Reader in Statistics
My research interests are eclectic. I am an applied mathematical statistician with a variety of research interests including, inter alia, statistical inferences for small-probability events, geometrical statistics, methods for data visualization and graphical learning, econometrics, and medical diagnostic assessment.†
1. Palacios Ramírez, V., de Carvalho, M. & Gutiérrez, L. (2024, to appear)
"Heavy-Tailed NGG-Mixture Models"
Bayesian Analysis.
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2. Lee, J., de Carvalho, M., Rua, A. & Avila, J. (2024, to appear)
"Bayesian Smoothing for Time-varying Extremal Dependence"
Journal of the Royal Statistical Society, Ser. C.
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3. de Carvalho, M., Huser, R. & Rubio, R. (2023)
"Similarity-based Clustering for Patterns of Extreme Values"
Stat, 12, e560.
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4. Far, S. S., Inácio, V., Paulin, D., de Carvalho, M., Augustin, N., Allerhand, M.
& Robertson, G. L. (2023)
"Consultancy Style Dissertations in Statistics and Data Science:
Why and How"
The American Statistician, 77, 331–339.
BibTeX
5. de Carvalho, M., Kumukova, A. & dos Reis, G. (2022)
"Regression-type Analysis for Multivariate Extreme Values"
Extremes, 25, 595–622.
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6. Galasso, B., Zemel, Y. & de Carvalho, M. (2022)
"Bayesian Semiparametric Modelling of Phase-varying Point Processes"
Electronic Journal of Statistics, 16, 2518–2549.
BibTeX
7. 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.
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8. 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.
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9. Turkman, M. A., Turkman, K. F., de Zea Bermudez, P., Pereira, S., Pereira, P. & de Carvalho, M. (2021)
"Calibration of the Bulk and Extremes of Spatial Data"
Revstat—Statistical Journal, 19, 309–325.
BibTeX
10. de Carvalho, M., Barney, B. & Page, G. L. (2020)
"Affinity-Based Measures of Biomarker Performance Evaluation"
Statistical Methods in Medical Research, 20, 837‒853.
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11. 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.
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12. 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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13. de Carvalho, M., Page, G. L. & Barney, B. (2019)
"On the Geometry of Bayesian Inference"
Bayesian Analysis, 14, 1013‒1036.
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14. Inácio de Carvalho, V., de Carvalho, M., & Branscum, A. (2018)
"Bayesian Bootstrap Inference for the ROC Surface"
Stat, 7, e211.
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15. Martos, G. & de Carvalho, M. (2018)
"Discrimination Surfaces with Application to Region-specific Brain Asymmetry Analysis"
Statistics in Medicine, 37, 1859‒1873.
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16. Castro, D., de Carvalho, M.
& Wadsworth, J. (2018)
"Time-Varying Extreme Value Dependence with Application to Leading European
Stock Markets"
Annals of Applied Statistics, 12, 283‒309.
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17. Hanson, T. E., de Carvalho, M.
& Chen, Y. (2017)
"Bernstein Polynomial Angular Densities of Multivariate Extreme Value Distributions"
Statistics and Probability Letters, 128, 60‒66.
BibTeX
R package: extremis
18. Tsagbey, S., de Carvalho, M.
& Page, G. L. (2017)
"All Data are Wrong but some are Useful?"
The American Statistician, 71, 231‒235.
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19. Inácio de Carvalho, V., de Carvalho, M.
& Branscum, A. (2017)
"Nonparametric Bayesian Covariate-Adjusted Estimation of the Youden Index"
Biometrics, 73, 1279‒1288.
R package: ROCnReg
• BibTeX
• Code
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20. Castro, D. & de Carvalho, M. (2017)
"Spectral Density Regression for Bivariate Extremes"
Stochastic Environmental Research and Risk Assessment,
31, 1603‒1613.
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21. Inácio de Carvalho, V., de Carvalho, M.,
Alonzo, T. A. &
González-Manteiga, W. (2016)
"Functional Covariate-Adjusted Partial Area Under the
Specificity-ROC
Curve with an Application to Metabolic Syndrome Diagnosis"
Annals of Applied Statistics, 10, 1472‒1495.
• BibTeX
• Code
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22. de Carvalho, M. (2016)
"Mean, What do you Mean?"
The American Statistician, 70,
270‒274.
