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

Centro de Matemática e Aplicações (CMA)

Publications Count: 39

42 Team Members
Filters -> Year: 2017
1
TITLE: A METHOD TO MINIMIZE THE SUM OF THE VARIANCES OF THE ESTIMATORS OF THE VARIANCE COMPONENTS IN STAIR NESTED DESIGNS
AUTHORS: Fernandes, C ; Ramos, P ;
PUBLISHED: 2017, SOURCE: ADVANCES AND APPLICATIONS IN STATISTICS, VOLUME: 51, ISSUE: 4, PAGES: 277-282
INDEXED IN: WOS
2
TITLE: A robust DF-REML framework for variance components estimation in genetic studies  Full Text
AUTHORS: Lourenco, VM ; Rodrigues, PC; Pires, AM; Piepho, HP;
PUBLISHED: 2017, SOURCE: BIOINFORMATICS, VOLUME: 33, ISSUE: 22, PAGES: 3584-3594
INDEXED IN: Scopus WOS CrossRef: 9
3
TITLE: A spatial econometric analysis of the calls to the portuguese national health line  Full Text
AUTHORS: Simões, P. ; Carvalho, ML; Aleixo, S; Gomes, S; Natário, I ;
PUBLISHED: 2017, SOURCE: Econometrics, VOLUME: 5, ISSUE: 2, PAGES: 24
INDEXED IN: Scopus CrossRef: 3
4
TITLE: Axisymmetric motion of a proposed generalized non-Newtonian fluid model with shear-dependent viscoelastic effects
AUTHORS: Carapau, F; Correia, P; Grilo, LM ; Conceição, R;
PUBLISHED: 2017, SOURCE: IAENG International Journal of Applied Mathematics, VOLUME: 47, ISSUE: 4, PAGES: 361-370
INDEXED IN: Scopus
5
TITLE: Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure  Full Text
AUTHORS: Arkadiusz Koziol; Anuradha Roy; Roman Zmyslony; Ricardo Leiva; Miguel Fonseca ;
PUBLISHED: 2017, SOURCE: LINEAR ALGEBRA AND ITS APPLICATIONS, VOLUME: 535, PAGES: 87-104
INDEXED IN: Scopus WOS
6
TITLE: Credit market segmentation, essentiality of commodities, and supermodularity  Full Text
AUTHORS: Marta Faias ; Juan P Pablo Torres Martinez;
PUBLISHED: 2017, SOURCE: JOURNAL OF MATHEMATICAL ECONOMICS, VOLUME: 70, PAGES: 115-122
INDEXED IN: Scopus WOS CrossRef
7
TITLE: Default propensity implicit in pulled to par V@R for bonds  Full Text
AUTHORS: Manuel L Esquivel ; Raquel M Gaspar ; Joao B Sousa ;
PUBLISHED: 2017, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 37, ISSUE: 1-2, PAGES: 79
INDEXED IN: CrossRef: 1
8
TITLE: Endogenous formation of security exchanges  Full Text
AUTHORS: Marta Faias ; Jaime Luque;
PUBLISHED: 2017, SOURCE: Economic Theory, VOLUME: 64, ISSUE: 2, PAGES: 331-355
INDEXED IN: Scopus CrossRef: 4
9
TITLE: Endothelial dysfunction in children with type 1 diabetes mellitus
AUTHORS: do Nascimento, AMMA; Sequeira, IJ ; Vasconcelos, DF; Gandolfi, L; Pratesi, R; Nóbrega, YKM;
PUBLISHED: 2017, SOURCE: Archives of Endocrinology and Metabolism, VOLUME: 61, ISSUE: 5, PAGES: 476-483
INDEXED IN: Scopus CrossRef: 13
10
TITLE: Equilibrium Pricing Under Relative Performance Concerns  Full Text
AUTHORS: Jana Bielagk; Arnaud Lionnet; Goncalo Dos Reis ;
PUBLISHED: 2017, SOURCE: SIAM JOURNAL ON FINANCIAL MATHEMATICS, VOLUME: 8, ISSUE: 1, PAGES: 435-482
INDEXED IN: Scopus WOS CrossRef: 10
11
TITLE: Estimation and incommutativity in mixed models  Full Text
AUTHORS: Dario Ferreira ; Sandra Ferreira ; Celia Nunes ; Miguel Fonseca ; Silva, Adilson ; Joao T Mexia ;
