. (2005). Second order reduced bias tail index estimators under a third order framework.
    In Bentsson et al. (eds.). Extreme Value Analysis (Probabilistic and Statistical Models and their Applications), 36, CTH, Gothenburg.

    [12] Figueiredo, F. & Gomes, M.I. (2005). Comparison of semi-parametric quantile estimators.
    Book of Abstracts of the 25th European Meeting of Statisticians, 512.


    2002
    [11] Gomes, M.I. (2002). The jackknife methodology in statistics of extremes. In M. Janzura et al. (eds.),
    Book of Abstracts EMS2002, 201.

    [10] Figueiredo, F. & Gomes, M.I. (2002). Box-Cox transformations in statistical process control. In M. Janzura et al. (eds.),
    Book of Abstracts EMS2002, 384.

    [9] Gomes, M.I. (2002). Bias reduction in the semi-parametric estimation of parameters of rare events.
    International Gnedenko Conference Abstracts, 68.


    2001
    [8] Fraga Alves, M.I., Gomes, M.I. & de Haan, L. (2001). Semi-parametric estimation of the second order parameter: a new class of estimators. In J. Beirlant & J. Teugels (eds.),
    Extreme Value Analysis — Theory and Practice (Abstracts), 31.

    [7] Gomes, M.I. (2001). Bias reduction and efficient estimation of the tail index. How far is location invariance essential? In J. Beirlant & J. Teugels (eds.),
    Extreme Value Analysis — Theory and Practice (Abstracts), 38.

    [6] Gomes, M.I., Martins, M.J. & Neves, M.M. (2001). Generalized jackknife estimators of the tail index. In J. Beirlant & J. Teugels (eds.),
    Extreme Value Analysis — Theory and Practice (Abstracts), 56.


    1991
    [5] Gomes, M.I. (1991). On the estimation of the parameters of rare events in dependent structures.
    Abstracts 19th EMS, 120.


    1988
    [4] Gomes, M.I. (1988). Relative efficiency of alternative estimators of the upper tail.
    18h EMS __ Abstracts, 109.


    1987
    [3] Gomes, M.I. (1987). Inference in multidimensional extremal models.
    17th EMS __ Abstracts, 106, Aristotle University, Thessaloniki.


    1980
    [2] Gomes, M.I. (1980). Computation of mean value and covariance matrix of order statistics and their concomitants in an i-variate extremal model.
    Abs. COMPSTAT 80.

    [1] Gomes, M.I. (1980). Monte Carlo study of sample characteristics of certain estimators in an i-variate extremal model.
    Abs. COMPSTAT 80.







Artigos em revistas nacionais com arbitragem científica

  • 2013
    [17] Caeiro, C. e Gomes, M.I. (2013). Estatística de Extremos Univariados---Modelos Paramétricos vs Não-Paramétricos. Boletim da SPE, Primavera de 2013, 51-60.

    [16] Gomes, M.I. (2013). A.N. Kolmogorov. In E. Athayde (ed.), 17 estatísticos para 12 meses, Edições SPE.

    [15] Gomes, M.I. (2013). M.G. Kendall. In E. Athayde (ed.), 17 estatísticos para 12 meses, Edições SPE.

    [14] Gomes, M.I. (2013). Extremistas da Minha Terra. Info-Ciências Digital
    [http://www.fc.ul.pt/pt/noticia/26-02-2013/extremistas-da-minha-terra]


    2011
    [13] Gomes, M.I. e Henriques-Rodrigues, L. (2010). Estimação Adaptativa, Invariante e de Viés Reduzido do Índice de Valores Extremos. Boletim da Sociedade Portuguesa de Matemática, Número Especial (Actas do Encontro Nacional da SPM 2010), 191-196.


    2010
    [12] Gomes, M.I. e Fraga Alves, M.I. (2010). A SPE no “45th Scientific Meeting of the Italian Statistical Society”.
    Boletim da SPE, Outono de 2010, 10.


    2009
    [11] Gomes, M.I. (2009). Algumas reflexões avulsas sobre a Sociedade Portuguesa de Estatística.
    Boletim SPE, Primavera de 2009, 50-52.


    2007
    [10] Gomes, M.I. (2007). A “Escola de Extremos” em Portugal: Memorial da Escola.
    Boletim da Sociedade Portuguesa de Estatística, Primavera, 37-51.


    2006
    [9] Pestana, D., et al. (2006). Relato de uma injustiça que urge corrigir: uma das questões do ponto de exame de Matemática do 12º ano está incorrectamente formulada e induz os alunos em erro (ou a não responderem).
    Boletim da Sociedade Portuguesa de Matemática 53, 49-56.


    2001
    [8] Gomes, M.I. (2001). Statistics of Extremes.
    Revista de Estatística 01(Invited Papers), vol. II,145-148, 2º Quadrimestre de 2001.

    [7] Caeiro, F. and Gomes, M.I. (2001). A class of asymptotically unbiased semi-parametric estimators of the tail index (com F. Caeiro).
    Revista de Estatística 01 (Contributed Papers-I), vol. II,77-78, 2º Quadrimestre de 2001.

    [6] Figueiredo, F. and Gomes, M.I. (2001). The total median in statistical quality control (com F. Figueiredo).
    Revista de Estatística 01 (Contributed Papers-I), vol. II,143-144, 2º Quadrimestre de 2001.

    [5] Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Lin, T. (2001). Estimation of the parameter controlling the speed of convergence in extreme value theory.
    Revista de Estatística 01 (Contributed Papers-I), vol. II,149-150, 2º Quadrimestre de 2001.

    [4] Gomes, M.I. , Martins, M.J. and Neves, M.M. (2001). Generalized Jackknife estimators revisited.
    Revista de Estatística 01 (Contributed Papers-I), vol. II,169-170, 2º Quadrimestre de 2001.

    [3] Gomes, M.I. and Oliveira, O. (2001). A censoring estimator of a positive tail índex.
    Revista de Estatística 01 (Contributed Papers-I), vol. II,171-172, 2º Quadrimestre de 2001.


    1999
    [2] Gomes, M.I. (1999). The Jackknife and the Bootstrap methodologies in the estimation of parameters of rare events.
    Revista de Estatística 99, 5-23.


    1974
    [1] Amaral, M.A., Barroso, H.M., Carvalho, M.L., Gomes, M.I., Muller, D. and Veiga de Oliveira, M.F. (1974). Um processo de gerar números pseudo-aleatórios e seus testes --- fundamentos e resultados.
    Gazeta de Matemática 129-132, 21-46, 1974.


Artigos em revistas de circulação internacional com arbitragem científica

  • 2013
    [111] Gomes, M.I., Brilhante, M.F. and Pestana, D. (2013). New reduced-bias estimators of a positive extreme value index. Communications in Statistics — Simulation and Computation. (Accepted, November, 2013).

    [110] Reis, P., Canto e Castro, L., Dias, S. and Gomes, M.I. (2012). Penultimate approximations and reliability of large coherent systems.
    Methodology and Computing in Applied Probability, DOI: 10.1007/s11009-013-9338-7

    [109] Caeiro, F., Gomes, M.I. and Vandewalle, B. (2013). Semi-Parametric Probability-Weighted Moments Estimation Revisited.
    Methodology & Computing in Applied Probability, DOI: 10.1007/s11009-012-9295-6

    [108] Caeiro, F. and Gomes, M.I. (2013). The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index. Bull. Internat. Statist. Inst. LXV (Electronic publication, 6 pages).

    [107] Gomes, M.I., Ferreira, M. and Leiva, V. (2013). The Extreme Value Birnbaum-Saunders Model in Athletics. Bull. Internat. Statist. Inst. LXV (Electronic publication, 6 pages).

    [106] Gomes, M.I., Henriques-Rodrigues, L., Fraga Alves, M.I. and Manjunath, B.G. (2013). Adaptive PORT-MVRB estimation: an empirical comparison of two heuristic algorithms .
    J. Statist. Comput. and Simul. DOI:10.1080/00949655.2011.652113

    [105] Figueiredo, F. and Gomes, M.I. (2013). The skew-normal distribution in SPC.
    Revstat 11:1, 83-104.

    [104] Brilhante, F, Gomes, M.I. and Pestana, D. (2013). Multifractals tied to extensions of Panjer's iterative procedures.
    Chaotic Modelling and Simulation (CMSIM), 1: 39--50.

    [103] Gomes, M.I., Martins, M.J. and Neves, M.M. (2013). Generalized Jakknife-based Estimators for Univariate Extreme-Value Modelling.
    Comm. In Statist.: Theory and Methods 42(7), 1227-1245.

    [102] Brilhante, F., Gomes, M.I. and Pestana, D. (2013). A simple generalization of the Hill estimator.
    Computational Statistics & Data Analysis 57:1, 518-535.



    2012
    [101] Gomes, M.I., Ferreira, M. and Leiva, V. (2012). The Extreme Value Birnbaum-Saunders Model, its Moments and an Application in Biometry.
    Biometrical Letters (Accepted, May 2012), in press.

    [100] Brilhante, F., Gomes, M.I. and Pestana, D. (2012). Extensions of Verhulst Model in Population Dynamics and Extremes.
    Chaotic Modelling and Simulation (CMSIM) 4, 575-591.

    [99] Figueiredo, F., Gomes, M.I., Henriques-Rodrigues, L. & Miranda, C. (2012). A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation.
    J. Statist. Comput. and Simul. 82:4, 587-602. DOI: 10.1080/00949655.2010.547196

    [98] Ferreira, M., Gomes, M.I. and Leiva, V. (2012). On an extreme value version of the Birnbaum-Saunders distribution.
    Revstat 10:2, 181-210.

    [97] Beirlant, J., Caeiro, F. and Gomes, M.I. (2012). An overview and open research topics in the field of statistics of univariate extremes.
    Revstat 10:1, 1-31.

    [96] Gomes, M.I., Figueiredo, F. and Neves, M.M. (2012). Adaptive estimation of heavy right tails: the bootstrap methodology in action.
    Extremes 15, 463-489, DOI: 10.1007/s10687-011-0146-6


    2011
    [95] Caeiro, F. and Gomes, M.I. (2010). Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators.
    Statistical Neerlandica 65:4, 462-488.

    [94] Gomes, M.I., Pestana, D.D. and Pestana, P. (2011). Sir Pinsky rides again.
    Chaotic Modelling and Simulation (CMSIM), 1, 77-90.

    [93] Brilhante, M.F., Gomes, M.I. and Pestana, D. (2011). BetaBoop brings in chaos.
    Chaotic Modelling and Simulation (CMSIM) 1, 39-50.

    [92] Caeiro, C. & Gomes, M.I. (2011). Computational Validation of an Adaptive Choice of Optimal Sample Fractions.
    Bull. Internat. Statist. Inst. LXIV (Electronic publication, 8 pages). Abstract In Haslett et al. (eds.) ISI 2011 Book of Abstracts, ISI editions.

    [91] Gomes, M.I. and Pestana, D. (2011). A note on the adaptive choice of the optimal threshold in extreme value analysis.
    Bull. Internat. Statist. Inst. LXIV (Electronic publication, 8 pages). Abstract In Haslett et al. (eds.) ISI 2011 Book of Abstracts, ISI editions.

    [90] Gomes, M.I. and Neves, M.M. (2011). Estimation of the extreme value index for randomly censored data.
    Biometrical Letters 48:1, 1-22.

    [89] Henriques-Rodrigues, L., Gomes, M.I. & Pestana, D.D. (2011). Statistics of Extremes in Athletics.
    Revstat 9:2, 127-153.

    [88] Gomes, M.I., Henriques-Rodrigues, L. & Miranda, C. (2011). Reduced-bias location-invariant extreme value index estimation: a simulation study.
    Comm.Statist.—Simul. and Comput. 40:3, 424-447.

    [87] Neves, C., Gomes, M.I. and Fraga Alves, M.I. (2011). Nitriding limits in aluminum extrusion.
    International Journal of Mathematical Modelling and Numerical Optimisation (IJMMNO) 2:3, 342-355.

