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Author

L. Henriques-Rodrigues

2 papers indexed here

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Preprint Oct 2026

Nonlinear Reduced-Bias Extreme Value Index Estimators: A Comparative Study

The estimation of the extreme value index (EVI) plays a central role in extreme value theory (EVT), particularly in the statistical modelling of heavy-tailed phenomena. Classical semi-parametric estimators of the EVI are known to suffer from substantial bias, especially for moderate sample sizes and for common choices...

L. Henriques-Rodrigues, Frederico Caeiro, M. I. Gomes · 0 citations
Preprint Sep 2026

Long-Term Tail Modeling in Survival Analysis via Extended Generalized Pareto Distributions

We propose a class of extended generalized Pareto models for right-censored survival data, with particular emphasis on tail inference and long-term extrapolation. Our framework integrates extreme value theory and survival analysis, combining a generalized Pareto distribution with a flexible perturbation distribution on...

Eduardo Janotti, L. Henriques-Rodrigues, A. C. D. de Lima · 0 citations

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