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World of Statistics  
   
 

Miguel de Carvalho
Lecturer in Statistics (University of Edinburgh)

Prof. Auxiliar
University of Edinburgh


Miguel de Carvalho
Educação:
  • PhD in Mathematics with emphasis on Statistics, Universidade Nova de Lisboa (2009).
  • MSc in Economics, Nova School of Business and Economics (2009).
Investigação: Assuntos de interesse:
  • Applied Statistics, Biostatistics, Econometrics, Risk Analysis, Statistics of Extremes.
Outras actividades Profissionais:
  • 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)
Disciplinas leccionadas:
  • Applied Statistics (MSc), Advanced Statististics (PhD), Calculus (BSc), Generalized Linear Models (MSc), Quantitative Risk Management (MSc), Time Series (MSc).
Publicações mais recentes:
  • 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.
     
Outras Publicações relevantes:
  • 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.
     

 

     
 
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