    [86] Caeiro, F. & Gomes, M.I. (2011). Semi-parametric tail inference through Probability-Weighted Moments.
    J. Statistical Planning and Inference 141:2, 937–950. DOI:10.1016/j.jspi.2010.08.015

    [85] Gomes, M.I., Mendonça, S. & Pestana, D. (2011). Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology.
    Comm. in Statistics — Theory and Methods 40:16, 2946-2968. DOI: 10.1080/0361-0926.2011.562782


    2010
    [84] Gomes, M.I. and Henriques-Rodrigues, L. (2010). Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
    Discussiones Mathematicae Probability and Statistics 30:1, 35-51.

    [83] Caeiro, F. and Gomes, M.I. (2010). An asymptotically unbiased moment estimator of a negative extreme value index.
    Discussiones Mathematicae Probability and Statistics 30:1, 5-19.

    [82] Gomes, M.I., Henriques-Rodrigues, L., Pereira, H. & Pestana, D. (2010). Tail index and second order parameters' semi-parametric estimation based on the log-excesses.
    J. Statist. Comput. and Simul., 80(6), 653-666.


    2009
    [81] Gomes, M.I. and Henriques-Rodrigues (2009). High quantile estimation and the PORT methodology.
    Revstat 7:3, 245–264.

    [80] Figueiredo, F. & Gomes, M.I. (2009). Monitoring industrial processes with robust control charts.
    Revstat 7: 2, 151–170.

    [79] Gomes, M.I. (2009). Nonparametric Analysis of Univariate Heavy-tailed Data: Research and Practice, by N. Markovich. Wiley Series in Probability and Statistics, 2007 (Book Review).
    Biometrics 65:1, 336-336.

    [78] Caeiro, F. & Gomes, M.I. (2009). Semi-parametric second-order reduced-bias high quantile estimation.
    Test 18:2, 392-413.

    [77] Gomes, M.I. & Pestana, D. (2009). A sturdy reduced-bias extreme quantile (VaR) estimator.
    J. Amer. Statist. Assoc. 104, Nº 486, 872.

    [76] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2009). Mixed Moment Estimators and Location Invariant Alternatives.
    Extremes 12, 149-185.

    [75] Caeiro, F., Gomes, M.I. & Henriques-Rodrigues, L. (2009). Reduced-bias tail index estimators under a third order framework.
    Commun. Statist. — Theory & Methods 38:7, 1019-1040.

    [74] Gomes, M.I., Pestana, D. & Caeiro, F. (2009). A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator.
    Statistics and Probability Letters 79, 295-303.


    2008
    [73] Gomes, M.I. & Henriques Rodrigues, L. (2008). Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold.
    Extremes 11(3), 303-328.

    [72] Gomes, M.I., Fraga Alves, M.I. & Araújo Santos, P. (2008). PORT Hill and Moment Estimators for Heavy-Tailed Models.
    Commun. Statist. — Simul. & Comput. 37, 1281-1306.

    [71] Gomes, M.I., Canto e Castro, L., Fraga Alves, M.I. & Pestana, D. (2008). Statistics of extremes for iid data and breakthroughs in the estimation of the extreme value índex: Laurens de Haan leading contributions.
    Extremes 11(1), 3-34.

    [70] Beirlant, J., Figueiredo, F., Gomes, M.I. & Vandewalle, B. (2008). Improved reduced-bias tail index and quantile estimators.
    J. Statist. Plann. and Inference 138: 6, 1851-1870.

    [69] Caeiro, F. & Gomes, M.I. (2008). Minumum-variance reduced-bias tail index and high quantile estimation.
    Revstat, 6:1, 1-20.

    [68] Gomes, M.I. & Neves, C. (2008). Asymptotic comparison of the mixed moment and classical extreme value index estimators.
    Statistics and Probability Letters, Vol 78:6, 643-653.

    [67] Gomes, M.I., Henriques Rodrigues, L., Vandewalle, B. & Viseu, C. (2008). A heuristic adaptive choice of the threshold for bias-corrected Hill estimators.
    J. Statist. Comput. and Simulation, 78:2, 133-150.

    [66] Gomes, M.I., Hall, A. & Miranda, C. (2008). Subsampling techniques and the Jackknife methodology in the estimation of the extremal index.
    J. Comput. Statist. and Data Analysis 52:4, 2022-2041.

    [65] Gomes, M.I., de Haan, L. & Henriques Rodrigues, L. (2008). Tail Index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses.
    J. Royal Statistical Society B70, Issue 1, 31-52.


    2007
    [64] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2007). A note on second order conditions in extreme value theory: linking general and heavy tails conditions.
    Revstat 5(3), 285-305.

    [63] Gomes, M.I., Martins, M.J. & Neves, M.M. (2007). Improving second order reduced bias extreme value index estimation.
    Revstat 5:2, 177-207.

    [62] Gomes, M.I. & Pestana, D. (2007). A simple second order reduced bias´ tail index estimator.
    J. Statist. Comput. and Simulation 77, nº 6, 487-504.

    [61] Gomes, M.I. & Pestana, D. (2007). A sturdy reduced bias extreme quantile (VaR) estimator.
    J. Amer. Statist. Assoc. Vol. 102, No. 477, Theory and Methods, 280-292.

    [60] Gomes, M.I., Miranda, C. & Viseu, C. (2007). Reduced bias tail index estimation and the Jackknife methodology.
    Statistica Neerlandica 61, 2, 243-270.

    [59] Caeiro, F. & Gomes, M.I. (2007). Second-order Reduced-bias Tail Index and High Quantile Estimation.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 109-116.

    [58] Gomes, M.I., Figueiredo, F. & Henriques Rodrigues, L. (2007). The Link between the Excesses Over a High Threshold and the Shifted Hill Estimator.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3590-3593.

    [57] Gomes, M.I. & Henriques Rodrigues, L. (2007). A New Class of “Maximum-Likelihood” Estimators for Heavy-tailed Models.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3602-3605.

    [56] Gomes, M.I. & Miranda, C. (2007). Comparison of Tail Index Estimators in Dependent Structures.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3618-3621.

    [55] Gomes, M.I. & Pestana, D. (2007). A Note on the Asymptotic Variance at Optimal Levels of a Bias corrected Hill Estimator.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3594-3597.

    [54] Neves, M.M., Martins, M.J. & Gomes, M.I. (2007). Extreme Value Index Estimation: a Look at Kernel-type estimators.
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3622-3624.

    [53] Suleman, A., Reis, E. & Gomes, M.I. (2007). Is the Maximum Likelihood Estimator of the Multinomial Probability Vector Admissible?
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3522-3525.

    [52] Vandewalle, B. & Gomes, M.I. (2007). On the Asymptotics of a Simple Estimator for the Second Order Parameter
    Bull. Internat. Statist. Inst. LXII (Electronic publication), 3637-3640.


    2006
    [51] Caeiro, F. & Gomes, M.I. (2006). A new class of estimators of a “scale” second order parameter.
    Extremes 9, 193-211.

    [50] Araújo Santos, P., Fraga Alves, M.I. & Gomes, M.I. (2006). Peaks over random threshold methododlogy for tail index and high quantile estimation.
    Revstat 4:3, 227-247.

    [49] Gomes, M.I., de Haan, L. & Pestana, D. (2006). A note on: “Joint exceedances of the ARCH process”.
    J. Applied Probab. 43:4, 1206.

    [48] Gomes, M.I. & Figueiredo, F. (2006). Bias reduction in risk modelling: semi-parametric quantile estimation.
    Test 15 (2), 375-396.

    [47] Oliveira, O., Gomes, M.I. & Fraga Alves, M.I. (2006). Improvements in the estimation of a heavy tail.
    Revstat 4:2, 81-109.


    2005
    [46] Caeiro, F., Gomes, M.I. & Pestana, D. (2005). Direct reduction of bias of the classical Hill estimator.
    Revstat 3:2, 113-136.

    [45] Gomes, M.I., Figueiredo, F. & Mendonça, S. (2005). Asymptotically best linear unbiased tail estimators under a second order regular variation.
    J. Statist. Planning and Inference 134:2, 409-433.

    [44] Gomes, M.I. & Pestana, D. (2005). A simple reduced bias tail index estimator.
    Bull. Internat. Statist. Inst. LXI (Electronic publication).

    [43] Gomes, M.I., Pereira, H. & Miranda , C. (2005). Revisiting the role of the Jackknife methodology in the estimation of a positive tail index.
    Comm. in Statistics -- Theory and Methods 34:2, 319-335.


    2004
    [42] Gomes, M.I., Caeiro, F. & Figueiredo, F. (2004). Bias reduction of a tail index estimator through an external estimation of the second order parameter.
    Statistics 38 (6), 497-510.

    [41] Figueiredo, F. & Gomes, M.I. (2004). The total median in Statistical Quality Control.
    Applied Stochastic Models in Business and Industry. 20:4, 339-353.

    [40] Gomes, M.I., de Haan, L. & Pestana, D. (2004). Joint exceedances of the ARCH process.
    J. Applied Probab. 41:3, 919-926.

    [39] Gomes, M.I. & Martins, M.J. (2004). Bias reduction and explicit efficient estimation of the tail index.
    J. Statist. Planning and Inference. 124, 361-378.

    [38] Martins, M.J., Gomes, M.I., & Neves, M.M. (2004). Averages of Hill estimators.
    Test 13:1, 1-16.


    2003
    [37] Figueiredo, F. & Gomes, M.I. (2003). Quasi-robust control charts for non-normal data.
    Bull. Intern. Statist. Inst. LX, 2:1, 345-346.

    [36] Gomes, M.I. & Oliveira, O. (2003). Censoring estimators of the tail index.
    Statistics and Probability Letters 65, 147-159.

    [35] Gomes, M.I. (2003). Bias reduction in financial risk modelling.
    Bull. Intern. Statist. Inst. LX, 1:1, 165-168.

    [34] Gomes, M.I. & Oliveira, O. (2003). How can non-invariant statistics work in our benefit in the semi-parametric estimation of parameters of rare events.
    Comm. in Statist.--- Simulation and Computation 32:4, 1005-1028.

    [33] Fraga Alves, M.I., Gomes, M.I. & de Haan, L. (2003). A new class of semi-parametric estimators of the second order parameter.
    Portugaliae Mathematica 60:2, 193-213.

    [32] Gomes, M.I. & Oliveira, O. (2003). Maximum likelihood revisited under a semi-parametric context -- estimation of the tail index.
    J. Statist. Computation and Simulation 73:4, 285-301.


    2002
    [31] Gomes, M.I., de Haan, L. & Peng, L. (2002). Semi-Parametric Estimation of the Second Order Parameter --- Asymptotic and Finite Sample Behaviour.
    Extremes 5:4, 387-414.

    [30] Caeiro, F. & Gomes, M.I. (2002). Bias reduction in the estimation of parameters of rare events.
    Theory of Stochatic Processes 8 (24), 1-2, 67-76.

    [29] Gomes, M.I. & Martins, M.J. (2002). “Asymptotically unbiased” estimators of the tail index based on external estimation of the second order parameter.
    Extremes 5:1, 5-31.

    [28] Gomes, M.I., Martins, M.J. & Neves, M.M. (2002). Generalized Jackknife semi-parametric estimators of the tail index.
    Portugaliae Mathematica 59:4,393-408.

    [27] Caeiro, F. & Gomes, M.I. (2002). A class of “asymptotically unbiased” semi-parametric estimators of the tail index.
    Test 11:2, 345-364.


    2001
    [26] Gomes, M.I. & Oliveira, O. (2001). The bootstrap methodology in Statistics of Extremes --- choice of the optimal sample fraction.
    Extremes 4:4, 331-358.

    [25] Gomes, M.I. & Martins, M.J. (2001). Generalizations of the Hill estimator --- asymptotic versus finite sample behaviour.
    J. Statist. Planning and Inference 93, 161-180.


    2000
    [24] Gomes, M.I., Martins, M.J. & Neves, M.M. (2000). Alternatives to a semi-parametric estimator of parameters of rare events --- the Jackknife methodology.
    Extremes 3:3, 207-229.


    1999
    [23] Gomes, M.I. (1999). Generalized Jackknife Moment estimator of the tail index.
    Bull. of the International Statistical Institute 58 (1), 401-402.

    [22] Gomes, M.I. (1999). Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields, by R.-D. Reiss and M. Thomas. Birkhauser, 1977 (Book Review).
    Extremes 2:1, 111-113.

    [21] Gomes, M.I. & de Haan, L. (1999). Approximations by extreme value distributions.
    Extremes 2:1, 71-85.

