Statistics and Risk Management Publications 2015

Journal article

Beleza SJ, Esquivel ML, Gaspar RM. "Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation." COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. 2015;44:2608-2621.
Caeiro F, Ivette, Gomes M. "Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model." JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 2015;85:3405-3419.
Caeiro F, Gomes MI. "Revisiting the maximum likelihood estimation of a positive extreme value index." Journal of Statistical Theory and Practice. 2015;9:200-218.
Da Silva JL. "LIMITING BEHAVIOUR FOR ARRAYS OF UPPER EXTENDED NEGATIVELY DEPENDENT RANDOM VARIALESB." BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY. 2015;92:159-167.
Da Silva JL, Mexia JT, Ramos LP. "On the Strong Consistency of Ridge Estimates." COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 2015;44:617-626.
Gomes PD, Neves MM. "Bootstrap and Other Resampling Methodologies in Statistics of Extremes." COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. 2015;44:2592-2607.
Moreira EE, Martins DS, Pereira LS. "Assessing drought cycles in SPI time series using a Fourier analysis." NATURAL HAZARDS AND EARTH SYSTEM SCIENCES. 2015;15:571-585.
Ramos LP, Mota PP, Mexia JT. "Sample Partitioning Estimation for Ergodic Diffusions." COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. 2015;44:105-117.
Ramos P, Fernandes C, Mexia JT. "Algebraic Structure for Interaction on Mixed Models." JOURNAL OF INTERDISCIPLINARY MATHEMATICS. 2015;{18}:{43-52}. Abstract

Book

Adams G, Baptista S, Beutelspacher A, et al. MiMa - Mathematics in the Making - The Project. City Campus, Sheffield, England: Sheffield Hallam University; 2015.

Book Chapter

Faias M, Seghir A. "Collateral Versus Default History.". In: Collateral Versus Default History. Vol. I. Irene Fonseca, Alberto Adrego Pinto ed. Springer; 2015:. CIM Series in Mathematical Sciences I.

Conference proceedings

Areia A, Carvalho F, Mexia JT. "Influence of Cancer Location, Sex and Country on the Death Age." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}. 2 HUNTINGTON QUADRANGLE, STE 1NO1, MELVILLE, NY 11747-4501 USA: AMER INST PHYSICS; 2015. {AIP Conference Proceedings} {1648}. Abstract
Caeiro F, Martins AP, Sequeira IJ. "Finite sample behaviour of Classical and Quantile Regression Estimators for the Pareto distribution}." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Caeiro F, Mateus A, Ramos L. "Extreme Value Analysis of the Sea Levels in Venice." In: Simos TE, Tsitouras C, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Caeiro F, Gomes DP. "A log probability weighted moment estimator of extreme quantiles.". In: Springer Proceedings in Mathematics and Statistics. Vol. 136.; 2015:.
Capistrano G, Nunes C, Ferreira D, Ferreira SS, Mexia JT. "One-way Random Effects ANOVA with Random Sample Sizes: An Application to a Brazilian Database on Cancer Registries." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Carvalho F, Covas R. "B-matrices and its Applications to Linear Models." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}. 2 HUNTINGTON QUADRANGLE, STE 1NO1, MELVILLE, NY 11747-4501 USA: AMER INST PHYSICS; 2015. {AIP Conference Proceedings} {1648}. Abstract
Coelho C, Marques FJ, Alberto RP. "On Sharp and Highly Manageable Asymptotic Approximations for Instances of the Meijer G Function." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Coelho C, Marques FJ, Alberto RP. "On Sharp and Highly Manageable Asymptotic Approximations for Instances of the Meijer G Function." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}. Abstract
Esquivel ML, Guerreiro GR, Fernandes JM, Silva AF. "On a Spread Model for Portfolio Credit Risk Modeling." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Ferreira D, Ferreira SS, Nunes C, Mexia JT. "Estimation of Variance Components in Normal Linear Mixed Models with Additivity." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Grilo LM, Henriques RS, Correia PC, Grilo HL. "Attention-deficit/hyperactivity Disorder in Children. A Statistical Approach." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Grilo LM, Grilo HL. "Individual and Moving Range Control Charts in the Production of Olive Oil." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.
Mateus A, Caeiro F. "The difference-sign randomness test: A review.". In: AIP Conference Proceedings. Vol. 1702.; 2015.
Nunes C, Capistrano G, Ferreira D, Ferreira SS, Mexia JT. "One-way Fixed Effects ANOVA with Missing Observations." In: Simos TE, Tsitouras C}, eds. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014). Vol. {1648}.; 2015. {AIP Conference Proceedings} {1648}.

Outreach Papers

Custom 1
Santos C. "EQUÍVOCOS PROBABILÍSTICOS." Tribuna Alentejo, 2015.
Santos C. "NÃO SÃO SÓ NÚMEROS!" Tribuna Alentejo, 2015.
Santos C. "OS NÚMEROS NÃO MENTEM." Tribuna Alentejo, 2015.
Santos C. "MATEMÁTICA NO TEMPO DOS FARAÓS." Tribuna Alentejo, 2015.
Santos C. "CURIOSIDADES MATEMÁTICAS – CAPICUAS." Tribuna Alentejo, 2015.

Thesis

Nothing found