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Margarida Brito
Margarida Brito
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Annual reports
2016
Brito M
,
Cavalcante L
,
Freitas AC
.
Bias-corrected geometric-type estimators of the tail index
. J. Phys. A. 2016;49:214003, 30.
Brito M
,
Freitas AC
,
Freitas JM
.
Tail prepivoting for the Hill estimator
. J. Phys. A. 2016;49:194004, 12.
2015
Brito M
,
Cavalcante L
,
Freitas AC
.
Modelling of extremal earthquakes
. Vol Mathematics of Energy and Climate Change Springer 2015.
2010
Brito M
,
Freitas AC
.
Consistent estimation of the tail index for dependent data
. Statist. Probab. Lett.. 2010;80:1835-1843.
2008
Brito M
,
Freitas AC
.
Edgeworth expansion for an estimator of the adjustment coefficient
. Insurance Math. Econom.. 2008;43:203-208.
2006
Brito M
,
Freitas AC
.
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
. Insurance Math. Econom.. 2006;38:571-584.
2003
Brito M
,
Freitas AC
.
Limiting behaviour of a geometric-type estimator for tail indices
. Insurance Math. Econom.. 2003;33:211-226.
2001
Barme-Delcroix M-
,
Brito M
.
Multivariate stability and strong limiting behaviour of intermediate order statistics
. J. Multivariate Anal.. 2001;79:157-170.
1998
Bacro J-
,
Brito M
.
A tail bootstrap procedure for estimating the tail Pareto-index
. J. Statist. Plann. Inference. 1998;71:245-260.
1995
Bacro J-
,
Brito M
.
Weak limiting behaviour of a simple tail Pareto-index estimator
. J. Statist. Plann. Inference. 1995;45:7-19.
1993
Bacro J-
,
Brito M
.
Strong limiting behaviour of a simple tail Pareto-index estimator
. Statist. Decisions. 1993:133-143.
1992
Bacro J-
,
Brito M
.
Comportement asymptotique presque sûr de la différence de statistiques d'ordre uniformes
. C. R. Acad. Sci. Paris Sér. I Math.. 1992;314:317-320.
1991
Bacro J-
,
Brito M
.
On Mason's extension of the Erdős-Rényi law of large numbers
. Statist. Probab. Lett.. 1991;11:43-47.
1986
Brito M
.
Sur l'encadrement optimal presque sûr dans un échantillon ordonné
. C. R. Acad. Sci. Paris Sér. I Math.. 1986;303:821-824.