    [20] Martins, M.J., Gomes, M.I. & Neves, M.M. (1999). Some results on the behaviour of Hill’s estimator.
    J. Statist. Comp. and Simulation 63, 283-297.


    1997
    [19] Gomes, M.I. (1997). Induced order statistics and the correlation coefficient.
    Bull. Internat. Statist. Inst. LII:2, 513-515.


    1996
    [18] Fraga Alves, M.I. & Gomes, M.I. (1996). Statistical choice of extreme value domains of attraction -- a comparative analysis.
    Communications in Statistics 25, 789-811.


    1995
    [17] Gomes, M.I. (1995). The influence of the extremal index on the estimation of return periods of high levels.
    Statistical Climatology 95, 299-302.


    1994
    [16] Gomes, M.I. (1994). J. Tiago de Oliveira: Obituary.
    J. Royal Statist. Soc. A 157, 499-500.


    1990
    [15] Gomes, M.I. (1990). Discussion on the paper "Models for Exceedances over High Thresholds" by Davison, A.C. and R.L.Smith,
    J. R. Statist. Soc. B. 52, 434.


    1989
    [14] Gomes, M.I. (1989). Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
    Computational Statistics and Data Analysis 7, No.3, 259-267.


    1986
    [13] Gomes. M.I. (1986). Penultimate versus ultimate in statistical theory of extremes – a simulation study.
    Computational Statistics and Data Analysis 4:4, 257-267.

    [12] Gomes, M.I. and Alpuim, M.T. (1986). Inference in a multivariate generalized extreme value model ¬ asymptotic properties of two test statistics.
    Scand. J. Statistics 13:4, 291-300.


    1985
    [11] Gomes, M.I. (1985). Concomitants and linear estimators in an i-dimensional extremal model.
    Trab. Estad. Inv. Oper. 36, 129-140.

    [10] van Montfort, M.A.J. & Gomes, M.I. (1985). Statistical choice of extremal models for complete and censored data.
    J. Hydrology 77, 77-87.

    [9] Gomes, M.I. (1985). Statistical theory of extremes __ comparison of two approaches.
    Statistics and Decision 2, 33-37.


    1984
    [8] Gomes, M.I. (1984). Penultimate limiting forms in extreme value theory.
    Ann. Inst. Statist. Math. 36A, 71-85.


    1981
    [7] Gomes, M.I. and Pestana, D. (1981). On the domain of attraction of stable and of extreme value distributions.
    Bull. Greek Math. Soc. 22, 105-120.


    1980
    [6] Gomes, M.I. (1980). On maxima of waiting times.
    Portugaliae Mathematica 39, 331-340.

    [5] Gomes, M.I. (1980). Limit laws for the maximum values of a class of strong mixing discrete random variables.
    Publ. Univ. Aut. Barcelona 22, 139-142.


    1979
    [4] Gomes, M.I. (1979). Rates of convergence in extreme value theory.
    Rev. Univ. Santander 2, 1021-1023.

    [3] Gomes, M.I. (1979). Extremal i-variate laws in stationary sequences.
    Rev. Univ. Santander 2, 1017-1019.


    1978
    [2] Gomes, M.I. & Pestana, D. (1978). The use of fractional calculus in probability theory.
    Portugaliae Mathematica 37, 259-271.


    1975
    [1] Amaral, M.A., Barroso, H.M. & Gomes, M.I. (1975). Étude Expérimentale de tests d´ajustement.
    Rev. Statistique Appl. 23, 5-18.


Capítulos de livros

  • 2013
    [109] Gomes, M.I. (2013). Resampling Methodologies in the Field of Statistics of Univariate Extremes. In Pacheco, A., Oliveira, M.R., Santos, R. and Paulino, C.D. (eds.), New Advances in Statistical Modeling and Application. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies (SPE 2011), Springer-Verlag, Berlin and Heidelberg, in press.

    [108] Caeiro, F. e Gomes, M.I. (2013). A semi-parametric estimator of a shape second order parameter, In Pacheco, A., Oliveira, M.R., Santos, R. and Paulino, C.D. (eds.), New Advances in Statistical Modeling and Application. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Springer-Verlag, Berlin and Heidelberg, in press.

    [107] Henriques-Rodrigues, L. & Gomes, M.I. (2013). Peaks over random threshold best linear unbiased estimation of the extreme value index, In Pacheco, A., Oliveira, M.R., Santos, R. and Paulino, C.D. (eds.), New Advances in Statistical Modeling and Application. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Springer-Verlag, Berlin and Heidelberg, in press.

    [106] Brilhante, M.F., Gomes, M.I. e Pestana, D. (2013). The mean-of-order p extreme value index estimator revisited. In Pacheco, A., Oliveira, M.R., Santos, R. and Paulino, C.D. (eds.), New Advances in Statistical Modeling and Application. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Springer-Verlag, Berlin and Heidelberg, in press.

    [105] Gomes, M.I. (2013). Penultimate Approximations: Past, Present … and Future? In Fraga Alves, M.I. and Neves, M.M. (eds.). Extremes in Vimeiro Today: Extended Abstracts, CEAUL editions, 5-6.

    [104] Caeiro, F. and Gomes, M.I. (2013). Adaptive estimation of a shape second-order parameter In Fraga Alves, M.I. and Neves, M.M. (eds.). Extremes in Vimeiro Today: Extended Abstracts, CEAUL editions, 48-53.

    [103] Figueiredo, F., Gomes, M.I., Brilhante, M.I. and Neves, M.M. (2013). Tail Index Estimation: Reducing Bias and Confidence Interevals Coverage. Errors. In Fraga Alves, M.I. and Neves, M.M. (eds.). Extremes in Vimeiro Today: Extended Abstracts, CEAUL editions, 68-71.

    [102] Reis, P., Canto e Castro, L., Dias, S. and Gomes, M.I. (2013). On the penultimate approximations and reliability of parallel-series systems. In Fraga Alves, M.I. and Neves, M.M. (eds.). Extremes in Vimeiro Today: Extended Abstracts, CEAUL editions, 145-149.

    [101] Gomes, M.I., Henriques-Rodrigues, L. and Caeiro, F. (2013). Refined Estimation of a Light Tail: an Application to Environmental Data. In Torelli, Nicola; Pesarin, Fortunato; Bar-Hen, Avner (Eds.), Advances in Theoretical and Applied Statistics, Chapter 14. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies (SIS 2010), Springer-Verlag Berlin and Heidelberg GmbH & Co. KG. 2013. ISBN 978-3-642-35587-5 (SIS 2010), 143-152.

    [100] Caeiro, F. and Gomes, M.I. (2013). A class of semi-parametric probability weighted moment estimators. In Oliveira, P., Temido, M.G., Henriques, C and Vichi, M. (eds.) Studies in Theoretical and Applied Statistics: Subseries B: Recent Developments in Modeling and Applications in Statistics (SPE2010). Springer , 139-147.

    [99] Henriques-Rodrigues, L. and Gomes, M.I. (2013). A note on the PORT methodology in the estimation of a shape second-order parameter. In Oliveira, P., Temido, M.G., Henriques, C and Vichi, M. (eds.) Studies in Theoretical and Applied Statistics: Subseries B: Recent Developments in Modeling and Applications in Statistics (SPE2010). Springer , 127-137.

    [98] Gomes, M.I. and Henriques Rodrigues (2013). Adaptive PORT-MVRB Estimation of the Extreme Value Index. In Oliveira, P., Temido, M.G., Henriques, C and Vichi, M. (eds.) Studies in Theoretical and Applied Statistics: Subseries B: Recent Developments in Modeling and Applications in Statistics (SPE2010). Springer, 117-125.

    [97] Caeiro, F. and Gomes, M.I. (2013). Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail Index Estimators. In da Silva, J.L.; Caeiro, F.; Natário, I.; Braumann, C.A. (Eds.), Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Springer-Verlag Berlin Heidelberg. DOI10.1007/978-3-642-32419-2_9. Print ISBN 978-3-642-32418-5. Online ISBN 978-3-642-32419-2 (SPE 2009), 77-85.

    [96] Gomes, M.I., Figueired, F. and Neves, M.M. (2013). Adaptive Choice of Thresholds and the Bootstrap Methodology: an Empirical Study. In da Silva, J.L.; Caeiro, F.; Natário, I.; Braumann, C.A. (Eds.), Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Springer-Verlag Berlin Heidelberg. DOI10.1007/978-3-642-32419-2_9. Print ISBN 978-3-642-32418-5. Online ISBN 978-3-642-32419-2 (SPE 2009), 187-195.


    2011
    [95] Caeiro, F. and Gomes, M.I. (2011). Probability Weighted-Moment Bootstrap Estimation: an Application to Insurance Data. In Fraga Alves et al. (eds.). Risk and Extreme Values in Insurance and Finance: Book of Abstracts, CEAUL editions, 27-30.

    [94] Figueiredo, F., Gomes, M.I. and Neves, M.M. (2011). Adaptive Reduced Bias Estimation of Financial Log-Returns. In Fraga Alves et al. (eds.). Risk and Extreme Values in Insurance and Finance: Book of Abstracts, CEAUL editions, 43-46.

    [93] Gomes, M.I. and Henriques-Rodrigues, L. (2011). Adaptive Reduced Bias Invariant Estimation of a Heavy Right Tail: an Application to Financial Log-Returns. In Fraga Alves et al. (eds.). Risk and Extreme Values in Insurance and Finance: Book of Abstracts, CEAUL editions, 55-58.

    [92] Gomes, M.I., Henriques-Rodrigues, L. and Miranda, C. (2011). A Heuristic Data-driven Choice of Tuning Parameters in PORT-MVRB Estimation. In Fraga Alves et al. (eds.). Risk and Extreme Values in Insurance and Finance: Book of Abstracts, CEAUL editions, 85-88.

    [91] Gomes, M.I. (2011).
    Statistical Process Control.
    In Lovric, M. (ed.), International Encyclopedia of Statistical Science. Part 19, 1459-1463, ISBN: 978-3-642-04897-5. Springer.

    [90] Gomes, M.I. (2011).
    Acceptance Sampling.
    In Lovric, M. (ed.), International Encyclopedia of Statistical Science, Part 1, 5-7, ISBN: 978-3-642-04897-5, Springer.


    2010
    [89] Caeiro, M.I., Gomes, M.I. & Vandewalle, B. (2010). Semi-Parametric Probability Weighted Moments Revisited. IWAP 2010: International Workshop on Applied Probability. On-line publication at:
    http://www.fundacion.uc3m.es/IWAP2010/Extended_Abstracts.html
    Abstract available : In Arribas, A., Glaz, J., Jiménez, R. and Romo, J. (eds.). IWAP 2010, Universidad Carlos III de Madrid editions, 56.


    2009
    [88] Caeiro, F. Gomes, M.I. & Pestana, D. (2009).
    Alguns resultados adicionais sobre a variância de um estimador de viés reduzido do índice de cauda. In Oliveira, I., M.M. et al. (eds.), Estatística: Arte de Explicar o Acaso, 167-177, Edições S.P.E.

    [87] Figueiredo, F.O. & Gomes, M.I. (2009).
    Estimação das normas de um processo na fase inicial de implementação de uma carta de controlo. In Oliveira, I., M.M. et al. (eds.), Estatística: Arte de Explicar o Acaso, 287-298, Edições S.P.E.

    [86] Gomes, M.I. & Pestana, D. (2009).
    Caudas leves em desporto: estimação de parâmetros úteis. In Oliveira, I., M.M. et al. (eds.), Estatística: Arte de Explicar o Acaso, 307-318, Edições S.P.E.

    [85] Miranda, M.C. & Gomes, M.I. (2009).
    Comparação de estimadores do índice de cauda em estruturas dependentes. In Oliveira, I., M.M. et al. (eds.), Estatística: Arte de Explicar o Acaso, 437-443, Edições S.P.E.

    [84] Henriques-Rodrigues, L. & Gomes, M.I. (2009).
    A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala. In Oliveira, I., M.M. et al. (eds.), Estatística: Arte de Explicar o Acaso, 559-570, Edições S.P.E.


    2008
    [83] Gomes, M.I., Pestana, D., Henriques-Rodrigues, L. & Viseu, C. (2008).
    Tail Behaviour: an Empirical Study.
    In Arnold, B.C., Balakrishnan, N., Sarabia, J.M. & Mínguez, R. (eds.),
    Advances in Mathematical and Statistical Modeling, Chapter 14, 195-207.
    ISBN 978-0-8176-4625-7, DOI: 10.1007/978-0-8176-4626-4_14, Birkhauser, Boston.

