A new partially reduced-bias mean-of-order p class of extreme value index estimators. - M. Ivette Gomes; Maria de Fátima Brilhante; Frederico Caeiro; Dinis Pestana (Comput. Stat. Data Anal., 2015)

A location-invariant probability weighted moment estimation of the Extreme Value Index. - Frederico Caeiro; M. Ivette Gomes; Lígia Henriques-Rodrigues (Int. J. Comput. Math., 2016)

A simple class of reduced bias kernel estimators of extreme value parameters. - Frederico Caeiro; Lígia Henriques-Rodrigues; D. Prata Gomes (Comput. Math. Methods, 2019)

Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study. - Frederico Caeiro; Lígia Henriques-Rodrigues; M. Ivette Gomes; Ivanilda Cabral (Comput. Math. Methods, 2020)

Corrected-Hill versus partially reduced-bias value-at-risk estimation. - M. Ivette Gomes; Frederico Caeiro; Fernanda Figueiredo; Lígia Henriques-Rodrigues; Dinis Pestana (Commun. Stat. Simul. Comput., 2020)

A new class of estimators for the shape parameter of a Pareto model. - Ayana Mateus; Frederico Caeiro (Comput. Math. Methods, 2021)

A class of weighted Hill estimators. - Frederico Caeiro; Ayana Mateus; Louiza Soltane (Comput. Math. Methods, 2021)

The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient. - Frederico Caeiro; Lígia Henriques-Rodrigues; M. Ivette Gomes (Comput. Math. Methods, 2022)

Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution. - Ayana Mateus; Frederico Caeiro (Comput. Math. Methods, 2022)

Reduced bias estimation of the shape parameter of the log-logistic distribution. - Frederico Caeiro; Ayana Mateus (J. Comput. Appl. Math., 2024)