Statistics and Risk Management (CMA-SRM)
Statistics and Risk Management

Centre for Mathematics and Applications (CMA)

Publications Count: 57

43 Team Members
Filters -> Year: 2019
1
TITLE: A log probabilityweighted moment estimator of extreme quantiles
AUTHORS: Caeiro, F ; Gomes, DP ;
SOURCE: 5th International Conference on Risk Analysis, ICRA5 2013 in Springer Proceedings in Mathematics and Statistics, VOLUME: 136, PAGES: 293-303, PUBLISHED: 2015
INDEXED IN: Scopus CrossRef
2
TITLE: A methodology to measure innovation in European Union through the national innovation system
AUTHORS: Nuno Carvalho; Luísa Carvalho; Sandra Nunes ;
SOURCE: International Journal of Innovation and Regional Development, VOLUME: 6, ISSUE: 2, PAGES: 159, PUBLISHED: 2015
INDEXED IN: CrossRef: 4
3
TITLE: A new partially reduced-bias mean-of-order p class of extreme value index estimators  Full Text
AUTHORS: Ivette I Gomes; Fatima F Brilhante; Frederico Caeiro ; Dinis Pestana;
SOURCE: COMPUTATIONAL STATISTICS & DATA ANALYSIS, VOLUME: 82, PAGES: 223-237, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
4
TITLE: A spatial econometrics analysis for road accidents in Lisbon
AUTHORS: Simões, P ; Shrubsall, S; Natario, I ;
SOURCE: International Journal of Business Intelligence and Data Mining, VOLUME: 10, ISSUE: 2, PAGES: 152-173, PUBLISHED: 2015
INDEXED IN: Scopus CrossRef
5
TITLE: A State Space Model Approach for Modelling the Population Dynamics of Black Scabbardfish in Portuguese Mainland Waters
AUTHORS: Isabel Natario ; Ivone Figueiredo; Lucilia Carvalho, ML;
SOURCE: International Conference and Advanced School Planet Earth, Dynamics, Games and Science II (DGS II) in Dynamics, Games and Science, PAGES: 499-512, PUBLISHED: 2015
INDEXED IN: WOS CrossRef
6
TITLE: Adaptive choice and resampling techniques in extremal index estimation
AUTHORS: Gomes, DP ; Neves, MM ;
SOURCE: 5th International Conference on Risk Analysis, ICRA5 2013 in Springer Proceedings in Mathematics and Statistics, VOLUME: 136, PAGES: 321-332, PUBLISHED: 2015
INDEXED IN: Scopus CrossRef
7
TITLE: Adaptive Estimation of a Tail Shape Second Order Parameter: a Computational Comparative Study  Full Text
AUTHORS: Frederico Caeiro ; Dora Prata Gomes ;
SOURCE: International Conference of Computational Methods in Sciences and Engineering (ICCMSE) in INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2015 (ICCMSE 2015), VOLUME: 1702, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
8
TITLE: Algebraic Structure for Interaction on Mixed Models
AUTHORS: Paulo Ramos ; Celia Fernandes ; Joao Tiago Mexia ;
SOURCE: JOURNAL OF INTERDISCIPLINARY MATHEMATICS, VOLUME: 18, ISSUE: 1-2, PAGES: 43-52, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
9
TITLE: Assessing drought cycles in SPI time series using a Fourier analysis  Full Text
AUTHORS: Elsa E. Moreira ; Martins, DS; Pereira, LS;
SOURCE: NATURAL HAZARDS AND EARTH SYSTEM SCIENCES, VOLUME: 15, ISSUE: 3, PAGES: 571-585, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef: 13
10
TITLE: Attention-deficit/hyperactivity Disorder in Children. A Statistical Approach
AUTHORS: Luis M Grilo ; Rita S Henriques; Paula C Correia; Helena L Grilo;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: WOS CrossRef
11
TITLE: B-matrices and its Applications to Linear Models
AUTHORS: Francisco Carvalho ; Ricardo Covas ;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
12
TITLE: Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
AUTHORS: Caeiro, F ;
SOURCE: Journal of Statistical Computation and Simulation, VOLUME: 85, ISSUE: 17, PAGES: 3405-3419, PUBLISHED: 2015
INDEXED IN: Scopus
13
TITLE: Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model  Full Text
AUTHORS: Frederico Caeiro ; Ivette Gomes, MI;
SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 85, ISSUE: 17, PAGES: 3405-3419, PUBLISHED: 2015
INDEXED IN: WOS CrossRef
14
TITLE: Bootstrap and Other Resampling Methodologies in Statistics of Extremes  Full Text
AUTHORS: Prata P Gomes ; Manuela M Neves ;
SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10, PAGES: 2592-2607, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
15
TITLE: Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation  Full Text
AUTHORS: Beleza Sousa, JB ; Esquivel, ML ; Gaspar, RM;
SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10, PAGES: 2608-2621, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
16
TITLE: Collateral Versus Default History
AUTHORS: Marta Faias ; Abdelkrim Seghir;
SOURCE: International Conference and Advanced School Planet Earth, Dynamics, Games and Science II (DGS II) in Dynamics, Games and Science, PAGES: 273-290, PUBLISHED: 2015
INDEXED IN: WOS CrossRef
17
TITLE: Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
AUTHORS: Anibal Areia; Francisco Carvalho ; Joao T Mexia ;
SOURCE: OPEN MATHEMATICS, VOLUME: 13, ISSUE: 1, PAGES: 135-140, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
18
TITLE: Computer Intensive Methods for Improving the Extremal Index Estimation
AUTHORS: Dora Prata Gomes ; Maria Manuela Neves ;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
19
TITLE: Estimation of Variance Components in Normal Linear Mixed Models with Additivity  Full Text
AUTHORS: Dario Ferreira ; Sandra S Ferreira ; Celia Nunes ; Joao T Mexia ;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef: 1
20
TITLE: Extreme Value Analysis of the Sea Levels in Venice  Full Text
AUTHORS: Frederico Caeiro ; Ayana Mateus ; Luis Ramos ;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef

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