    [82] Caeiro, F. & Gomes, M.I. (2008).
    Caudas pesadas: t de Student e variants assimétricas versus metodologia semi-paramétrica. In Hill, M.M. et al. (eds.), Estatística: da Teoria à Prática, 127-136, Edições S.P.E.

    [81] Figueiredo, F. & Gomes, M.I. (2008).
    Monitorização de um processo de produção de rolhas — comparação da performance das cartas de controlo tradicionais com a de cartas robustas. In Hill, M.M. et al. (eds.), Estatística: da Teoria à Prática, 245-258, Edições S.P.E.

    [80] Suleman, A., Reis, E. & Gomes, M.I. (2008).
    Estimação multinomial: uma nova proposta pseudo-Bayesiana. In Hill, M.M. et al. (eds.), Estatística: da Teoria à Prática, 549-560, Edições S.P.E.


    2007
    [79] Gomes, M.I., Reiss, R.-D. & Thomas, M. (2007).
    Reduced-Bias Estimation.
    In Reiss, R.-D. & Thomas, M.,
    Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields, 3rd edition, Chapter 6, 189-204, Birkhäuser Verlag, Basel-Boston-Berlin.

    [78] Caeiro, F. & Gomes, M.I. (2007).
    Reduced-bias high quantile estimation: an asymptotic study with applications. In Fraga Alves et al. (eds.), Statistical Extremes and Environmental Risk, 31-34, CEAUL Editions.

    [77] Figueiredo, F. & Gomes, M.I. (2007).
    Analysis of some environmental extremal events. In Fraga Alves et al. (eds.), Statistical Extremes and Environmental Risk, 39-42, CEAUL Editions.

    [76] Gomes, M.I., Miranda, C. & Henriques-Rodrigues, L. (2007).
    An empirical analysis of ozone indicators: tail estimation. In Fraga Alves et al. (eds.), Statistical Extremes and Environmental Risk, 51-54, CEAUL Editions.

    [75] Gomes, M.I., Martins, M.J. & Neves, M.M. (2007).
    Improved second order reduced-bias extreme value index estimators. In Fraga Alves et al. (eds.), Statistical Extremes and Environmental Risk, 63-66, CEAUL Editions.

    [74] Caeiro, F. & Gomes, M.I. (2007).
    Correcção do vies do estimador de Hill em contexto de terceira ordem. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 269-280, Edições S.P.E.

    [73] Figueiredo, F., Vandewalle, B. & Gomes, M.I. (2007).
    Estimadores de viés reduzido para a probabilidade de excedência de um nível elevado. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 389-400, Edições S.P.E.

    [72] Gomes, M.I. & Henriques-Rodrigues, L. (2007).
    Escolha adaptativa do “threshold” em estimação de vies reduzido: um estudo de simulação. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 419-430, Edições S.P.E.

    [71] Gomes, M.I. & Neves, C. (2007).
    Comparação assintótica em níveis óptimos de estimadores do índice de valores extremos. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 431-444, Edições S.P.E.

    [70] Miranda, C. & Gomes, M.I. (2007).
    Estimação do índice extremal em processos ARCH. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 527-538, Edições S.P.E.

    [69] Araújo Santos, P., Fraga Alves, M.I. & Gomes, M.I. (2007).
    Comparação do desempenho de diferentes níveis aleatórios na metodologia PORT. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 607-618, Edições S.P.E.

    [68] Gomes, M.I. & Viseu, C. (2007).
    Estimação do índice de cauda e de quantis elevados: um estudo empírico. In Ferrão, M.E., Nunes, C. & Braumann, C.A. (eds.), Estatística — Ciência Interdisciplinar, 857-866, Edições S.P.E.


    2006
    [67] Figueiredo, F. & Gomes, M.I. (2006).
    Box-Cox Transformations and Robust Control Charts in SPC. In Pavese et al. (eds.). Advanced Mathematical and Computational Tools in Metrology VII, pp. 35-46, World Scientific, New Jersey.

    [66] Gomes, M.I., Beirlant, B., Figueiredo, F. & Vandewalle, B. (2006).
    A Simple Reduced Bias “Maximum Likelihood” Tail Index Estimator. In Fraga Alves, M. I. & Gomes, M. I. (eds.) Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 39-42.

    [65] Caeiro, F. & Gomes, M.I. (2006).
    Bias-corrected Hill estimator under a Third Order Framework. In Fraga Alves, M. I. & Gomes, M. I. (eds.) Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 23-26.

    [64] Fraga Alves, M.I., Gomes, M.I., de Haan, L. & Neves, C. (2006).
    Mixed Moment Estimator. In Fraga Alves, M. I. and Gomes, M. I. (eds.) Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 27-30.

    [63] Gomes, M.I. & Viseu, C. (2006).
    An Empirical Tail Index and VaR Analysis. In Fraga Alves, M. I. & Gomes, M. I. (eds.) Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 43-46.

    [62] Caeiro, F. & Gomes, M.I. (2006).
    Estimação de quantis elevados em estatística de extremos. In Canto e Castro, L. et al. (eds.), Ciência Estatística, 217-228, Edições S.P.E.

    [61] Figueiredo, F. & Gomes, M.I. (2006).
    Cartas de controlo e transformações de Box-Cox. In Canto e Castro, L. et al. (eds.), Ciência Estatística, 43377-388, Edições S.P.E.

    [60] Gomes, M.I., Hall, A. & Miranda, C. (2006).
    Computação intensiva: moderna extensão do reino da fantasia? In Canto e Castro, L. et al. (eds.), Ciência Estatística, 69-80, Edições S.P.E.

    [59] Ferreira, H., Hall, A. & Gomes, M.I. (2006).
    Tudo sobre o meu príncipe, o Índice Extremal. In Canto e Castro, L. et al. (eds.), Ciência Estatística, 43, Edições S.P.E.

    [58] Gomes, M.I. & Viseu, C. (2006).
    A metodologia “Jackknife” na estimação do índice de cauda. In Canto e Castro, L. et al. (eds.), Ciência Estatística, 703-714, Edições S.P.E.


    2005
    [57] Caeiro, F. & Gomes, M.I. (2005).
    Uma classe de estimadores do parâmetro de escala de segunda ordem. In Brauman, C. et al. (eds.), Estatística Jubilar, Edições S.P.E., 113-124.

    [56] Figueiredo, F. & Gomes, M.I. (2005).
    Estatística de Extremos: discrepância entre comportamento assintótico e exacto. In Brauman, C. et al. (eds.), Estatística Jubilar, Edições S.P.E., 299-310.

    [55] Gomes, M.I. & Henriques-Rodrigues, L. (2005).
    Estimação do parâmetro de escala de primeira ordem em modelos de caudas pesadas. In Brauman, C. et al. (eds.), Estatística Jubilar, Edições S.P.E., 355-366.

    [54] Gomes, M.I. (2005).
    “Extremistas” num Extremo da Europa. In Rosado, F. (ed.). Memorial da Sociedade Portuguesa de Estatística. SPE editions, 37-46.


    2004
    [53] Gomes, M.I. (2004).
    Extremes and risk management. In Oliveira, P. (ed.) Stochastic Finance 2004, Edições CIM, 43-90.

    [52] Caeiro, F. & M. I. Gomes (2004).
    A class of estimators of a scale second order parameter. In Hall, A. et al. (eds.) Extreme Value Analysis: Theory and Practice, 16.

    [51] Gomes, M.I., de Haan, L. & Henriques-Rodrigues, L. (2004).
    Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index. In Hall, A. et al. (eds.) Extreme Value Analysis: Theory and Practice, 11.

    [50] Figueiredo, F., Gomes, M.I. & Mendonça, S. (2004).
    Asymptotically best linear unbiased tail estimators under a second order regular variation condition. In Hall, A. et al. (eds.) Extreme Value Analysis: Theory and Practice, 82.

    [49] Gomes, M. I., Pereira, H. & Miranda, C. (2004).
    Revisiting the role of the Jackknife methodology in the estimation of a positive tail index. In Hall, A. et al. (eds.) Extreme Value Analysis: Theory and Practice, 88.

    [48] Caeiro, F. & Gomes, M.I. (2004).
    Influência da não invariância do estimador de Hill na estimação do índice de cauda. In Rodrigues, P.et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 123-134.

    [47] Figueiredo, F. & Gomes, M.I. (2004).
    Estimação robusta dos limites de uma carta de controlo. In Rodrigues, P. et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 249-257.

    [46] Gomes, M.I. & Figueiredo, F. (2004).
    Redução de viés na estimação de quantis extremos. In Rodrigues, P. et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 283-296.

    [45] Gomes, M.I., Martins, M.J. & Neves, M.M. (2004).
    Estimadores de núcleo para o índice de cauda. In Rodrigues, P. et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 439-450.

    [44] Gomes, M.I., Miranda, C. & Hall, A. (2004).
    Comparação de estimadores do índice de cauda em estruturas dependentes. In Rodrigues, P. et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 459-469.

    [43] Gomes, M.I. & Oliveira, O. (2004).
    Combinações lineares de log-observações de topo. In Rodrigues, P. et al. (eds.), Estatística com Acaso e Necessidade, Edições S.P.E., 549-563.


    2003
    [42] Caeiro, F. & Gomes, M.I. (2003).
    Bias reduction for light tail models --- the Generalized Jackknife methodology. In Gomes et al. (eds.). Extremes, Risk and Resampling Techniques, 7-12, Edições CEAUL.

    [41] Figueiredo, F. & Gomes, M.I. (2003).
    Scale estimators in Statistical Quality Control. In Gomes et al. (eds.). Extremes, Risk and Resampling Techniques, 25-30, Edições CEAUL.

    [40] Caeiro, F., Figueiredo, F., Gomes, M.I., de Haan, L. & Pestana, D. (2003).
    Linear combinations and bias reduction in the estimation of heavy tails. In Gomes et al. (eds.). Extremes, Risk and Resampling Techniques, 31-36, Edições CEAUL.

    [39] Neves, M.M., Martins, M.J. & Gomes, M.I. (2003).
    Kernel estimators of the tail index. In Gomes et al. (eds.). Extremes, Risk and Resampling Techniques, 51-54, Edições CEAUL.

    [38] Gomes, M.I. (2003).
    Stochastic processes in telecommunication traffic. In Fernandes, C. et al. (eds.), Mathematical Techniques and Problems in Telecommunications, CIM edition, 7-32.

    [37] Figueiredo, F. & Gomes, M.I. (2003).
    Cartas de controlo para processos não normais. Transformações de Box-Cox. In Brito, P. et al. (eds.), Literacia e Estatística, Edições S.P.E., 273-284.

    [36] Gomes, M.I. & Miranda, C. (2003).
    A metodologia jackknife na estimação do índice extremal. In Brito, P. et al. (eds.), Literacia e Estatística, Ediçõe S.P.E., 299-310.

    [35] Caeiro, F. & Gomes, M.I. (2003).
    Redução do viés em Estatística de Extremos com recurso à estimação externa de um parâmetro de segunda ordem. In Brito, P. et al. (eds.), Literacia e Estatística, Ediçõe S.P.E., 201-214.


    2002
    [34] Gomes, M.I. (2002).
    “Natural” Generalized jackknife estimators of a second order parameter in Statistics of Extremes. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Tech., 26-27.

    [33] Gomes, M.I. (2002).
    Extreme values and resampling techniques. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques, 1-12.

    [32] Gomes, M.I. (2002).
    Optimal sample fraction, bias reduction in the semi-parametric estimation of rare events’ parameters and “related” topics. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques., 13-18.

    [31] Gomes, M.I., Hall, A. & Miranda, C. (2002).
    Jackknife methodology in the estimation of the extremal index. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques, 38-39.

    [30] Martins, M.J. & Gomes, M.I. (2002).
    Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques, 29-30.

    [29] Gomes, M.I. & Oliveira, O. (2002).
    Statistics of Extremes — how to take advantage of non-invariant statistics. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques, 34-35.

    [28] Neves, M., Martins, M.J. & Gomes, M.I. (2002).
    A comparison of bootstrap methodologies in the tail index estimation. In Temido, G. and H. Ferreira (eds.). Extreme Values and Resampling Techniques, 32-33.

