Statistics and Risk Management Publications 2016

Journal article


Afonso LB, Real PC. "USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK." Astin Bull.. 2016;46:469-485.
Afonso LB, Real PC. "USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK." Astin Bull.. 2016;46:469-485.
Caeiro F, Ivette Gomes M, Beirlant J, de Wet T. "Mean-of-order p reduced-bias extreme value index estimation under a third-order framework." Extremes. 2016;19:561-589.
Caeiro F, Ivette Gomes M, Henriques-Rodrigues L. "A location-invariant probability weighted moment estimation of the Extreme Value Index." Int. J. Comput. Math.. 2016;93:676-695.
Caeiro F, Ivette Gomes M, Henriques-Rodrigues L. "A location-invariant probability weighted moment estimation of the Extreme Value Index." Int. J. Comput. Math.. 2016;93:676-695.
Coelho C, Marques FJ, Oliveira S. "Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices." Math. Probl. Eng.. 2016.
Esquivel ML, Mota PP, Mexia JT. "On some statistical models with a random number of observations." J. Stat. Theory Pract.. 2016;10:805-823.
Esquivel ML, Mota PP, Mexia JT. "On some statistical models with a random number of observations." J. Stat. Theory Pract.. 2016;10:805-823.
Goncalves J, Moreira E, Sequeira IJ, Rodrigues AS, Rueff J, Bras A. "Integration of HIV in the Human Genome: Which Sites Are Preferential? A Genetic and Statistical Assessment." Int. J. Genomics. 2016.
Goncalves J, Moreira E, Sequeira IJ, Rodrigues AS, Rueff J, Bras A. "Integration of HIV in the Human Genome: Which Sites Are Preferential? A Genetic and Statistical Assessment." Int. J. Genomics. 2016.
Gupta S, Shabbir J, Sousa R, Corte-Real P. "Improved Exponential Type Estimators of the Mean of a Sensitive Variable in the Presence of Nonsensitive Auxiliary Information." Commun. Stat.-Simul. Comput.. 2016;45:3317-3328.
Gupta S, Shabbir J, Sousa R, Corte-Real P. "Improved Exponential Type Estimators of the Mean of a Sensitive Variable in the Presence of Nonsensitive Auxiliary Information." Commun. Stat.-Simul. Comput.. 2016;45:3317-3328.
Kedem B, Pan L, Zhou W, Coelho C. "Interval estimation of small tail probabilities - applications in food safety." Stat. Med.. 2016;35:3229-3240.
Marques FJ, Loingeville F. "Improved near-exact distributions for the product of independent Generalized Gamma random variables." Comput. Stat. Data Anal.. 2016;102:55-66.
Moreira EE. "SPI drought class prediction using log-linear models applied to wet and dry seasons." Phys. Chem. Earth. 2016;94:136-145.
Moreira EE, Pires CL, Pereira LS. "SPI Drought Class Predictions Driven by the North Atlantic Oscillation Index Using Log-Linear Modeling." Water. 2016;8.
Moreira EE, Pires CL, Pereira LS. "SPI Drought Class Predictions Driven by the North Atlantic Oscillation Index Using Log-Linear Modeling." Water. 2016;8.
Mota PP, Esquivel ML. "Model selection for stock prices data." J. Appl. Stat.. 2016;43:2977-2987.
Prata Gomes D, Neves MM, Moreira E. "An exploratory study of spatial annual maximum of monthly precipitation in the northern region of Portugal." Phys. Chem. Earth. 2016;94:77-84.
Rodrigues PC, Monteiro A, Lourenco VM. "A robust AMMI model for the analysis of genotype-by-environment data." Bioinformatics. 2016;32:58-66.
Rodrigues PC, Monteiro A, Lourenco VM. "A robust AMMI model for the analysis of genotype-by-environment data." Bioinformatics. 2016;32:58-66.
Roy A, Zmyslony R, Fonseca M, Leiva R. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure." J. Multivar. Anal.. 2016;144:81-90.
Soto K, Campos P, Pinto I, et al. "The risk of chronic kidney disease and mortality are increased after community-acquired acute kidney injury." Kidney Int.. 2016;90:1090-1099.
Zmyslony R, Mexia JT, Carvalho F, Sequeira IJ. "Mean driven balance and uniformly best linear unbiased estimators." Stat. Pap.. 2016;57:43-53.

Book

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Book Chapter

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Conference proceedings


Areia A, Mexia JT. "ANOVA Like Analysis of Cancer Death Age." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Areia A, Mexia JT. "ANOVA Like Analysis of Cancer Death Age." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Baptista S, Chibeles-Martins N, Guerreiro GR, Rodrigues MF, Soares MCéu, Ughi E. Mathematics in the Making - A view over the Portuguese activities. Ludus A, ed.; 2016.
Caeiro F, Marques FJ, Mateus A, Atal S. "A note on the Jackson Exponentiality Test." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Carvalho F, Covas R. "Mixed Additive Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Carvalho F, Covas R. "Mixed Additive Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Covas R, Carvalho F. "Construction of Linear Models: a Framework Based on Commutative Jordan Algebras." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Covas R, Carvalho F. "Construction of Linear Models: a Framework Based on Commutative Jordan Algebras." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Dias C, Santos C, Varadinov M, Mexia JT. "ANOVA Like Analysis for Structured Families of Stochastic Matrices." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Faias M, Mota P, Mulenga A, Pina JP. "Asymmetry of ARCH effects and Natural Resources Disease or Virtue: Mozambique Experience." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Faias M, Mota P, Mulenga A, Pina JP. "Asymmetry of ARCH effects and Natural Resources Disease or Virtue: Mozambique Experience." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Gomes DP, Sequeira IJ, Figueiredo C, Rueff J, Bras A. "The Human Chromosomal Fragile Sites More Often Involved in Constitutional Deletions and Duplications - a Genetic and Statistical Assessment." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Gomes DP, Sequeira IJ, Figueiredo C, Rueff J, Bras A. "The Human Chromosomal Fragile Sites More Often Involved in Constitutional Deletions and Duplications - a Genetic and Statistical Assessment." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Inacio S, Mexia JT, Fonseca M, Carvalho F. "Estimation for Large Non-centrality Parameters." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Inacio S, Mexia JT, Fonseca M, Carvalho F. "Estimation for Large Non-centrality Parameters." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Marques FJ, Coelho C. "Near-exact Distributions for Positive Linear Combinations of Independent Non-central Gamma Random Variables." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Marques FJ, Coelho C. "Near-exact Distributions for Positive Linear Combinations of Independent Non-central Gamma Random Variables." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Mateus A, Caeiro F, Gomes DP, Sequeira IJ. "Statistical Analysis of Extreme River Flows." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Mateus A, Caeiro F, Gomes DP, Sequeira IJ. "Statistical Analysis of Extreme River Flows." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Monteiro S, Fonseca M, Carvalho F. "Estimators for Variance Components in Structured Stair Nesting Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Monteiro S, Fonseca M, Carvalho F. "Estimators for Variance Components in Structured Stair Nesting Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Santos C, Nunes C, Dias C, Varadinov M, Mexia JT. "Imbedding Linear Regressions in Models for Factor Crossing." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Santos C, Nunes C, Dias C, Varadinov M, Mexia JT. "Imbedding Linear Regressions in Models for Factor Crossing." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.

Outreach Papers

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Thesis

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