the Center
Advisory Board
Members
Projects
Publications
Conferences and Seminars
Advanced Courses
Highlights
Research Groups
Scientific Annual Reports
Strategic Project
Internal Regulations
contacts

 
World of Statistics  
   
 

Miguel de Carvalho
Lecturer in Statistics (University of Edinburgh)

Prof. Auxiliar
University of Edinburgh


Miguel de Carvalho
Education:
  • PhD in Mathematics with emphasis on Statistics, Universidade Nova de Lisboa (2009).
  • MSc in Economics, Nova School of Business and Economics (2009).
  • BSc in Mathematics, Universidade Nova de Lisboa (2004).
Research::
  • Applied Statistics, Biostatistics, Econometrics, Risk Analysis, Statistics of Extremes.
Other Professional Activities:
  • Associate Editor, Journal of the American Statistical Association [Case Studies]
  • Associate Editor, Annals of Applied Statistics
  • Associate Editor, Computational Statistics and Data Analysis
  • Associate Editor, Statistics and Public Policy
  • Editor, Bernoulli News
Courses Lectured:
  • Applied Statistics (MSc), Advanced Statististics (PhD), Calculus (BSc), Generalized Linear Models (MSc), Quantitative Risk Management (MSc), Time Series (MSc), Statistical Methodology (BSc), Statistical Communication Skills (MSc), Statistical Research Skills (MSc).
Most recent publications:
  • Martos, G. and de Carvalho, M. (2018) "Discrimination Surfaces with Application to Region-specific Brain Asymmetry Analysis," Statistics in Medicine, in press.
     
  • Castro, D., de Carvalho, M. and Wadsworth, J. (2018) "Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets," Annals of Applied Statistics, 12, 283-309.
     
  • Hanson, T. E., de Carvalho, M. and Chen, Y. (2017) "Bernstein Polynomial Angular Densities of Multivariate Extreme Value Distributions," Statistics and Probability Letters, 128, 60-66.
     
  • Tsagbey, S., de Carvalho, M. and Page, G. L. (2017) "All Data are Wrong but some are Useful?" The American Statistician, 71, 231-235.
     
  • Inácio de Carvalho, V., de Carvalho, M. and Branscum, A. (2017) "Nonparametric Bayesian Covariate-Adjusted Estimation of the Youden Index," Biometrics, 73, 1279-1288.
     
Other relevant publications:
  • de Carvalho, M. and Rua, A. (2017) "Real-Time Nowcasting the US Output Gap: Singular Spectrum Analysis at Work," International Journal of Forecasting, 33, 185–198.
     
  • Inácio de Carvalho, V., de Carvalho, M., Alonzo, T. A. and González-Manteiga, W. (2016) "Functional Covariate-Adjusted Partial Area Under the Specificity-ROC Curve with an Application to Metabolic Syndrome Diagnosis," Annals of Applied Statistics, 10, 1472-1495.
     
  • de Carvalho, M. (2016) "Statistics of Extremes: Challenges and Opportunities," In: Handbook of EVT and its Applications to Finance and Insurance Eds F. Longin. Hoboken: Wiley.
     
  • Johnson, W. O., de Carvalho, M. (2015) "Bayesian Nonparametric Biostatistics," In: Nonparametric Bayesian Methods in Biostatistics and Bioinformatics Eds R. Mitra and P. Mueller. Cham: Springer.
     
  • de Carvalho, M., Davison, A. C. (2014) "Spectral Density Ratio Models for Multivariate Extremes," Journal of the American Statistical Association, 109, 764-776.
     

 

     
 
 initial  |  contacts
© 2006-2018 CEAUL 
All rights reserved.