BibTeX
23. Marques, F., Coelho, C. A. & de Carvalho, M. (2015)
"On the Distribution of Linear Combinations of Independent Gumbel
Random Variables"
Statistics and Computing 25, 683‒701.
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24. de Carvalho, M. & Davison, A. C. (2014)
"Spectral Density Ratio Models for Multivariate Extremes"
Journal of the American Statistical Association, 109, 764‒776.
• BibTeX
• Code
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25. Inácio de Carvalho, V., Jara, A., Hanson, T. E. & de Carvalho,
M. (2013)
"Bayesian Nonparametric ROC Regression Modeling"
Bayesian Analysis, 8, 623‒646.
R package: ROCnReg
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• Code
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26. de Carvalho, M., Turkman, K. F. & Rua, A. (2013)
"Dynamic Threshold Modelling and the US Business Cycle"
Journal of the Royal Statistical Society, Ser. C, 62, 535‒550.
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Shiny •
27. de Carvalho, M., Oumow, B., Segers, J. & Warchol, M. (2013)
"A Euclidean Likelihood Estimator for Bivariate Tail Dependence"
Communications in Statistics—Theory and Methods, 42, 1176‒1192.
R package: extremis
• BibTeX
Code
Shiny •
28. de Carvalho, M. (2012)
"A Generalization of the Solis‒Wets Method"
Journal of Statistical Planning and Inference, 142, 633‒644.
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Movie
29. de Carvalho, M., Fonseca, M., Mexia, J. T. & Oliveira, M. (2012)
"A Dimension Reduction Technique for Estimation in Linear Mixed Models"
Journal of Statistical Computation and Simulation, 82, 219‒226.
BibTeX
30. de Carvalho, M. & Ramos, A. (2012)
"Bivariate Extreme Statistics, II"
Revstat—Statistical Journal, 10, 81‒104.
BibTeX
31. de Carvalho, M. & Martos, G. (2022)
"Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series"
Journal of Forecasting, 41, 167–180.
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R package: ASSA
32. de Carvalho, M. & Martos, G. (2020)
"Brexit: Tracking and Disentangling the Sentiment Towards Leaving the EU"
International Journal of Forecasting, 36, 1128–1137.
BibTeX
Shiny •
R package: ASSA
33. de Carvalho, M. & Rua, A. (2017)
"Real-Time Nowcasting the US Output Gap:
Singular Spectrum Analysis at Work"
International Journal of Forecasting, 33, 185–198.
BibTeX
Shiny •
R package: ASSA
34. de Carvalho, M. & Rua, A. (2014)
"Extremal Dependence in International Output Growth: Tales from the Tails"
Oxford Bulletin of Economics and Statistics, 76, 605‒620.
BibTeX
35. de Carvalho, M., Rodrigues, P. & Rua, A. (2012)
"Tracking the US Business Cycle With a Singular Spectrum Analysis"
Economics Letters, 114, 32‒35.
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Code
Shiny •
R package: ASSA
36. de Carvalho, M. & Júlio, P. (2012)
"Digging out the PPP Hypothesis: an Integrated Empirical Coverage"
Empirical Economics, 42, 713‒744.
BibTeX
37. de Carvalho, M. & Marques, F. (2012)
"Jackknife Euclidean Likelihood-Based Inference for Spearman's
Rho"
North American Actuarial Journal, 16, 487‒492.
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Code
Shiny •
R package: spearmanCI
38. Svetlosak, A. & de Carvalho, M. & Calabrese, R. (2023)
"Subject-to-Group Statistical Comparison for Open Banking-type Data"
Journal of the Operational Research Society, 74, 703–718.
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39. Rodrigues, P. C. & de Carvalho, M. (2013)
"Spectral Modeling of Time Series with Missing Data"
Applied Mathematical Modelling, 37, 4676‒4684.
BibTeX
40. de Carvalho, M. (2011)
"Confidence Intervals for the Minimum of a Function Using Extreme Value
Statistics"
International Journal of Mathematical Modelling and Numerical Optimisation,
2, 288‒296.
BibTeX
41. de Carvalho, M. (2016)
"Statistics of Extremes: Challenges and Opportunities"
In: Handbook of EVT and its Applications to Finance and Insurance
Eds F. Longin. Hoboken: Wiley.
BibTeX
42. Inácio de Carvalho, V., Jara, A. &
de Carvalho, M. (2015)
"Bayesian Nonparametric Approaches for ROC Curve Inference"
In: Nonparametric Bayesian Methods in Biostatistics and
Bioinformatics
Eds R. Mitra and P. Müller. Cham: Springer.