    [27] Gomes, M.I. (2002).
    Controlo do viés de estimadores semi-paramétricos de parâmetros de acontecimentos raros. In Carvalho et al. (eds.), Novos Rumos em Estatística, Ediçõe S.P.E., 87-108.

    [26] Figueiredo, F. & Gomes, M.I. (2002).
    Transformação de dados em Controlo Estatístico de Qualidade. In Carvalho et al. (eds.), Novos Rumos em Estatística, Ediçõe S.P.E., 247-258.


    2001
    [25] Figueiredo, F. & Gomes, M.I. (2001).
    Estimadores robustos de localização. In M. M. Neves et al. (eds.), A Estatística em Movimento, Ediçõe S.P.E., 193-203.


    2000
    [24] Gomes, M.I. (2000).
    The second order framework and the modeling of rare events. In V. Núñez-Antón and E. Ferreira ed. Statistical Modelling, 210-215.

    [23] Canto e Castro, L., Temido, G. & Gomes, M.I. (2000).
    Inferência estatística em modelos max-semiestáveis. Em P. Oliveira & E. Athayde eds., Um Olhar sobre a Estatística, 291-305, Edição S.P.E.

    [22] Neves, M.M., Martins, M.J. & Gomes, M.I. (2000).
    Comparação de abordagens da metodologia Bootstrap na estimação semiparamétrica do índice de cauda. Em P. Oliveira & E. Athayde eds., Um Olhar sobre a Estatística, 146-159, Edição S.P.E.

    [21] Figueiredo, F. & Gomes, M.I. (2000).
    Carta de máximos móveis e de somas móveis como alternativa a uma carta de valores individuais. Em P. Oliveira & E. Athayde eds., Um Olhar sobre a Estatística, 134-145, Edição S.P.E.


    1999
    [20] Gomes, M.I. & Martins, M.J. (1999).
    Efficient alternatives to the Hill estimator. In Gomes et al. (eds.). Extreme Values and Additive Laws, 40-43, Edições CEAUL.

    [19] Gomes, M.I., Martins, M.J. & Neves, M.M. (1999).
    Overcoming some difficulties of the Hill estimator. In Gomes et al. (eds.). Extreme Values and Additive Laws, 60-63, Edições CEAUL.


    1998
    [18] Gomes, M.I., Martins, M.J. & Neves, M.M. (1998).
    Comportamento do estimador de Hill na estimação semi-paramétrica do índice de cauda. Em M. Souto Miranda et al (eds.). Estatística: a Diversidade na Unidade, Edições Salamandra, 345-352.


    1996
    [17] Gomes, M.I. (1996).
    Comportamento exacto de estimadores de períodos de retorno em modelo max-autoregressivo". Em João Branco et al (eds.). Bom Senso e Sensibilidade --- Traves Mestras da Estatística, Edições Salamandra, 353- 362.


    1994
    [16] Gomes, M.I. (1994).
    Penultimate behaviour of the extremes. In J. Galambos et al. (eds.), Extreme Value Theory and Applications, 403-418, Kluwer Academic Publishers.


    1993
    [15] Gomes, M.I. (1993).
    On the estimation of parameters of rare events in environmental time series. In V. Barnett & K.F. Turkman (eds.). Statistics for the Environment, 225-241, Wiley.

    [14] Gomes, M.I. (1993).
    A Obra Científica de J. Tiago de Oliveira. In D. Pestana (ed.), Estatística Robusta, Extremos e Mais Alguns Temas, 241-248, Salamandra.

    [13] Gomes, M.I. (1993).
    Modelos Extremais em Esquemas de Dependência. In D. Pestana (ed.), Estatística Robusta, Extremos e Mais Alguns Temas, 209-220, Salamandra.

    [12] Gomes, M.I. (1993).
    A Sociedade Portuguesa de Estatística e o Futuro da Estatística em Portugal. In D. Pestana (ed.), Estatística Robusta, Extremos e Mais Alguns Temas, 209-220, Salamandra.


    1990
    [11] Gomes, M.I. (1990).
    Inference in an extremal markovian model. In Momirovic, K. and V. Mildner (eds.). Computational Statistics, 257-262, Physica-Verlag.


    1989
    [10] Gomes, M.I. (1989).
    Comparison of extremal models through statistical choice in multidimensional backgrounds. In Hüsler, J. & R.-D. Reiss (eds.), Extreme Value Theory, 191-203, Lecture Notes in Statistics 51, Springer-Verlag.

    [9] Gomes, M.I. (1989).
    Formas pré-assintóticas de aproximação em Teoria de Valores Extremos. Estudos de Probabilidades e Estatística, Em Homenagem ao Professor Doutor Manuel Neto Murta, Univ. Coimbra, 67-86.


    1987
    [8] Gomes, M.I. & Athayde, E. (1987).
    Multivariate extremal models under non-classical situations. In P. Bauer et al. (eds.), Mathematical Statistics and Probability Theory, Vol. B, 1-9, D. Reidel, Dordrecht

    [7] Gomes, M.I. (1987).
    Extreme value theory __ statistical choice. In P. Revesz et al (eds.), Goodness-of-Fit, 195-209, North-Holland, Amsterdam.

    [6] Gomes, M.I. & Pestana, D. (1987).
    Nonstandard domains of attraction and rates of convergence. In M.L. Puri et al. (eds.), New Perspectives in Theoretical and Applied Statistics, 467-477, Wiley, New York.


    1986
    [5] Gomes, M.I. & Pestana, D. (1986).
    Large claims __ extreme value models. In Goovaerts et al (eds.), Insurance and Risk Theory, D. Reidel, Dordrecht.


    1984
    [4] Gomes, M.I. (1984).
    Robustness of Gumbel statistic for distribution functions in the domain of attraction of a type I distribution of largest values. Computational Statistics 84, 61-66, Physica-Verlag.

    [3] Gomes, M.I. (1984).
    Concomitants in a multidimensional extreme model. In J. Tiago de Oliveira ed., Statistical Extremes and Applications, 353-364, D. Reidel.

    [2] Tiago de Oliveira, J. & Gomes, M.I. (1984).
    Two test statistics for choice of univariate extreme models. In J. Tiago de Oliveira ed., Statistical Extremes and Applications, 651-668, D. Reidel.


    1981
    [1] Gomes, M.I. (1981).
    An i-dimensional limiting distribution function of largest values and its relevance to the statistical theory of extremes. In C. Taillie et al. (eds.), Statistical Distributions in Scientific Work, Vol. 6, 389-410, D. Reidel.


Communications

Comunicações orais por convite

2013
[97] “Estimação em Estatística de Extremos”. Invited seminar presented by L. Henriques-Rodrigues at University of São Paulo, November 2013.

[96] “The Role of Jackknife and Bootstrap in Statistics of Extremes: An Environmental Application”. Invited plenary talk at International Conference on Precipitation Extremes in a Changing Climate, Hejnice, Czech Republic, September 24-26.

[95] “Penultimate Approximations: Past, Present … and Future?”. Invited plenary talk at EVT 2013, Extremes in Vimeiro Today, Vimeiro, September 8-11.

[94] “The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index”. Invited talk (presented by F. Caeiro, associated with a joint paper by Caeiro, F. and Gomes, M.I.) at the session entitled “Statistics of Extremes and Resampling Methodologies” organised by M.I. Gomes and Liang Peng, 59th ISI WSC 2013, Hong Kong, S.A.R. China, August 25-30, 2013.

[93] “The Extreme Value Birnbaum-Saunders Model in Athletics”. Invited talk at the session entitled “Is Distribution Theory still Relevant?”, organized by Evdokia Xekalaki, 59th ISI WSC 2013, Hong Kong, S.A.R. China, August 25-30, 2013.

[92] “Adaptive and computational procedures in extreme value parameters' estimation”. Invited talk (to be presented by M. Neves, associated with a joint paper by Neves, M., Gomes, M.I., Figueiredo, F. and Prata Gomes, D.) at the session entitled “EV—Extremes and Vimeiro”, organized by M. Ivette Gomes, at EVA 2013.

[91] “Reliability Control of Complex Systems Through Penultimate Approximations”. Invited talk at the session on Control of Complex Systems under Extremal Random Risks, organized by Natalia Markovich, IFAC Conference on Manufacturing Modelling Management and Control, June 19-21, 2013, Saint Petersburg, Russia.

[90] “A Mean-of-order-p Value-at-Risk Estimator”. Invited talk at a session organized by M. Stehlik, at the 6th International Conference on Risk Assessment, Tomar, May 30-June 1.

[89] “Adaptive PORT-MVRB VaR estimation”. Invited talk, presented by L. Henriques-Rodrigues, at a session organized by F. Caeiro, at the 6th International Conference on Risk Assessment, Tomar, May 30-June 1.

[88] “A class of PPWM estimators of high quantiles”. Invited talk, presented by F. Caeiro, at a session organized by F. Caeiro, at the 6th International Conference on Risk Assessment, Tomar, May 30-June 1.

[87] “Statistics of Univariate Extremes: an Overview and Open Research Topics”. Invited plenary talk, presented by F. Caeiro, at the 7th Worshop on Statistics Mathematics and Computation, Tomar, May 28-29.

[86] “Métodos de Re-Amostragem em Estatística de Extremos”. 1ªs Jornadas da Estatística e Computação da Universidade Aberta, Caldas da Rainha, Escola de Hotelaria e Turismo do Oeste, 10 de Maio de 2013.

[85] “Reduced-bias mean-of-order-p extreme value index estimation”. Invited talk at XXXI International Seminar on Stability Problems for Stochastic Models, Moskow, April 23-27, Moscow, Russia.

[84] “Resampling-Based Methodologies in Statistics of Extremes: an Environmental Application”. Invited talk at MECC 2013 --- International Conference and Advanced School Planet Eart, Mathematics of Energy and Climate Change, Portugal, March 21-28.

[83] “Resampling Methodologies and Reliable Tail Estimation”. Invited talk at the Symposium on Recent Advances in Extreme Value Theory honoring Ross Leadbetter, March 18-20, 2013, Lisbon, Portugal.


2012
[82] “A Non-parametric Double-bootstrap Method for an Adaptive MOP EVI-estimation”. ICNAAM 2012, 10th International Conference of Numerical Analysis and Applied Mathematics, September 19-25, Kos, Greece.

[81] The Birnbaum-Saunders Model in Athletics and Environment”. ICNAAM 2012, 10th International Conference of Numerical Analysis and Applied Mathematics, September 19-25, Kos, Greece.

[80] “Penultimate approximations in statistics of extremes and reliability of large coherent systems”. International Conference on “MODERN STOCHASTICS: THEORY AND APPLICATIONS III, September 10-14, Kyiv, Ukraine.

[79] “PORT-PPWM versus GPPWM extreme value index estimation”. Invited talk at COMPSTAT 2012, August 27-31, Limassol, Cyprus.

[78] “MOP Reduced-bias EVI-estimation”. WSMC 2012, 6th Workshop on Statistics, Mathematics and Computation and 3rd Portuguese-Polish Workshop on Biometry in Honour of Professor Dinis Pestana, July 3-4, Covilhã, Portugal.

[77] “Optimal Sample Fraction Selection in Reduced-Bias Estimation” 1st Conference of the International Society for NonParametric Statistics, June 15-19, Chalkidiki, Greece.

[76] “O Modelo Extremal de Birnbaum-Saunders em Ambiente, Biometria e Atletismo”, Seminário Geracional, DEIO, FCUL, April 11, 2012.

[75] “The Extreme Value Birnbaum-Saunders Model: Applications”, Katholieke Universiteit Leuven, March 19, 2012.


2011
[74] “Resampling Methodologies in Adaptive Choice of Thresholds for the Estimation of Parameters of Rare Events” (invited talk, to be presented by M. Neves, associated with a joint paper by Neves, M.M., Gomes, M.I., Figueiredo, F. and Prata-Gomes, D.), CFE 11 and ERCIM 11, December 17-19, 2011, London, UK.

[73] A Importância de Métodos de Re-Amostragem em Estatística de Extremos. Conferência plenária, XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, 2011, Nazaré, Portugal.

[72] “Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings” (invited talk, presented by F. Caeiro), Numerical Analysis and Applied Mathematics ICNAM 2011, September 19-25, 2011, Halkidiki, Greece.