PUBLISHED: 2017, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 161, PAGES: 58-67
INDEXED IN: Scopus WOS CrossRef: 4
12
TITLE: Estimation in mixed models through three step minimization  Full Text
AUTHORS: Dario Ferreira ; Sandra S Ferreira ; Celia Nunes ; Joao T Mexia ;
PUBLISHED: 2017, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 46, ISSUE: 2, PAGES: 1156-1166
INDEXED IN: Scopus WOS CrossRef: 1
13
TITLE: Evaluation of drought using SPEI drought class transitions and log-linear models for different agro-ecological regions of India  Full Text
AUTHORS: Alam, NM; Sharma, GC; Elsa E. Moreira ; Jana, C; Mishra, PK; Sharma, NK; Mandal, D;
PUBLISHED: 2017, SOURCE: PHYSICS AND CHEMISTRY OF THE EARTH, VOLUME: 100, PAGES: 31-43
INDEXED IN: Scopus WOS CrossRef: 43
14
TITLE: Financial and risk modelling with semicontinuous covariances  Full Text
AUTHORS: Stehlík M.; Ch Helperstorfer; Hermann P.; Šupina J.; Grilo L.M. ; Maidana J.P.; Fuders F.; Stehlíková S.;
PUBLISHED: 2017, SOURCE: Information Sciences, VOLUME: 394-395, PAGES: 246-272
INDEXED IN: Scopus CrossRef: 18
15
TITLE: Higher mineralized bone volume is associated with a lower plain X-Ray vascular calcification score in hemodialysis patients  Full Text
AUTHORS: Teresa Adragao; Anibal Ferreira; Joao M Frazao ; Ana Luisa Papoila; Iola Pinto ; Marie Claude Monier Faugere; Hartmut H Malluche;
PUBLISHED: 2017, SOURCE: PLOS ONE, VOLUME: 12, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef: 11
16
TITLE: Hybrid PDE solver for data-driven problems and modern branching
AUTHORS: Bernal, F; Dos Reis, G ; Smith, G;
PUBLISHED: 2017, SOURCE: EUROPEAN JOURNAL OF APPLIED MATHEMATICS, VOLUME: 28, ISSUE: 6, PAGES: 949-972
INDEXED IN: Scopus WOS CrossRef: 5
17
TITLE: Identifying top relevant dates for implicit time sensitive queries  Full Text
AUTHORS: Ricardo Campos ; Gael Dias; Alipio Mario Jorge ; Celia Nunes ;
PUBLISHED: 2017, SOURCE: INFORMATION RETRIEVAL JOURNAL, VOLUME: 20, ISSUE: 4, PAGES: 363-398
INDEXED IN: Scopus WOS DBLP CrossRef: 15
18
TITLE: Inference for Multivariate Regression Model Based on Multiply Imputed Synthetic Data Generated via Posterior Predictive Sampling  Full Text
AUTHORS: Ricardo Moura ; Bimal Sinha; Carlos A Coelho ;
PUBLISHED: 2017, SOURCE: 1st International Conference on Applied Mathematics and Computer Science (ICAMCS) in APPLIED MATHEMATICS AND COMPUTER SCIENCE, VOLUME: 1836
INDEXED IN: Scopus WOS CrossRef
19
TITLE: INFERENCE FOR MULTIVARIATE REGRESSION MODEL BASED ON SYNTHETIC DATA GENERATED UNDER FIXED-POSTERIOR PREDICTIVE SAMPLING: COMPARISON WITH PLUG-IN SAMPLING  Full Text
AUTHORS: Ricardo Moura ; Klein, M; Coelho, CA ; Sinha, B;
PUBLISHED: 2017, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 15, ISSUE: 2, PAGES: 155-186
INDEXED IN: Scopus WOS
20
TITLE: Item Response Theory - A First Approach  Full Text
AUTHORS: Sandra Nunes ; Teresa Oliveira; Amilcar Oliveira;
PUBLISHED: 2017, SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2016 (ICNAAM-2016), VOLUME: 1863
INDEXED IN: Scopus WOS CrossRef

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