Miguel de Carvalho
Miguel de Carvalho
School of Mathematics, University of Edinburgh
Verified email at ed.ac.uk - Homepage
Title
Cited by
Cited by
Year
Bayesian nonparametric ROC regression modeling
VI de Carvalho, A Jara, TE Hanson, M de Carvalho
Bayesian Analysis 8 (6), 623‒646, 2013
522013
Tracking the US business cycle with a singular spectrum analysis
M de Carvalho, PC Rodrigues, A Rua
Economics Letters 114 (1), 32-35, 2012
502012
Mean, what do you Mean?
M De Carvalho
The American Statistician 70 (3), 270-274, 2016
482016
Spectral density ratio models for multivariate extremes
M de Carvalho, AC Davison
Journal of the American Statistical Assocation 109, 764–776, 2014
432014
Real-time nowcasting the US output gap: Singular spectrum analysis at work
M De Carvalho, A Rua
International Journal of Forecasting 33 (1), 185-198, 2017
302017
A Euclidean likelihood estimator for bivariate tail dependence
M de Carvalho, B Oumow, J Segers, M Warchoł
Communications in Statistics—Theory and Methods 42 (7), 1176–1192, 2012
302012
Spectral modeling of time series with missing data
PC Rodrigues, M de Carvalho
Applied Mathematical Modelling 37 (7), 4676–4684, 0
25*
Time-varying extreme value dependence with application to leading European stock markets
D Castro-Camilo, M de Carvalho, J Wadsworth
The Annals of Applied Statistics 12 (1), 283-309, 2018
242018
Bivariate extreme statistics, II
M de Carvalho, A Ramos
REVSTAT–Statistical Journal 10 (1), 83-107, 2012
212012
Nonparametric Bayesian covariate‐adjusted estimation of the Youden index
V Inácio de Carvalho, M de Carvalho, AJ Branscum
Biometrics 73 (4), 1279-1288, 2017
192017
Functional Covariate-Adjusted Partial Area Under the Specificity-ROC Curve with an Application to Metabolic Syndrome Diagnosis
V Inácio de Carvalho, M de Carvalho, TA Alonzo, W González-Manteiga
Annals of Applied Statistics 10 (3), 1472-1495, 0
16*
Spectral density regression for bivariate extremes
DC Camilo, M De Carvalho
Stochastic environmental research and risk assessment 31 (7), 1603-1613, 2017
152017
Statistics of extremes: Challenges and opportunities
M de Carvalho
Extreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016
142016
Digging out the PPP hypothesis: An integrated empirical coverage
M de Carvalho, P Júlio
Empirical Economics 42 (3), 1-32, 2012
142012
On the distribution of linear combinations of independent Gumbel random variables
FJ Marques, CA Coelho, M De Carvalho
Statistics and Computing 25 (3), 683-701, 2015
132015
On the geometry of Bayesian inference
M de Carvalho, GL Page, BJ Barney
Bayesian Analysis 14 (4), 1013-1036, 2019
102019
Regression‐type models for extremal dependence
L Mhalla, M de Carvalho, V Chavez‐Demoulin
Scandinavian Journal of Statistics 46 (4), 1141-1167, 2019
92019
Bernstein polynomial angular densities of multivariate extreme value distributions
TE Hanson, M de Carvalho, Y Chen
Statistics & Probability Letters 128, 60-66, 2017
92017
Confidence intervals for the minimum of a function using extreme value statistics
M de Carvalho
International Journal of Mathematical Modelling and Numerical Optimisation 2 …, 2011
82011
Bayesian nonparametric approaches for ROC curve inference
VI de Carvalho, A Jara, M de Carvalho
Nonparametric Bayesian Inference in Biostatistics, 327-344, 2015
72015
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Articles 1–20