[71] “Resampling Methodologies in the Field of Extremes”, Invited conference at 17th YESM, September 5-9, Lisboa, Portugal.

[70] “Computational Validation of an Adaptative Choice of Optimal Sample Fractions” (invited talk, presented by F. Caeiro), 58th Congress of the International Statistical Institute (ISI 2011), ISI 2011, August 21-26, Dublin, Ireland.

[69] “The Extreme Value Birnbaum-Saunders model in Biometry and Environment”. Invited talk at the V Workshop on Statistics, Mathematics and Computation, Faro, Portugal, July 11-12, 2011.

[68] “Gestão e Controlo Estatístico da Qualidade”, Invited Seminar at DEIO, University of Lisbon, May 12, 2011, with the course “Estatística, Ciência e Sociedade”.


2010
[67] “Estimation of Parameters of Extreme Events for Randomly Censored Data” 40th International Biometrical Colloquium and Second Polish-Portuguese Workshop on Biometry in honour of Prof. J.T. Mexia, August 29-September 2, Bedlewo/Poznan, Poland.

[66] “Estimação Adaptativa, Invariante e de Viés-Reduzido do Índice de Valores Extremos”. SPM 2010, July 8-10, Leiria, 2010.

[65] “Semi-Parametric Probability Weighted Moments Estimation Revisited” (joint paper with F. Caeiro and B. Vandewalle). IWAP 2010, July 5-8, Madrid, 2010.

[64] “Extremes and Risks”. Invited Session to IWAP 2010, International Workshop on Applied Probability, Madrid, Spain, July 5-8, 2010.
Organizer and Speaker: M. Ivette Gomes.
Other Speakers: Laszlo Markus (Hungary) and Christian-Yann Robert (France).

[63] “Refined Estimation of a Light Tail: an Application to Environmental Data” (joint paper with L. Henriques-Rodrigues (speaker) and F. Caeiro). The 45th Scientific Meeting of the Italian Statistical Society, University of Padova, June 16-18, 2010.

[62] “Statistics of Extremes in Today’s World”. Invited Session to the SIS 2010, “The 45th Scientific Meeting of the Italian Statistical Society, University of Padova, June 16-18, 2010.
Organizer: M. Ivette Gomes
Speakers: M. Isabel Fraga Alves, Ana Ferreira and Lígia Henriques-Rodrigues.

[61] "Estimação Adaptativa e Invariante do Índice de Valores Extremos", Invited Seminar at Department of Mathematics, University of Coimbra, May 17, 2010.

[60] "A Metodologia Quasi-PORT-MVRB para o Parâmetro VaR”, Invited Seminar at Department of Mathematics, University of Azores, May 4, 2010.

[59] "Adaptive PORT Reduced-Bias EVI Estimation”. Invited Seminar at Eotvos Lorand University, April 23, 2010.

[58] "Adaptive Reduced-Bias Location-Invariant EVI-Estimation”.
Symposium in Honour of Rolf Reiss, March 18-19, 2010, Siegen, Germany.


2009
[57] "Computational Methods in Statistics of Extremes: Adaptive Choice of Thresholds”, IV Workshop on Statistics, Mathematics and Computation, Fundação Calouste Gulbenkian, November 9-10, 2009.

[56] "Looking for Adaptive PORT-MVRB Estimation",
Workshop on Spatial Extremes and Applications, École Polytechnique Fédérale de Lausanne (Switzerland), July, 13-17, 2009.

[56] “Looking for Adaptive PORT-MVRB Estimation”,
Workshop on Spatial Extremes and Applications, École Polytechnique Fédérale de Lausanne (Switzerland), July, 13-17, 2009.

[55] “Adaptive Reduced-bias Tail Index and VaR Estimation via Bootstrap Methodology”,
ASMDA 2009, XIII International Conference on Applied Stochastic Models and Data Analysis, Vilnius (Lithuania), June 30-July 2, 2009. Stream organized by L. Viharos.

[54] “A Quasi-PORT Methodology for VaR: Second-Order Reduced Bias Estimation”,
Graybill VIII and EVA 2009, 6th International Conference on Extreme Value Analysis, Fort-Collins, Colorado (USA), June 23-26, 2009.

[53] “Statistics for Extremes”. Invited Session to EVA 2009, Fort-Collins, Colorado, USA, July 2009.
Organizer and Speaker: M. Ivette Gomes.
Other Speakers: A. Guillou and S. Stoev.

[52] “Classical and MVRB tail index estimators: asymptotic comparison at optimal levels” (joint work with L. Henriques-Rodrigues),
Workshop em Estatística pela Jubilação do Professor João Tiago Mexia, June 4-5, 2009.


2008
[51] “Statistics of Extremes under Censoring Schemes”,
II Iberian Mathematical Meeting, University of Extremadura, Badajoz (Spain), October 3-5, 2008.

[50] “Tail Index Estimation: Asymptotic Comparison at Optimal Levels”,
CRM (Centre de Recerca Matematica), Universitat Autonoma de Barcelona, Bellaterra, September 1, 2008.

[49] “Robust Estimation and its Applications in Statistical Quality Control” (joint work with F. Figueiredo, speaker).
ISBIS 2008, International Symposium on Business and Industrial Statistics, Prague, July 1-4, 2008.

[48] “Estatística de Extremos e Desporto – como Estimar Alguns parâmetros Úteis”.
Faculdade de Motricidade Humana, Universidade Técnica de Lisboa, May 9, 2008.

[47] “Asymptotic and Finite Sample Comparison of Two “Maximum Likelihood” Tail Index Estimators”.
SPE/CIM Afternoon on Statistical Extremes, Coimbra, February 15, 2008, organized by L. Canto e Castro.


2007
[46] “Second-order Reduced-bias Tail Index and High Quantile Estimation” (joint work with F. Caeiro, speaker), ISI 2007: 56th Session of the International Statistical Institute, August 22-29, Lisboa, 2007.

[45] “Improved Monitoring of Control Charts” (joint work with F. Figueiredo, speaker). ISBIS 2007, August 18-21, Ponta Delgada, 2007.

[44] “Statistics of Extremes for IID Data”, EVA 2007, July 22-29, Bern, Switzerland, 2007.

[43] “Reduced-bias Tail Index and Associated Quantile Estimation”. Georgia Technical School of Mathematics: Stochastic Seminars, February 15, 2007.


2006
[42] “Accommodating Bias in the Excesses Over a High Intermediare Order Statistic”. SCRA 2006: Thirteenth International Conference of Forum for Interdisciplinary Mathematics, Tomar, Portugal, 1-4 September, 2006.

[41] “Reduced Bias Tail and Extremal Index”. Torun, July 2006. EMS 2006: XXVI European Meeting of Statisticians. Torun, Poland, 24-28 July, 2006.

[40] “Recent Advances in Statistics of Extremes”, Invited Session to the European Meeting of Statisticians, Copernicus University, Torun, Poland, July 2006. Organizer and Speaker: M. Ivette Gomes.
Other Speakers: L. de Haan and M. Scotto.

[39] “Weighted Log-Excesses in Statistics of Extremes”. ICORS 2006: International Conference on Robust Statistics, Lisboa, Portugal, 16-21 July, 2006.

[38] “Empirical Tail Index and VaR Analysis”. ICMSM 2006: International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, Ciudad Real, 28-30 June, 2006.

[37] “Extreme Value Statistics: Second-Order Models and Applications to Metal Fatigue”. Around the Ph.D. discussion of Elisabeth Joossens, June 22nd, 2006.

[36] “The Mixed Moment Estimator: Finite and Asymptotic Behaviour”. Workshop on Risk Analysis and Extreme Value Methodology, Leuven, June 21st, 2006.

[35] “A Reduced Bias Tail Index and Associated Quantile Estimator”, Journées Extremes à Lille, Laboratoire Painlevé, VilleNeuved’Ascq, March 16, 2006.

[34] “Análise Empírica de Retornos: Comportamento de Cauda”, Dept. Matemática, Universidade do Minho, Guimarães, March 3, 2006.


2005
[33] “Computação intensiva: moderna extensão do reino da fantasia?” XIII Congresso Annual da Sociedade Portuguesa de Estatística. Ericeira, September 28-October 1, 2005.

[32] “Box-Cox Transformations and Robust Control Charts in SPC” (joint work with F. Figueiredo, speaker). Invited conference at Advanced Mathematical and Computational Tools in Metrology, Instituto Português da Qualidade, Monte de Caparica, Junho, 2005.

[31] “A simple second order reduced bias' Value at Risk estimator”. Workshop on Risk Analysis and Extreme Values, Laboratoire de Statistique Appliquée, Paris, June, 2005.


2004
[30] “Estimation of High Quantiles Under Censoring Mechanisms”. Ph.D. discussion of Emanuel Delafosse, Université Pierre-et-Marie-Curie, Paris, November 2004.

[29] “Reduced Bias Estimators of Parameters of Rare Events” and discussion on “Generalized Weighted Moments’ Estimators in Statistics of Extremes” (Ph.D. discussion of Imen Rached). Université Marne-la-Vallée, October 2004.

[28] “Robust and Semi-Parametric Methods in Extreme Value Theory”. Ph.D. discussion of Bjorn Vandewalle, KU Leuven, September 2004.

[27] “Extremes and Risk Management”. Stochastic Finance 2004, Coimbra, 2004.

[26] “Semi-Parametric and Non-Parametric Statistical Inference”. Discussion on the “Mémoire d’ Habilitation” of Stéphane Girard. Grenoble, July 6, 2004.

[25] “Excedências Conjuntas de Processos ARCH e Índice Extremal”. SPM 2004, Porto, 6-8 May, 2004.


2003
[24] “Multivariate Extremes and Copulae”. Ph.D. discussion of Alexandra Dias, Zurich, December 2003.

[23] “Stochastic Processes in Telecommunication Traffic”.
Mathematical Techniques and Problems in Telecommunications, Tomar, 2003.

[22] “High Quantile Estimation”. Ph.D. discussion of Laurent Gardes, Montpellier, September 2003.

[21] “Bias Reduction in Financial Risk Modelling”. ISI 2003 (in the Invited Paper Session (IPM) on “Statistics of Extremes and Risk Modelling”). Berlin, 13-20 August, 2003.

[20] “The Generalized Jackknife Methodology in the Estimation of the Extremal Index”.
Workshop on Dependence in Extreme Value Theory, Eindhoven, 23-25 January, 2003.


2002
[19] “Bias Reduction in the Semi-Parametric Estimation of the Tail Index”.
Extremes Day, around the Ph.D. discussion of Ana Ferreira, Tilburg, November 25, 2002.

[18] “Extreme Values and Resampling Techniques”.
Workshop on Extreme Values and Resampling Techniques, Coimbra, 1-3 November, 2002.

[17] “Bias Reduction in the Semi-parametric Estimation of Parameters of Rare Events”.
International Gnedenko Conference, Kyiv, 3-7 June, 2002.

[16] “Probability and Statistics”.
Organization of two Thematic Sessions at SPM 2002. Coimbra, February 2002.


2001
[15] “Controlo do Viés de Estimadores Semi-Paramétricos de Parâmetros de Acontecimentos Raros”.
IX Congresso Annual da Sociedade Portuguesa de Estatística, Ponta Delgada, Novembro 2001.

[14] “Statistics of Extremes”. Invited Session at 23 EMS, Funchal, Portugal, August 2001.
Organizer and Speaker: M. Ivette Gomes.
Other Speakers: J. Beirlant, H. Rootzen, M.R. Leadbetter.

[13] “Computer Intensive Methods in Statistics of Extremes”. Invited Session at EVA 2001, Leuven, August.
Organizer and Speaker: M. Ivette Gomes.
Other Speakers: A.C. Davison and M.J. Martins.


2000
[12] “Extremal Index”. Invited conference (presented by M.I. Fraga Alves) at Mathematical Methods in Reliability 2000, July 2000.

[11] “Unidades de Investigação e Departamentos Universitários”. Invited Moderator at Segundo Debate sobre a Investigação Matemática em Portugal, CIM & SPM, April 1-2, 2000.


1998
[10] “Probability and Statistics”.
Organization of two Thematic Sessions at SPM 1998. Braga, 1998.


1994
[9] “As Metodologias Jackknife e Bootstrap em Estatística de Extremos”.
II Congresso Anual da Sociedade Portuguesa de Estatística, Luso, 1994.

