Consistent estimation of the tail index for dependent data (with Ana Cristina Moreira Freitas)
, Statist. Probab. Lett. 80 (2010)
Edgeworth expansion for an estimator of the adjustment coefficient (with Ana Cristina Moreira Freitas)
, Insurance: Mathematics and Economics 43 (2008)
Week convergence of a bootstrap geometric-type estimator with applications to risk theory (with Ana Cristina Moreira Freitas)
, Insurance: Mathematics and Economics 38 (2006)
Multidimensional stability and strong limiting behaviour of intermediate order statistics (with Marie Françoise Barme-Delcroix)
, Journal of Multivariate Analysis 79 (2001)
A tail bootstrap procedure for estimating the tail Pareto-index (with Jean-Nöel Bacro)
, Journal of Statistical Planning and Inference 71 (1998)
PhD Students
Ana Cristina G. M. Moreira de Freitas Estimation of the exponential tail-coefficient. Applications to risk theory.
2005
