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)

Subsampling techniques and the Jackknife methodology in the estimation of the extremal index. - M. Ivette Gomes; Andreia Hall; M. Cristina Miranda (Comput. Stat. Data Anal., 2008)

PORT Hill and Moment Estimators for Heavy-Tailed Models. - M. Ivette Gomes; M. Isabel Fraga Alves; Paulo Araújo Santos (Commun. Stat. Simul. Comput., 2008)

Finite sample behaviour of the mixed moment estimator in dependent frameworks. - M. Ivette Gomes; M. Cristina Miranda (ITI, 2009)

Uniformity of offsprings from uniform and non-uniform parents. - M. Ivette Gomes; Dinis Pestana; Fernando Sequeira; Sandra Mendonca; Silvio Velosa (ITI, 2009)

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)

Extreme nitriding limits in aluminium extrusion. - Cláudia Neves; M. Ivette Gomes; M. Isabel Fraga Alves (Int. J. Math. Model. Numer. Optimisation, 2011)

Acceptance Sampling. - M. Ivette Gomes (International Encyclopedia of Statistical Science, 2011)

Statistical Quality Control. - M. Ivette Gomes (International Encyclopedia of Statistical Science, 2011)

Reliability Control of Complex Systems through Penultimate Approximations. - M. Ivette Gomes; Paula Reis; Luisa Canto e Castro; Sandra Dias (MIM, 2013)

A simple generalisation of the Hill estimator. - M. Fátima Brilhante; M. Ivette Gomes; Dinis Pestana (Comput. Stat. Data Anal., 2013)

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

New Reduced-bias Estimators of a Positive Extreme Value Index. - M. Ivette Gomes; M. Fátima Brilhante; Dinis Pestana (Commun. Stat. Simul. Comput., 2016)

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)

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)