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World of Statistics  
   
 

Maria Cristina Souto Miranda
Doutora em Probabilidades e Estatística (Universidade de Lisboa)

Professor Adjunto
ISCA, Universidade de Aveiro,
Apartado 58,
3811-953 Aveiro
Portugal

  • Office: 225
  • Phone (direct): +351 963622027
  • Phone: +351 234 38 0110
  • FAX: +351 234 98 0111
  • e-mail: cristina.miranda@ua.pt

Maria Cristina Souto Miranda
Education:
  • M. Sc., Probability and Statistics, Faculty of Science of Lisbon, 1992
  • B.Sc., Teaching of Mathematics, University of Aveiro, 1988
  • Ph. D. in Probability and Statistics, University of Lisbon, 2005
Research::
  • Extreme Value Theory
  • Computational Statistics
  • Exploratory Data Analysis
  • Resampling Techniques
  • Statistical Quality Control
Other Professional Activities:
  • Professora Adjunta, ISCA-University of Aveiro, since 1992
  • Teaching Assistant, ISCA-University of Aveiro, 1988-1992
Courses Lectured:
  • Statistical Inference, B. Sc.’s in Accounting and Administration
  • Statistics, B. Sc.’s in Accounting and Administration
  • Calculus I and II, B. Sc. in Accounting and Administration
  • Algebra and Analytical Geometry B. Sc. in Accounting and Administration
  • Data Analysis, M. Sc. in Finanance and Marketing
  • Finance Math Complements
    Data Analysis Techniques
Most recent publications:
  • 2009 - A quasi-PORT methodology for VaR based on second-order reduced-bias estimation. Em colaboração com M. Ivette Gomes, Fernanda Figueiredo e Lígia Henriques-Rodrigues.Submetido em. Computational Statistics & Data Analysis, Elsevier.

     
  • 2008 - Subsampling techniques and the Jackknife Methodology in the estimation of the extremal index, joint with M. Ivette Gomes and Andreia Hall. Computational Statistics & Data Analysis, Volume: 52, Issue: 4, 2022-2041.

     
  • 2007 - Reduced-bias tail index estimation and the Jackknife methodology, joint with M. Ivette Gomes and Clara Viseu. Statistica Neerlandica, 61 (2) 243-270.

     
  • 2005 - Revisiting the role of the Jackknife methodology in the estimation of a positive tail index, joint with M. Ivette Gomes and Hugo Pereira. Communications in Statistics-Theory and Methods, Volume: 34, Issue: 2, 319-335.

     
  • 2005 - The Jacknife Methodology in the Estimation of a positive Tail Index, joint with M. Ivette Gomes and Clara Viseu. Notes and Communications, CEAUL.
     
Other relevant publications:
  • 2010 - 32st International Conference on Information Technology Interfaces, onde apresentou a comunicação, A Simulation Study of Invariant Second-order Reduced-bias Extreme Value Index Estimators, em co-autoria com Ivette Gomes e Lígia Rodrigues, na Croácia.
     
  • 2009 – 31st International Conference on Information Technology Interfaces, onde apresentou a comunicação “Finite Sample Behaviour of the Mixed Moment Estimator in Dependdent Frameworks”, em co-autoria com Ivette Gomes na Croácia.
     
  • 2009 – XV Congresso da Asociación Española de Contabilidad y Administración de Empresas, “La calidad de los resultados e el costo de la financiación bancaria”, em co-autoria com Cecília Carmo e José Moreira, em Valladolid.

     
  • 2008 – XVI Congresso Anual da Sociedade Portuguesa de Estatística, onde apresentou a comunicação sob a forma de poster intitulada “Comparação de estimadores do índice de cauda em modelos com estrutura dependente”, em co-autoria com M. Ivette Gomes, em Vila Real.
     
  • 2006 - XIV Congresso Anual da Sociedade Portuguesa de Estatística, “Estimação do índice extremal em processos ARCH, joint with M. Ivette Gomes, Covilhã.
     

 

     
 
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