A semi-parameter estimator of a "scale" second order parameter based upon the log-excesses. - M. Ivette Gomes; Lígia Henriques-Rodrigues; Hugo Pereira; Dinis D. Pestana (ITI, 2008)

Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study. - M. Ivette Gomes; Lígia Henriques-Rodrigues; M. Cristina Miranda (Commun. Stat. Simul. Comput., 2011)

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)

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)

Box-Cox Transformations and Bias Reduction in Extreme Value Theory. - Lígia Henriques-Rodrigues; M. Ivette Gomes (Comput. Math. Methods, 2022)