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Ana Ferreira
Ana Ferreira
Verified email at tecnico.ulisboa.pt - Homepage
Title
Cited by
Cited by
Year
Extreme value theory: an introduction
L Haan, A Ferreira
springer, 2006
36672006
On the block maxima method in extreme value theory: PWM estimators
A Ferreira, L De Haan
The Annals of statistics, 276-298, 2015
2452015
Bivariate tail estimation: dependence in asymptotic independence
G Draisma, H Drees, A Ferreira, L De Haan
Bernoulli 10 (2), 251-280, 2004
2102004
On maximum likelihood estimation of the extreme value index
H Drees, A Ferreira, L De Haan
Annals of Applied Probability, 1179-1201, 2004
2012004
On optimising the estimation of high quantiles of a probability distribution
A Ferreira*,, L de Haan*, L Peng¶
Statistics 37 (5), 401-434, 2003
2002003
The generalized Pareto process; with a view towards application and simulation
A Ferreira, L De Haan
1472014
Road safety of passing maneuvers: A bivariate extreme value theory approach under non-stationary conditions
J Cavadas, CL Azevedo, H Farah, A Ferreira
Accident Analysis & Prevention 134, 105315, 2020
522020
Maximum likelihood estimators based on the block maxima method
C Dombry, A Ferreira
522019
Exceedance probability of the integral of a stochastic process
A Ferreira, L de Haan, C Zhou
Journal of Multivariate Analysis 105 (1), 241-257, 2012
312012
Tail dependence in independence
G Draisma, H Drees, A Ferreira, L de Haan
Eurandom, 2001
262001
Optimal asymptotic estimation of small exceedance probabilities
A Ferreira
Journal of statistical planning and inference 104 (1), 83-102, 2002
132002
Optimal confidence intervals for the tail index and high quantiles
A Ferreira, CG de Vries
Tinbergen institute Discussion Paper, 2004
122004
Spatial dependence and space–time trend in extreme events
JHJ Einmahl, A Ferreira, L de Haan, C Neves, C Zhou
The Annals of Statistics 50 (1), 30-52, 2022
102022
Is human life limited or unlimited?(A discussion of the paper by Holger Rootzén and Dmitrii Zholud)
A Ferreira, F Huang
Extremes 21 (3), 373-382, 2018
102018
Statistics of extremes: estimation and optimality
A Ferreira
102002
Adaptive estimators for the endpoint and high quantities of a probability distribution
A Ferreira, L de Haan, L Peng
Eurandom, 1999
91999
Space–time trends and dependence of precipitation extremes in North‐Western Germany
R Cabral, A Ferreira, P Friederichs
Environmetrics 31 (3), e2605, 2020
82020
Estimating space-time trend and dependence of heavy rainfall
A Ferreira, P Friederichs, L de Haan, C Neves, M Schlather
arXiv preprint arXiv:1707.04434, 2017
72017
The generalized pareto process; with application
A Ferreira, L de Haan
arXiv Preprint, 2012
42012
Extreme sea levels in Venice
RD Reiss, M Thomas, AM Ferreira
Statistical Analysis of Extreme Values: from Insurance, Finance, Hydrology …, 1997
31997
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Articles 1–20