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).
Research::
  • Applied Statistics, Biostatistics, Econometrics, Risk Analysis, Statistics of Extremes.
Other Professional Activities:
  • Associate Editor, Annals of Applied Statistics (IMS)
  • Associate Editor, Computational Statistics and Data Analysis (ISI)
  • Associate Editor, Statistics and Public Policy (ASA)
  • Editor, Bernoulli News (Bernoulli)
Courses Lectured:
  • Applied Statistics (MSc), Advanced Statististics (PhD), Calculus (BSc), Generalized Linear Models (MSc), Quantitative Risk Management (MSc), Time Series (MSc).
Most recent publications:
  • Inácio de Carvalho, V., de Carvalho, M., Alonzo, T. A., 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.
     
  • Castro, D., de Carvalho, M. (2016) "Spectral Density Regression for Bivariate Extremes" Stochastic Environmental Research and Risk Assessment, in press (DOI: 0.1007/s00477-016-1257-z).
     
  • de Carvalho, M. (2016) "Mean, What do you Mean?" The American Statistician, 70, 270–274.
     
  • de Carvalho, M. and Rua, A. (2016) "Real-Time Nowcasting the US Output Gap: Singular Spectrum Analysis at Work" International Journal of Forecasting, in press (DOI:10.1016/j.ijforecast.2015.09.004).
     
  • Marques, F., Coelho, C. A., de Carvalho, M. (2015) "On the Distribution of Linear Combinations of Independent Gumbel Random Variables" Statistics and Computing 25, 683-701.
     
Other relevant publications:
  • de Carvalho, M. (2016, to appear) "Statistics of Extremes: Challenges and Opportunities" In: Handbook of EVT and its Applications to Finance and Insurance Eds F. Longin. Hoboken: Wiley.
     
  • Inácio de Carvalho, V., Jara, A., de Carvalho, M. (2015) "Bayesian Nonparametric Approaches for ROC Curve Inference" In: Nonparametric Bayesian Methods in Biostatistics and Bioinformatics Eds R. Mitra and P. Mueller. Cham: Springer.
     
  • de Carvalho, M., Rua, A. (2016) "Discussion of «Of Quantiles and Expectiles: Consistent Scoring Functions, Choqued Representations and Forecast Rankings» by Ehm, W., Gneiting, T., Jordan, A. and Krueger" Journal of the Royal Statistical Society, Ser. B, 78, in press.
     
  • 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
© 2006-2017 CEAUL 
All rights reserved.