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

Centre for Mathematics and Applications (CMA)

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Publications at Authenticus Institutional Profile

An Authenticus institution (group) is an organization which consists of a set of researchers (institutional/group team). The set of researchers depends on the organizational structure of the institution per year and can be set at the institution profile, under ‘Researchers’ interface. Based on the institutional team we produce listings of publications, statistics and institutional reports. 

Publications displayed at an Authenticus institutional profile depend on two parameters:

  • Researchers team associated with the institution per year. 
  • Publications source type. 

We define 3 types of publication sources:

  • Validated by team members - includes all publications validated by team members. Requires the definition of the institutional team. 
  • All published by team members - includes all publications validated by the institution team members plus all not-validated (only identified) publications. Requires the definition of the institutional team. 
  • Affiliation Based - includes publications that have the institution/group in the publication affiliation. Does not require institutional team, but at the same time does not guarantee that all publications will be listed. 
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Publications Count: 510

43 Team Members
Filters -> Year: 2019
1
TITLE: A simple class of reduced bias kernel estimators of extreme value parameters
AUTHORS: Frederico Caeiro ; Lígia Henriques‐Rodrigues; Dora Prata Gomes;
SOURCE: Computational and Mathematical Methods, PUBLISHED: 2019
INDEXED IN: CrossRef
2
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
3
TITLE: Corrected-Hill versus partially reduced-bias value-at-risk estimation  Full Text
AUTHORS: Gomes, MI; Caeiro, F ; Figueiredo, F ; Henriques Rodrigues, L; Pestana, D;
SOURCE: Communications in Statistics: Simulation and Computation, PAGES: 1-19, PUBLISHED: 2019
INDEXED IN: Scopus CrossRef
4
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
5
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
6
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
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: 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
9
TITLE: A game theory approach to online lead generation for oligopoly markets  Full Text
AUTHORS: Aneesh Zutshi; Diogo Mota; Antonio Grilo; Marta Faias ;
SOURCE: COMPUTERS & INDUSTRIAL ENGINEERING, VOLUME: 121, PAGES: 131-138, PUBLISHED: 2018
INDEXED IN: WOS CrossRef
10
TITLE: A robust approach to singular spectrum analysis  Full Text
AUTHORS: Paulo Canas Rodrigues; Vanda Lourenco ; Rahim Mahmoudvand;
SOURCE: 17th Annual Conference of the European-Network-for-Business-and-Industrial-Statistics (ENBIS) in QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, VOLUME: 34, ISSUE: 7, PAGES: 1437-1447, PUBLISHED: 2018
INDEXED IN: Scopus WOS CrossRef
11
TITLE: A Study on Reverse Logistics for Medicines Supply in Hospital Pharmacies  Full Text
AUTHORS: Maria Varadinov; Joao Miranda; Cristina Dias ;
SOURCE: International Conference of Computational Methods in Sciences and Engineering (ICCMSE) in INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2018 (ICCMSE-2018), VOLUME: 2040, PUBLISHED: 2018
INDEXED IN: Scopus WOS CrossRef
12
TITLE: A Text Feature Based Automatic Keyword Extraction Method for Single Documents
AUTHORS: Ricardo Campos ; Vitor Mangaravite ; Arian Pasquali ; Alipio Mario Jorge ; Celia Nunes ; Adam Jatowt;
SOURCE: 40th European Conference on Information Retrieval Research (ECIR) in ADVANCES IN INFORMATION RETRIEVAL (ECIR 2018), VOLUME: 10772, PAGES: 684-691, PUBLISHED: 2018
INDEXED IN: Scopus WOS DBLP CrossRef: 5
13
TITLE: Advances in Statistical Planning and Inference Preface
AUTHORS: Carlos A Coelho ; Thomas Mathew; Nitis Mukhopadhyay;
SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 12, ISSUE: 1, PAGES: 1-2, PUBLISHED: 2018
INDEXED IN: WOS
14
TITLE: ANOVA Like Analysis with Limit Distributions for Large Samples
AUTHORS: Anibal Areia; Joao Mexia ;
SOURCE: International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) in INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2017), VOLUME: 1978, PUBLISHED: 2018
INDEXED IN: Scopus WOS
15
TITLE: CHAPTER 18: Use of Water and Supercritical Carbon Dioxide in Novel Methodologies for Biomass Processing
AUTHORS: Fockink, DH; Morais, ARC; Ramos, LP ; Łukasik, RM;
SOURCE: RSC Green Chemistry, VOLUME: 2018-January, ISSUE: 57, PAGES: 532-559, PUBLISHED: 2018
INDEXED IN: Scopus
16
TITLE: Combining models
AUTHORS: Santos, C ; Nunes, C ; Dias, C ; Mexia, JT ;
SOURCE: 2018 International Conference on Mathematics and Statistics, ICoMS 2018 in ACM International Conference Proceeding Series, PAGES: 11-15, PUBLISHED: 2018
INDEXED IN: Scopus
17
TITLE: Combining Models
AUTHORS: Carla Santos ; Célia Nunes ; Cristina Dias ; João T Mexia;
SOURCE: Proceedings of the 2018 International Conference on Mathematics and Statistics - ICoMS 2018, PUBLISHED: 2018
INDEXED IN: CrossRef
18
TITLE: Confidence Intervals for Variance Components in Gauge Capability Studies  Full Text
AUTHORS: Dario Ferreira ; Sandra S Ferreira ; Celia Nunes ; Teresa A Oliveira; Joao T Mexia ;
SOURCE: International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) in INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2017), VOLUME: 1978, PUBLISHED: 2018
INDEXED IN: Scopus WOS CrossRef
19
TITLE: CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH
AUTHORS: Arnaud Lionnet; Goncalo dos Reis ; Lukasz Szpruch;
SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 28, ISSUE: 4, PAGES: 2544-2591, PUBLISHED: 2018
INDEXED IN: WOS CrossRef
20
TITLE: Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence
AUTHORS: Marta Faias ; Jaime Luque;
SOURCE: B E JOURNAL OF THEORETICAL ECONOMICS, VOLUME: 18, ISSUE: 1, PUBLISHED: 2018
INDEXED IN: Scopus WOS CrossRef

Results per Page: 20.
Page 1 of 26. Total results: 510.