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

Centre for Mathematics and Applications (CMA)

Publications Count: 11

43 Team Members
Filters -> Year: 2019
1
TITLE: Approximations for the Likelihood Ratio Statistic for Hypothesis Testing Between Two Beta Distributions
AUTHORS: Filipe Marques ; Frank Coolen; Tahani Coolen Maturi;
SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 13, ISSUE: 1, PUBLISHED: 2019
INDEXED IN: WOS
2
TITLE: Differentiability of SDEs with drifts of super-linear growth
AUTHORS: Peter Imkeller; Goncalo dos Reis ; William Salkeld;
SOURCE: ELECTRONIC JOURNAL OF PROBABILITY, VOLUME: 24, PUBLISHED: 2019
INDEXED IN: Scopus WOS CrossRef
3
TITLE: Exact critical values for one-way fixed effects models with random sample sizes
AUTHORS: Celia Nunes ; Gilberto Capistrano; Dario Ferreira ; Sandra S Ferreira ; Joao Tiago Mexia ;
SOURCE: 17th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE) in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 354, PAGES: 112-122, PUBLISHED: 2019
INDEXED IN: WOS CrossRef
4
TITLE: First indication of deleterious impacts in white-seabream larvae (Diplodus sargus) survival and behaviour following acute venlafaxine exposure  Full Text
AUTHORS: Ana Rodrigues; Francisco O Borges; Vasco Pissarra; Ana Luisa Maulvault; Jose R Paula; Regina Bispo ; Rui Rosa;
SOURCE: ECOTOXICOLOGY, VOLUME: 28, ISSUE: 6, PAGES: 612-618, PUBLISHED: 2019
INDEXED IN: Scopus WOS CrossRef
5
TITLE: FREIDLIN-WENTZELL LDP IN PATH SPACE FOR MCKEAN-VLASOV EQUATIONS AND THE FUNCTIONAL ITERATED LOGARITHM LAW
AUTHORS: Goncalo dos Reis ; William Salkeld; Julian Tugaut;
SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 29, ISSUE: 3, PAGES: 1487-1540, PUBLISHED: 2019
INDEXED IN: WOS CrossRef
6
TITLE: Identification of proofs via syzygies
AUTHORS: António Malheiro ; Jose Francisco Reis ;
SOURCE: PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, VOLUME: 377, ISSUE: 2140, PAGES: 20180275, PUBLISHED: 2019
INDEXED IN: Scopus WOS CrossRef: 1
7
TITLE: Introducing Nonparametric Predictive Inference Methods for Reproducibility of Likelihood Ratio Tests
AUTHORS: Filipe J Marques ; Frank P A Coolen; Tahani Coolen Maturi;
SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 13, ISSUE: 1, PUBLISHED: 2019
INDEXED IN: WOS
8
TITLE: Neurobiological and behavioural responses of cleaning mutualisms to ocean warming and acidification  Full Text
AUTHORS: Paula, JR; Repolho, T; Pegado, MR; Thörnqvist, PO; Bispo, R ; Winberg, S; Munday, PL; Rosa, R;
SOURCE: Scientific Reports, VOLUME: 9, ISSUE: 1, PUBLISHED: 2019
INDEXED IN: Scopus CrossRef
9
TITLE: Products of ratios of gamma functions - An application to the distribution of the test statistic for testing the equality of covariance matrices
AUTHORS: Filipe J Marques ;
SOURCE: 17th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE) in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 354, PAGES: 86-95, PUBLISHED: 2019
INDEXED IN: WOS CrossRef
10
TITLE: Reduced-bias kernel estimators of a positive extreme value index
AUTHORS: Caeiro, F ; Henriques Rodrigues, L;
SOURCE: Mathematical Methods in the Applied Sciences, PUBLISHED: 2019
INDEXED IN: Scopus
11
TITLE: TESTING CONDITIONS AND ESTIMATING PARAMETERS IN EXTREME VALUE THEORY: APPLICATION TO ENVIRONMENTAL DATA  Full Text
AUTHORS: Helena Penalva; Dora Prata Gomes ; Manuela Neves, MM; Sandra Nunes ;
SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 17, ISSUE: 2, PAGES: 187-207, PUBLISHED: 2019
INDEXED IN: WOS