[8] “Statistical Choice of Extreme Value Domains of Attraction --- a Comparative Analysis”.
Invited conference (presented by M.I. Fraga Alves) at the Conference on Multivariate Extreme Value Estimation with Application to Economics and Finance, Rotterdam, 1994.


1993
[7] “Penultimate Behaviour of the Extremes”.
Conference on Extreme Value Theory and its Applications. Gaithersburg, 1993.


1992
[6] “Finite Sample and Asymptotic Properties of Estimators of the Extremal Index”.
XIII Rencontres Franco-Belges de Statisticiens --- Résultats Nouveux en Théorie de Valeurs Extrêmes et Applications, Villeneuve d’Ascq, 1992.

[5] “Comparação de Modelos Extremais em Esquemas de Dependência”.
I Congresso Ibero-Americano de Estatísticos, Cáceres, 1992.


1989
[4] “Formas Pré-assintóticas de Aproximação em Teoria de Valores Extremos”.
Jornadas de Proabilidades e Estatística, Coimbra, 1989.


1987
[3] “Comparison of Extremal Models through Statistical Choice in Multidimensional Backgrounds”.
Conference on Extremewertheorie, Oberwolfach, 1987.


1983
[2] “Concomitants in a Multidimensional Extreme Model”.
Invited Session at Statistical Extremes and Applications, Vimeiro, 1983.


1981
[1] “Verosimilhança e Inferência Estatística”.
II Colóquio de Estatística e Investigação Operacional, Fundão/Covilhã, 1981.




Outras comunicações orais

2013
[121] “A mean-of-order-p reduced-bias VaR estimator”, XXI Congresso Annual da Sociedade Portuguesa de Estatística

[120] “A mean of order p reduced-bias and location-invariant extreme value index estimator”. EVA 2013

[119] “Performance of the bootstrap control charts for skew-normal data” (F. Figueiredo, speaker, and M.I. Gomes). 5th International Conference on Risk Analysis (ICRA5), May 30-June 1, Tomar.

[118] “k-Geometric Order Statistics” (Pestana, D., Gomes, M.I. and Mendonça, S., presenter of poster). 5th International Conference on Risk Analysis (ICRA5), May 30-June 1, Tomar.

[117] “Reduced-bias estimation: jackknife and bootstrap methods in action”. (Figueiredo, F. (speaker), Gomes, M.I., Brilhante, M.F. and Neves, M.). 7th Workshop on Statistics Mathematics and Computation (WSMC7), May 28-29, Tomar.

[116] “Revisiting a PORT-PPWM EVI-estimator” (Caeiro, F., Gomes, M.I. (speaker) and Henriques-Rodrigues, L.). 7th Workshop on Statistics Mathematics and Computation (WSMC 2013), May 28-29, Tomar.

[115] “Dynamic Instabilities in Population Growth Models I: Bernoulli Randomized Modified Fibonacci Model”. CHAOS 2013, Chaotic Modeling and Simulation International Conferene, June 11-14, Istanbul, Turkey.

[114] “Dynamic Instabilities in Population Growth Models I: Panjer Randomized Modified Fibonacci Model”. CHAOS 2013, Chaotic Modeling and Simulation International Conferene, June 11-14, Istanbul, Turkey.

[113] “Extensions of the Verhulst Model, Order Statistics and Products of Independent Uniform Random variables”. CHAOS 2013, Chaotic Modeling and Simulation International Conferene, June 11-14, Istanbul, Turkey.

[112] “Cartas de controlo para a distribuição normal assimétrica” (jointly with F. Figueiredo, presenter). XX Jornadas de Classificação e Análise de Dados.

[111] “A note on penultimate approximations and reliability of series-parallel structures” (jointly with Reis, poster presenter, P., Canto e Castro, L., Dias, S.). Symposium on Recent Advances in Extreme Value Theory, March 18-20, Lisboa.

[110] “PORT estimation of second-order parameters” (jointly with L. Henriques-Rodrigues, presenter). Symposium on Recent Advances in Extreme Value Theory, March 18-20, Lisboa.

[109] “The role of jackknife and bootstrp in reliable reduced-bias tail índex estimation” (jointly with Figueiredo, poster presenter, F., Brilhante, M.F., Gomes, M.I. and Neves, M.M.). Symposium on Recent Advances in Extreme Value Theory, March 18-20, Lisboa.

[108] “A note on the asymptotic comparison of two alternative estimators of shape second-order parameter” (jointly with F. Caeiro, poste presenter). Symposium on Recent Advances in Extreme Value Theory, March 18-20, Lisboa.


2012
[107] “Exact and bootstrap control charts based on the skew-normal distribution”. (jointly with Fernanda Figueiredo, presenter), Computing & Statistics (ERCIM’12), December 1-3, Oviedo, Spain.

[106] “The extreme value Birnbaum-Saunders model in athletics and environment. (jointly with Marta Ferreira and Victor Leiva), Computing & Statistics (ERCIM’12), December 1-3, Oviedo, Spain.

[105] “On heuristic choies of tuning parameters in the estiation of the extreme value índex” (jointly with I. Fraga Alves, L. Henriques-Rodrigues and B.G. Banjunath, presenter), Computing & Statistics (ERCIM’12), December 1-3, Oviedo, Spain.

[104] “Novo estimador de viés reduzido de um índice de valores extremos positivo” (jointly with F. Brilhante and D. Pestana), XX Congresso da Sociedade Portuguesa de Estatística, Porto, Setembro 26-29.

[103] A relevância da distribuição normal assimétrica em aplicações (jointly with F. Figueiredo, presenter), XX Congresso da Sociedade Portuguesa de Estatística, Porto, Setembro 26-29.

[102] “A metodologia PORT na estimação semi-paramétrica de um parâmetro de escala de segunda ordem” (jointly with L. Henriques-Rodrigues, presenter), XX Congresso da Sociedade Portuguesa de Estatística, Porto, Setembro 26-29.

[101] “A new class of estimators of the shape second order parameter of an heavy-tailed distribution” (jointly with F. Caeiro, presenter), Joint Meeting of y-BIS and jSPE, July 23-26, 2012, Lisbon.

[100] Figueiredo, F. and Gomes, M.I. (2012). The skew-normal and the inverse scale factors-normal distributions in SQC” (jointly with F. Figueiredo, presenter), Joint Meeting of y-BIS and jSPE, July 23-26, 2012, Lisbon.

[99] “Optimal choice of a tuning parameter in the PORT-estimation of a shape second-order parameter” (jointly with L. Henriques-Rodrigues, presenter), Joint Meeting of y-BIS and jSPE, July 23-26, 2012, Lisbon.

[98] “A MOP reduced-bias location-invariant EVI-estimator” (jointly with F. Brilhante and D. Pestana), 8th World Congress on Probability and Statistics, July 9-14, 2012, Istanbul, Turkey.

[97] “A Location Invariant Probability Weighted Moment EVI-Estimator” (jointly with F. Caeiro and L. Henriques-Rodrigues) Gnedenko 100, Moskow State University, June 26-30, 2012.

[96] “Extensions of Verhults Model in Population Dynamics and Extremes” (jointly with F. Brilhante and D. Pestana), CHAOS 2012, Athens, Greece, June 12-15, 2012.

[95] “Extension of Panjer's iterative procedures and multifractals” (jointly with F. Brilhante, presenter, and D. Pestana), CHAOS 2012, Athens, Greece, June 12-15, 2012.


2011
[94] “Monitoring the mean value in the contaminated normal family distribution” (jointly with Fernanda Figueiredo, presenter), Computing & Statistics (ERCIM’11), December 17-19, London, UK.

[93] “A simple generalization of the Hill estimators”. In Colubi, A. et al. (eds.). Computing & Statistics (ERCIM’11), December 17-19, London, UK.

[92] “Semi-parametric Probability-Weighted Moments Estimation: Asymptotics versus Non-Asymptotics”, AMISTAT 2011, October 28-30, Prague.

[91] “Comparação Assintótica de Estimadores de um Parâmetro de Forma de Segunda-Ordem em Caudas Pesadas”, XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[90] “Uma versão robusta para o estimador do índice extremal de Nandagopalan” (jointly with Cristina Miranda, presenter, Manuela Souto Miranda e Anabela Rocha), XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[89] “Estimação de um Parâmetro de Forma de Segunda-Ordem” (jointly with Frederico Caeiro, presenter), XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[88] “Uma Generalização do Estimador de Hill” (jointly with Dinis Pestana, presenter), XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[87] “Testes Não-Paramétricos para Validação de Modelos Extremais: uma Aplicação a Dados de Atletismo” (jointly with Paulo Santos, presenter, and Patrícia de Zea Bermudez), XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[86] “Excessos acima de Níveis Aleatórios e Estimação Linear Óptima e Centrada” (jointly with Lígia Henriques-Rodrigues, presenter), XIX Congresso da Sociedade Portuguesa de Estatística, September 28-October 1, Nazaré, Portugal.

[85] “A Note on the Adaptive Choice of Thresholds via Bias Patterns”, 58th Congress of the International Statistical Institute (ISI 2011), August 21-26, Dublin, Ireland.

[84] “Asymptotic Comparison at Optimal Levels of Reduced-Bias EVI Estimators” (jointly with F. Caeiro), EVA 2011, June 27-July 1, Lyon, France.

[83] “Light-Tail Estimation: a Negative Moment EVI-estimator and an Application to Environmental Data” (presented orally by Frederico Caeiro), EVA 2011, June 27-July 1, Lyon, France.

[82] “Estimation of Parameters of Extreme Events for Randomly Censored Data” (presented orally by M. Manuela Neves), EVA 2011, June 27-July 1, Lyon, France.

[81] “Adaptive Reduced Bias Estimation of Financial Log-Returns” (jointly with F. Figueiredo (poster presenter) and M.M. Neves), REV 2011, June 6-7, Lisboa, Portugal.

[80] “Adaptive Reduced Bias Invariant Estimation of a Heavy Right Tail: an Application to Financial Log-Returns” (jointly with L. Henriques-Rodrigues, the poster presenter), REV 2011, June 6-7, Lisboa, Portugal.

[79] “A Heuristic Data-driven Choice of Tuning Parameters in PORT-MVRB Estimation” (jointly with L. Henriques-Rodrigues and C. Miranda), REV 2011, June 6-7, Lisboa, Portugal.

[78] “Probability Weighted Moment Bootstrap Estimation: an Application to Insurance Data” (jointly with F. Caeiro, the poster presenter), REV 2011, June 6-7, Lisboa, Portugal.

[77] “BetaBoop Brings in Chaos” (jointly with M. Fátima Brilhante and Dinis Pestana, speaker), 4th CHAOS 2011 International Conference, May 31- June 3, Crete, Greece.

[76] “Sir Pinski Rides Again” (jointly with D. Pestana e P. Pestana), 4th CHAOS 2011 International Conference, May 31- June 3, Crete, Greece.



2010
[75] “Adaptive PORT-MVRB Extreme Value Index Estimation: a Comparison of Heuristic Algorithms”, CFE'10 & ERCIM'10, 10-12 December 2010, University of London, UK.

[74] “Estimação Adaptativa e PORT-MVRB do Índice de Valores Extremos”. XVIII Congresso da Sociedade Portuguesa de Estatística, September 29-October 2, São Pedro do Sul, Portugal.

[73] “A Metodologia PORT na Estimação de um Parâmetro de Forma de Segunda Ordem”. XVIII Congresso da Sociedade Portuguesa de Estatística, September 29-October 2, São Pedro do Sul, Portugal.

[72] “Estimação Semi-Paramétrica da Cauda: Nova Classe de Estimadores dos Momentos Ponderados de Probabilidade” (presented orally by F. Caeiro).. XVIII Congresso da Sociedade Portuguesa de Estatística, September 29-October 2, São Pedro do Sul, Portugal.

[71] “Peaks Over Random Threshold Best Linear Unbiased Estimation of the Extreme Value Index” (presented orally by L. Henriques-Rodrigues), The International Conference on Trends and Perspectives in Linear Statistical Inference (LinStat'2010), 27-31 July, 2010,Tomar, Portugal

[70] “A Simulation Study of PORT Second-Order Reduced-Bias Extreme Value Index Estimation” (presented orally by C. Miranda). ITI 2010, 32nd International Conference on Information Technology Interfaces, 21-24 June, Cavtat, Dubrovnik, Croatia.

