7 citations · 17 across the 10 of their papers we have counts for
5 papers · 1 filter
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…
Robust and flexible inference for the covariate-specific ROC curve
Vanda Inacio, Vanda M. Lourenco, Miguel de Carvalho +2
Diagnostic tests are of critical importance in health care and medical research. Motivated by the impact that atypical and outlying test outcomes might have on the assessment of th…