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Publications & Software

   Papers on Statistics of Extremes

Gimeno-Sotelo, L., de Zea Bermudez, P., Algarra I. & Gimeno, L. (2022)
"Modelling Hydrometeorological Extremes Associated to the Moisture Transport Driven by the Great Plains Low-level Jet."
Stochastic Environment Research and Risk Assessment, 36, 1917–1941.

de Carvalho, M., Pereira, S., Pereira, S. & de Zea Bermudez, P. (2022)
"An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails"
Journal of Agricultural, Biological and Environmental Statistics, 27, 222–239.
• BibTeX   Supp  

Turkman, M. A., Turkman, K. F., de Zea Bermudez, P., Pereira, S., Pereira, P. & de Carvalho, M. (2021, in press)
"Calibration of the Bulk and Extremes of Spatial Data"
Revstat—Statistical Journal.
BibTeX 

André, L. M. & de Zea Bermudez, P. (2020)
"Modelling Dependence Between Observed and Simulated Wind Speed Data using Copulas"
Stochastic Environment Research and Risk Assessment, 34, 1725–1753.

Caetano, C. P. & de Zea Bermudez, P. (2019)
"Modeling Large Values of Systolic Blood Pressure in the Portuguese Population"
Revstat—Statistical Journal, 17, 163–186.
BibTeX  

Mhalla, L., de Carvalho, M., & Chavez-Demoulin, V. (2019)
"Regression Type Models for Extremal Dependence"
Scandinavian Journal of Statistics, 46, 1141–1167.
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   Papers on Spatial Statistics

Pereira, S., Turkman, K. F., Correia, L. & Rue, H. (2019)
"Spatio-temporal Models for Georeferenced Unemployment Data"
Spatial Statistics, 40, 100363.
BibTeX

   Papers on the Comparison of Populations and Subjects

Inácio, V. & Rodríguez-Álvarez (2021, in press)
The covariate-adjusted ROC curve: the concept and its importance, review of inferential methods, and a new Bayesian estimator
Statistical Science.

Inácio, V., Rodríguez-Álvarez & Gayoso-Diz, P. (2021)
"Statistical Evaluation of Medical Tests"
Annual Review of Statistics and Its Application, 8, 41–67.
• BibTeX  

Inácio, V., Lourenço, de Carvalho, M., Parker, R. & Gnanapragasam, V. (2021)
"Robust and Flexible Inference for the Covariate-specific ROC Curve"
Statistics in Medicine, 40, 5779–5795.
• BibTeX   Supp  

Svetlosak, A. & de Carvalho, M. & Calabrese, R. (2021, in press)
"Subject-to-Group Statistical Comparison for Open Banking-type Data"
Journal of the Operational Research Society.
• BibTeX   Supp  

Parker, R. A., Scott, C., Inácio, V. & Stevens, N. T. (2020)
"Using Multiple Agreement Methods for Continuous Repeated Measures Data: A Tutorial for Practitioners"
BMC Medical Research Methodology, 20.

de Carvalho, M., Barney, B. & Page, G. L. (2020)
"Affinity-Based Measures of Biomarker Performance Evaluation"
Statistical Methods in Medical Research, 20, 837–853.
• BibTeX   Supp  

Inácio de Carvalho, V., de Carvalho, M., & Branscum, A. (2018)
"Bayesian Bootstrap Inference for the ROC Surface"
Stat, 7, e211.
• BibTeX   Supp  

   Papers on Bayesian Smoothing

Lee, J. & de Carvalho, M. (2019)
"Technological Improvements or Climate Change? Bayesian Modeling of Time-varying Conformance to Benford's Law"
PLOS ONE, 12, e0213300.
• BibTeX   Supp  

   Papers on Forecasting

de Zea Bermudez, P., Miguel Marín, J., Rue, H. & Veiga, H. (2021, in press)
"Integrated Nested Laplace Approximations for Threshold Stochastic Volatility Models"
Econometrics and Statistics

de Carvalho, M. & Martos, G. (2021, in press)
"Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series"
Journal of Forecasting.
• BibTeX   Supp   R package: ASSA

   Software

R package extremis


R package ROCnREG


R package ASSA