Author

Name:
Ivette Gomes
Educations:
Ph D: U Sheffield, Probability and Statistics, 1979
Bachelor: U Lisbon, Mathematics, 1970
e-mail:
ivette.gomes@fc.ul.pt
URL:
http://docentes.deio.fc.ul.pt/ivette.gomes/
Researcher id:
http://www.researcherid.com/rid/B-1304-2011
Article 1:

A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
Ivette Gomes, Dinis Pestana
Journal of the American Statistical Association, vol. 102, 2007, p. 280-292.

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