- Gomes, M.I. & Guillou, A. (2015). Extreme Value Theory and Statistics of Univariate Extremes: A Review. International Statistical Review 83:2, 263-292.
- Gomes, M.I., de Haan, L. & Henriques-Rodrigues, L. (2008). Tail Index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. J. Royal Statistical Society B 70, Issue 1, 31-52.
- Gomes, M.I. & Pestana, D. (2007). A sturdy reduced bias extreme quantile (VaR) estimator. J. Amer. Statist. Assoc. Vol. 102, No. 477, 280-292.
- Caeiro, F., Gomes, M.I. & Pestana, D. (2005). Direct reduction of bias of the classical Hill estimator. Revstat—Statist. J. 3:2, 113-136.
- Gomes, M.I. & Oliveira, O. (2001). The bootstrap methodology in Statistics of Extremes — choice of the optimal sample fraction. Extremes 4:4, 331-358.
Professor Emérito
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