M. Ivette Gomes

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2903-6993

Publications

• Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator — Journal of the American Statistical Association 2007