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  1. Article

    Open Access

    Regression-type analysis for multivariate extreme values

    This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where the response and covariates are modeled ...

    Miguel de Carvalho, Alina Kumukova, Gonçalo dos Reis in Extremes (2022)

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  2. No Access

    Chapter and Conference Paper

    On Classical Measurement Error within a Bayesian Nonparametric Framework

    This paper studies the impact of classical measurement error on a Dependent Dirichlet Process (DDP). Specifically, we study a Simulation-Extrapolation (SIMEX) algorithm, adapted to a nonparametric Bayesian fra...

    Emmanuel Bernieri, Miguel de Carvalho in Recent Developments in Statistics and Data Science (2022)

  3. No Access

    Book and Conference Proceedings

    Recent Developments in Statistics and Data Science

    SPE2021, Évora, Portugal, October 13–16

    Regina Bispo… in Springer Proceedings in Mathematics & Statistics (2022)

  4. No Access

    Article

    Spectral density regression for bivariate extremes

    We introduce a density regression model for the spectral density of a bivariate extreme value distribution, that allows us to assess how extremal dependence can change over a covariate. Inference is performed ...

    Daniela Castro Camilo, Miguel de Carvalho in Stochastic Environmental Research and Risk… (2017)

  5. No Access

    Article

    An interview with Ivette Gomes

    Maria Ivette Gomes was born July 21, 1948 in Almada, Portugal. After obtaining a BSc in Pure Mathematics in 1970 from the University of Lisbon, Ivette moved in to the University of Sheffield where she complete...

    Isabel Fraga Alves, Miguel de Carvalho in Extremes (2015)

  6. No Access

    Article

    On the distribution of linear combinations of independent Gumbel random variables

    The distribution of linear combinations of independent Gumbel random variables is of great interest for modeling risk and extremes in the most different areas of application. In this paper we develop near-exac...

    Filipe J. Marques, Carlos A. Coelho, Miguel de Carvalho in Statistics and Computing (2015)

  7. No Access

    Chapter

    Bayesian Nonparametric Approaches for ROC Curve Inference

    The development of medical diagnostic tests is of great importance in clinical practice, public health, and medical research. The receiver operating characteristic (ROC) curve is a popular tool for evaluating ...

    Vanda Inácio de Carvalho, Alejandro Jara… in Nonparametric Bayesian Inference in Biosta… (2015)

  8. No Access

    Chapter

    Bayesian Nonparametric Biostatistics

    We discuss some typical applications of Bayesian nonparametrics in biostatistics. The chosen applications highlight how Bayesian nonparametrics can contribute to addressing some fundamental questions that aris...

    Wesley O. Johnson, Miguel de Carvalho in Nonparametric Bayesian Inference in Biostatistics (2015)

  9. No Access

    Article

    Digging out the PPP hypothesis: an integrated empirical coverage

    We use several popular tests to test the validity of the Purchasing Power Parity (PPP) hypothesis. In particular, we analyze four classes of tests—standard univariate unit root tests, co-integration, panel uni...

    Miguel de Carvalho, Paulo Júlio in Empirical Economics (2012)