Faculty

• Margarida Brito

  mabrito@fc.up.pt

• Research Area

  Semi and nonparametric Statistics

• Institution

  University of Porto

• PhD

  Institution: Paris VI University
  Year: 1987

• Main research publications

  • 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

Research and Events