[69] “A Note on Statistics of Extremes for Censoring Schemes on a Heavy Right Tail” (presented orally by M. Neves). ITI 2010, 32nd International Conference on Information Technology Interfaces, 21-24 June, Cavtat, Dubrovnik, Croatia.

[68] “A Heuristic Choice of Tuning Parameters in a Location-Invariant Reduced-Bias Estimation of the Extreme Value Index: Application to Financial Log-returns and Simulated Data”. ITI 2010, 32nd International Conference on Information Technology Interfaces, 21-24 June, Cavtat, Dubrovnik, Croatia.

2009
[67] “A Quasi-PORT Methodology for VaR based on Second-Order Reduced-Bias Estimation”,
Third International Conference on Computational and Finantial Econometrics / Second International Workshop of the ERCIM Working Group on Computing & Statistics, 29-31 October 2009, Limassol, Cyprus.

[66] “Estimação Adaptativa MVRB: Aplicação a Dados Financeiros”,
XVII Annual Conference of the Portuguese Statistical Society, September 30 – October 3, 2009, Sesimbra, Portugal.

[65] “Comparação assintótica em níveis óptimos de estimadores do índice de cauda de viés reduzido” (presented orally by F. Caeiro). XVII Annual Conference of the Portuguese Statistical Society, September 30 – October 3, 2009, Sesimbra, Portugal.

[64] “Cartas de controlo baseadas na função quantil” (presented orally by F. Figueiredo). XVII Annual Conference of the Portuguese Statistical Society, September 30 – October 3, 2009, Sesimbra, Portugal.

[63] “Finite Sample Behaviour of the Mixed Moment Estimator in Dependent Frameworks”, (presented by C. Miranda).
ITI 2009, 31st International Conference on Information Technology Interfaces, Cavtat/Dubrovnik (Croatia), June 22-25, 2009.

2008
[62] “Caudas leves em desporto: estimação semi-paramétrica”.
XVI Congresso da Sociedade Portuguesa de Estatística, Vila Real, October 1-4, 2008.

[61] “PORT-ML, PORT-MP and other classical tail index estimators: asymptotic comparison at optimal levels”.
2008 Barcelona Conference on Asymptotic Statistics, Barcelona, September 1-5, 2008.

[60] “Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison”.
7th World Congress in Probability and Statistics, Singapore, July 14-19, 2008.

[59] “A semi-parametric estimator of a “scale” second order parameter based upon the log-excesses”.
ITI 2008, 30th International Conference on Information Technology Interfaces, Cavtat/Dubrovnik, Croatia, June 23-26, 2008.

2007
[58] “A Note on the Asymptotic Variance at Optimal Levels of a Bias-corrected Hill Estimator”.
ISI 2007, 56th Session of the International Statistical Institute, August 22-29, Lisboa, 2007

[57] “An Empirical Analysis of Ozone Indicators: Tail Estimation”.
SEER 2007: Statistical Extremes and Environmental Risk, Lisboa, Fevereiro, 15-17, 2007.

2006
[56] “The Jackknife Methodology and Subsampling Techniques in the Estimation of the Extremal Index”.
3rd World Conference on Computational Statistics and Data Analysis, Cyprus, October, 2005.

[55] “Comparação assintótica em níveis óptimos de estimadores do índice de valores extremos”.
XIV Congresso da Sociedade Portuguesa de Estatística, Covilhã, September 27-30, 2006.

2005
[54] “The Jackknife Methodology and Subsampling Techniques in the Estimation of the Extremal Index”.
3rd World Conference on Computational Statistics and Data Analysis, Cyprus, October, 2005.

[53] “Second Order Reduced Bias Tail Index Estimators under a Third Order Framework”.
IV International Conference on Extreme Value Analysis, Gothenburg, Sweden, August 2005.

[52] “A Simple Reduced Bias Tail Index estimator''.
ISI 2005, 55th Session of the International Statistical Institute, Sydney, Australia, April 2005.

2004
[51] “Estimação do parâmetro de forma de segunda ordem em Estatística de Extremos”
XII Congresso da Sociedade Portuguesa de Estatística. Évora, September 29- October 2, 2004.

[50] “Tail Index estimation Through Accommodation of Bias in the Weighted Log-Excesses”.
Third International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, 19-23 July, 2004.

2003
[49] “Redução de viés na estimação de quantis extremos”.
XI Congresso da Sociedade Portuguesa de Estatística, Algarve, September, 2003.

[48] “Combinações lineares de log-observações de topo”.
XI Congresso da Sociedade Portuguesa de Estatística, Algarve, September, 2003.

[47] “Linear Combinations and Bias Reduction in the Estimation of Heavy Tails”.
Workshop on Extremes, Risk and Resampling Techniques. Tomar, 20-23 November, 2003.

2002
[46] “A metodologia jackknife na estimação do índice extremal”.
X Congresso Anual da Sociedade Portuguesa de Estatística, Porto, September 25-28, 2002.

[45] “Natural Generalized Jackknife Estimators of a Second Order Parameter in Statistics of Extremes”.
Workshop on Extreme Values and Resampling Techniques, Coimbra, 1-3 November, 2002.

[44] “The Jackknife Methodology in Statistics of Extremes”.
24th European Meeting of Statisticians, Praga, August 2002.

2001
[43] “Generalized Jackknife Estimators Revisited”. 23rd European Meeting of Statisticians, Funchal, August 13-19, 2001.

[42] “Bias Reduction and Efficient Estimation of the Tail Index --- how far is location invariance essential?” Extreme Value Analysis --- Theory and Practice, Leuven, August 8-12, 2001.

2000
[41] “Estimadores Robustos de Localização e Escala” (presented by F.O. Figueiredo).
VIII Congresso da Sociedade Portuguesa de Estatística, October 4-7, 2000.

1999
[40] “Generalized Jackknife Moment Estimator of the Tail Index”.
52nd Session of the International Statistical Institute, Helsinki, 1999.

[39] “Efficient Alternatives to the Hill estimator”.
Workshop on Statistical Modelling --- Extreme Values and Additive Laws, Estoril, October, 1999.

[38] “Alternatives to a Semi-parametric Estimator of the Tail Index --- the Jackknife Methodology”.
Scandinavian-Ukranian Joint Meeting of Statistics, Kyev, June 1999.

1998
[37] “Alternatives to a Semi-parametric Estimator of the Tail Index --- the Jackknife Methodology”.
XIX éme Rencontre Franco-Belge de Statisticiens: Théorèmes limites et longue mémoire en statistiques, Marseille, November 1998.

[36] “Desenvolvimentos Recentes em Estatística de Extremos”.
1º Encontro de Modelação Estatística, Fevereiro 1998.

1997
[35] “Induced Order Statistics and the Correlation Coefficient”.
51st Session of the International Statistical Institute, Istambul, 1997.

1995
[34] “Comportamento Exacto de Estimadores de Períodos de Retorno em Modelo Auto-regressivo de Máximos”.
III Congresso Anual da Sociedade Portuguesa de Estatística, Guimarães, 1995.

[33] “The Influence of the Extremal Index on the Estimation of Return Periods of High Levels”.
Sixth International Meeting on Statistical Climatology, Galway, Ireland, 1995.

1991
[32] “On the Estimation of the Parameters of Rare Events in Dependent Structures”.
19th Europen Meeting of Statisticians, Barcelona, 1991.

1990
[31] “Inference in an Extremal Markovian Model”.
COMPSTAT 90 (9th International Symposium on Computational Statistics), Dubrovnik, 1990.

1988
[30] “Comparison of Alternative Estimators of the Index of Regular Variation”.
COMPSTAT 88 (8th International Symposium on Computational Statistics), Copenhagen, 1988.

1987
[29] “Inference in Multidimensional Extremal Models”.
17th European Meeting of Statisticians, Thessalonik, 1987.

1986
[28] “Multivariate Extremal Models under non-classical Situations”.
VI Pannonian Symposium on Mathematical Statistics, Bad Tatzmansdorf, 1986.

[27] “Robustness of Gumbel Statistical Choice Test Statistic in a Multivariate GEV Model”.
COMPSTAT 86 (7th International Symposium on Computational Statistics), Roma, 1986.

[26] “Nonstandard Domains of Attraction and Rates of Convergence”.
International Meeting of Statistics in the Basque Country, Bilbao, 1986.

[25] “Non-classical Extreme Value Models”.
III International Conference on Statistical Climatology, Viena, 1986.

1985
[24] “Large Claims _ Extreme Value Models”.
Insurance and Risk Theory, Maratea del Mar, 1985.

1984
[23] “Statistical Choice in a Multivariate GEV Model”.
III Colóquio de Estatística e Investigação Operacional, Lagos, 1984.

[22] “Domains of Attraction and Penultimate Behaviour”.
16th European Meeting of Statisticians, Marburg, 1984.

[21] “Statistical theory of extremes – comparison of two approaches”.
16th European Meeting of Statisticians, Marburg, 1984.

[20] “Robustness of Gumbel Statistic for Distribution Functions in the Domain of Attraction of a Type I Distribution of Largest Values”.
COMPSTAT 84 (6th International Symposium on Computational Statistics), Prague, 1984.

[19] “Extreme Value Theory _ Statistical Choice”.
János Bolyai Mathematical Society Colloquium on Goodness of Fit, Debrecen, 1984.

[18] “Two Algorithms for Analyzing Mixtures of Distributions”.
VI Intern. Symp. on Computer at the University, Dubrovnik, 1984.

[17] “Using and developing statistical packages -- a project on teaching statisticians”.
VI Intern. Symp. on Computer at the University, Dubrovnik, 1984.

[16] “Estimation Procedures in an i-dimensional Extremal Model”.
XIV Reunion Nacional de la Sociedad Española de Investigacion Operativa, Estadistica y Informatica (presented by J. Tiago de Oliveira), Granada, 1984.

1983
[15] “Two Test Statistics for Choice of Univariate Extreme Models”.
Statistical Extremes and Applications, Vimeiro, 1983.

1982
[14] “An i-dimensional distribution function of largest values and its relevance to the statistical theory of extremes: further results”.
15th European Meeting Statisticians, Palermo, 1982.

[13] “Penultimate versus ultimate in extreme value theory __ a simulation study”.
COMPSTAT 82 (5th International Symposium on Computational Statistics), Toulouse, 1982.

[12] “Numerical upper and lower bounds for the distribution of maxima”.
COMPSTAT 82 (5th International Symposium on Computational Statistics), Toulouse, 1982.

[11] “A note on statistical choice in univariate extreme models”.
IX Jornadas Hispano-Lusas de Matemática, Salamanca, 1982.

1981
[10] “Extremal Models in Economy”.
15th CIRET (Center for International Reserch on Economic Trend) Conference, Athens, 1981.

[9] “Closeness of Penultimate Approximations in Extreme Value Theory”.
14th European Meeting of Statisticians, Wroclaw, 1981.

[8] “On Maxima of Waiting Times”.
Deterministic and Stochastic Scheduling, Durham, 1981.

[7] Nota sobre o domínio de atracção de leisestáveis.
VIII Jornadas Luso-Espanholas de Matemática, Coimbra, 1981.

1980
[6] “Limit Laws for the Maximum Values of a Class of Strong Mixing Discrete Random Variables”.
VII Jornadas Hispano-Lusas de Matemática, S. Feliù de Guixols, 1980.

[5] “An i-variate Limiting Distribution Function of Largest Values and its Relevance to the Statistical Theory of Extremes”.
Statistical Distributions in Scientific Work, Trieste, 1980.

[4] “Computation of Mean Value and Covariance Matrix of Order Statistics and their Concomitants in an i-variate Extremal Model”.
COMPSTAT 80 (4th International Symposium on Computational Statistics), Edinburgh, 1980.

[3] “Monte Carlo Study of Sample Characteristics of Certain Estimators in an i-variate Extremal Model”.
COMPSTAT 80 (4th International Symposium on Computational Statistics), Edinburgh, 1980.

1979
[2] “Extremal i-variate Laws in Stationary Sequences”.
VI Jornadas Hispano-Lusas de Matemática, Santander, 1979.

[1] “Rates of Convergence in Extreme Value Theory”.
VI Jornadas Hispano-Lusas de Matemática, Santader, 1979.