7 citations · 16 across the 7 of their papers we have counts for
9 papers
A parallelizable model-based approach for marginal and multivariate clustering
Miguel de Carvalho, Gabriel Martos Venturini, Andrej Svetlošák
This paper develops a clustering method that takes advantage of the sturdiness of model-based clustering, while attempting to mitigate some of its pitfalls. First, we note that sta…
Regression-type analysis for block maxima on block maxima
Miguel de Carvalho, Gonçalo dos Reis, Alina Kumukova
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 both the re…
Tracking change-points in multivariate extremes
Miguel de Carvalho, Manuele Leonelli, Alex Rossi
In this paper we devise a statistical method for tracking and modeling change-points on the dependence structure of multivariate extremes. The methods are motivated by and illustra…
Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series
Miguel de Carvalho, Gabriel Martos
In this article we propose an extension of singular spectrum analysis for interval-valued time series. The proposed methods can be used to decompose and forecast the dynamics gover…
An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails
Miguel de Carvalho, Soraia Pereira, Paula Pereira +1
We introduce a novel regression model for the conditional left and right tail of a possibly heavy-tailed response. The proposed model can be used to learn the effect of covariates…
Calibration methods for spatial Data
M A Amaral Turkman, K F Turkman, P de Zea Bermudez +3
In an environmental framework, extreme values of certain spatio-temporal processes, for example wind speeds, are the main cause of severe damage in property, such as electrical net…