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World of Statistics  
   
 

Maria Ivette Leal de Carvalho Gomes
Doutora em Probabilidades e Estatística (University of Sheffield)

Prof. Catedrático
Departamento de Estatística e Investigação Operacional
Faculdade de Ciências
Universidade de Lisboa
Campo Grande, 1749-016 Lisboa, Portugal


Maria Ivette Leal de Carvalho Gomes
Educação:
  • Agregação (Habilitation degree), Applied Mathematics, University of Lisbon, 1982.
  • Equivalence to the degree Doutor em Ciências, Probability and Statistics, Universidade de Lisboa, 1979
  • Ph.D., Statistics, University of Sheffield, U.K., 1978.
  • B.Sc., Pure Mathematics, Faculty of Sciences of Lisbon, 1970
Investigação: Assuntos de interesse:
  • Extreme Value Theory
  • Computational Statistics
  • Exploratory Data Analysis
  • Resampling Techniques
  • Statistical Quality Control
Outras actividades Profissionais:
  • Emeritus Professor, DEIO, Faculty of Science of Lisbon, since September, 2017
  • Full Professor, Department of Statistics and Operations Research (DEIO), since 1985 (retired in 2011)
  • Associate Professor, Faculty of Science of Lisbon, 1979-1985.
  • Assistant Professor, Faculty of Science of Lisbon, 1978-1979.
  • Research Assistant, University of Sheffield, 1975-1978.
  • Teaching Assistant, Faculty of Science of Lisbon, 1970-78.
Disciplinas leccionadas:
  • Statistical Quality Control, B. Sc.'s in Probability and Statistics and in Statistics and Operations Research.
  • Reliability, B. Sc.'s in Probability and Statistics and in Statistics and Operations Research.
  • Computational Statistics, B. Sc. in Probabiility and Statistics.
  • Order Statistics and Applications, M. Sc. in Probability and Statistics.
  • Statistics of Extremes, M. Sc.'s in different areas.
  • Simulation, M.Sc.'s in different areas.
Publicações mais recentes:
  • Figueiredo, F. Gomes, M.I. and Henriques-Rodrigues, L. (2017). Value-at-risk estimation and the PORT mean-of-order-p methodology. Revstat 15:2, 187-204.
     
  • Caeiro, F., Gomes, M.I., Beirlant, J. and de Wet, T. (2016). Mean-of-order-p reduced-bias extreme value index estimation under a third-order framework. Extremes 19:4, 561-589.
     
  • Gomes, M.I. and Henriques-Rodrigues, L. (2016). Competitive estimation of the extreme value index. Statist. and Probab. Letters 117, 128-135.
     
  • Beirlant, J., Fraga Alves, M.I. and Gomes, M.I. (2016). Tail fitting for truncated and non-truncated Pareto-type distributions. Extremes 19:3, 429-462.
     
  • Caeiro, F., Gomes, M.I. and Henriques-Rodrigues, L. (2016). A location invariant probability weighted moment EVI estimator. International Journal of Computer Mathematics 93:4, 676–695.
     
Outras Publicações relevantes:
  • Gomes, M.I., de Haan, L. and Henriques-Rodrigues, L. (2008). Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. J. Royal Statistical Society B70, Issue 1, 31-52.
     
  • Gomes, M.I. and Pestana, D.D. (2007). A sturdy reduced bias extreme quantile (VaR) estimator. J. American Statistical Association 102, No. 447, 280-292.
     
  • Fraga Alves, M.I., Gomes, M.I. and de Haan, L. (2003). A new class of semi-parametric estimators of the second order parameter. Portugaliae Mathematica 60:2, 193-213.
     
  • Gomes, M.I. and Martins, M.J. (2002). Asymptotically unbiased" estimators of the tail index based on external estimation of the second order parameter. Extremes 5:1, 5-31.
     
  • Gomes, M.I. (1984). Penultimate limiting forms in extreme value theory. Ann. Inst. Statist. Math. 36A, 71-85.
     

 

     
 
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