| A new class of semi-parametric estimators of the second order parameter MI Fraga Alves, MI Gomes, L de Haan Portugaliae Mathematica 60 (2), 193-214, 2003 | 358 | 2003 |
| Peaks over random threshold methodology for tail index and high quantile estimation PA Santos, MIF Alves, MI Gomes Revstat-Statistical Journal 4 (3), 227–247-227–247, 2006 | 163 | 2006 |
| Mixed moment estimator and location invariant alternatives MI Fraga Alves, MI Gomes, L de Haan, C Neves Extremes 12, 149-185, 2009 | 111 | 2009 |
| Reiss and Thomas’ automatic selection of the number of extremes C Neves, MIF Alves Computational statistics & data analysis 47 (4), 689-704, 2004 | 93 | 2004 |
| A location invariant Hill-type estimator MI Fraga Alves Extremes 4 (3), 199-217, 2001 | 92 | 2001 |
| Estimation of the parameter controlling the speed of convergence in extreme value theory MI Fraga Alves, L de Haan, T Lin Mathematical Methods of Statistics 12 (2), 155-176, 2003 | 81 | 2003 |
| Testing extreme value conditions—an overview and recent approaches C Neves, MI Fraga Alves REVSTAT-Statistical Journal 6 (1), 83-100, 2008 | 78 | 2008 |
| Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms MI Gomes, L Henriques-Rodrigues, MI Fraga Alves, BG Manjunath Journal of Statistical Computation and Simulation 83 (6), 1129-1144, 2013 | 72 | 2013 |
| Tail fitting for truncated and non-truncated Pareto-type distributions J Beirlant, IF Alves, I Gomes Extremes 19, 429-462, 2016 | 71 | 2016 |
| A note on second order conditions in extreme value theory: linking general and heavy tail conditions MI Fraga Alves, MI Gomes, L de Haan, C Neves REVSTAT-Statistical Journal 5 (3), 285-304, 2007 | 64 | 2007 |
| Análise de Valores Extremos: uma Introduçao MI Gomes, MI Fraga Alves, C Neves Ediçoes SPE & INE, 2013 | 52 | 2013 |
| Statistical choice of extreme value domains of attraction—a comparative analysis MI Fraga Alves, MI Gomes Communications in Statistics-Theory and Methods 25 (4), 789-811, 1996 | 45 | 1996 |
| Extreme Value Distributions MI Fraga Alves, C Neves International Encyclopedia of Statistical Science, 493-496, 2011 | 43 | 2011 |
| Estimation of the tail parameter in the domain of attraction of an extremal distribution MI Fraga Alves Journal of Statistical Planning and Inference 45 (1), 143-173, 1995 | 41 | 1995 |
| The contribution of the maximum to the sum of excesses for testing max-domains of attraction C Neves, J Picek, MI Fraga Alves Journal of Statistical Planning and Inference 136 (4), 1281-1301, 2006 | 40 | 2006 |
| Forecasting value-at-risk with a duration-based POT method PA Santos, MIF Alves Mathematics and Computers in Simulation 94, 295-309, 2013 | 35 | 2013 |
| A test procedure for detecting super-heavy tails MI Fraga Alves, L de Haan, C Neves Journal of Statistical Planning and Inference 139 (2), 213-227, 2009 | 35 | 2009 |
| Third order extended regular variation MI Fraga Alves, L de Haan, T Lin Publications de l'Institut Mathematique 80 (94), 109-120, 2006 | 35 | 2006 |
| A new class of independence tests for interval forecasts evaluation PA Santos, MIF Alves Computational Statistics & Data Analysis 56 (11), 3366-3380, 2012 | 32 | 2012 |
| Ratio of maximum to the sum for testing super heavy tails C Neves, MI Fraga Alves Advances in Mathematical and Statistical Modeling, 181-194, 2008 | 32 | 2008 |
