Margarida Brito

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.