BibTeX
43. Johnson, W. O. & de Carvalho, M. (2015)
"Bayesian Nonparametric Biostatistics"
In: Nonparametric Bayesian Methods in Biostatistics and
Bioinformatics
Eds R. Mitra and P. Müller. Cham: Springer.
BibTeX
44. de Carvalho, M., Kumukova, A. & Palacios Ramirez, V. (2023)
"Discussion of «The Importance of Context in Extreme Value Analysis with Application to Extreme Temperatures in the USA and Greenland»
by Clarkson, D., Eastoe, E. & Leeson, A."
Journal of the Royal Statistical Society, Ser. C, 72, 853–854
BibTeX
45. Huser, R., de Carvalho, M. & Lombardo, L. (2019)
"Discussion of «Visualizing Spatiotemporal Models with Virtual Reality»
by Castruccio, S., Genton, M. G. & Sun, Y."
Journal of the Royal Statistical Society, Ser. A, 182, 431–432.
BibTeX
46. de Carvalho, M., Page, G. L. & Barney, B. (2017)
"Discussion of «Random-Projection Ensemble Classification»
by Cannings, T. I. & Samworth, R. J."
Journal of the Royal Statistical Society, Ser. B, 79, 1007–1008.
BibTeX
47. de Carvalho, M. & Rua, A. (2016)
"Discussion of «Of Quantiles and Expectiles: Consistent Scoring
Functions, Choquet Representations and Forecast Rankings»
by Ehm, W., Gneiting, T., Jordan, A. & Krüger, F."
Journal of the Royal Statistical Society, Ser. B, 78, 539–540.
BibTeX
48. de Carvalho, M. (2016)
"Discussion of «Statistical Modelling of Citation Exchange Between
Statistics Journals» by Varin, C., Cattelan, M. & Firth, D."
Journal of the Royal Statistical Society, Ser. A,
179, 44‒45.
BibTeX
49. de Carvalho, M. & Page, G. L. (2013)
"Discussion of «How to Find an Appropriate Clustering for Mixed
Type Variables with Application to Socio-Economic
Stratification» by Hennig, C. & Liao, T. F."
Journal of the Royal Statistical Society, Ser. C,
62, 343‒344.
BibTeX
50. Inácio, V., de Carvalho, M. &
Turkman, M. A. (2012)
"Discussion of «Probabilistic Index Models»
by Thas, O., de Neve, J., Lieven, C. & Ottoy.,
J.-P."
Journal of the Royal Statistical Society, Ser. B,
74, 659‒661.
BibTeX
51
. Fraga Alves, I. & de Carvalho, M. (2015)
"A Conversation with Ivette Gomes"
Extremes, 18, 563‒583.
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1. de Carvalho, M. & Davison, A. C. (2011)
"Semiparametric Estimation for K-Sample Multivariate Extremes,"
In: Proc. 58th World Congress Int. Statist. Inst.
BibTeX
Asymptotic envelopes for stable process over different centering measures
‡Ramirez et al (2024, Bayesian Analysis)
Time-varying extremal dependence in stock markets
‡Lee et al (2024, JRSS C)
Regression manifolds
‡de Carvalho et al (2022, Extremes)
Learning about phase variation of point processes
‡Galasso et al (2022, Elec J Statist)
A Bayesian LASSO for black swan events
‡de Carvalho et al (2022s, JABES)
Learning about interval trendlines
‡de Carvalho and Martos (2022, J Forecasting)
The Geometry of Bayesian inference
‡de Carvalho et al (2019, Bayesian Anal)
Discrimination surfaces and IMDs
‡Martos and de Carvalho (2018, Stat Med)
Fitting 3-D covariate-adjusted angular densities
‡Mhalla et al. (2019, Scandinavian J Stat)
Time-varying extremal dependence in stock markets
‡Castro et al. (2018, AoAS)
Spectral surfaces
‡de Carvalho (2016, Wiley)
Covariate-adjusted extremal dependence
‡Castro and de Carvalho (2017, SERRA)
Spectral density fit from spectral density ratio model
‡de Carvalho and Davison (2014, JASA)
Kernel smoothed Euclidean spectral density
‡de Carvalho et al. (2013, Comm Stat Theo Meth)
Mirror plot
‡de Carvalho et al. (2013, JRSS C)
Zigzag search
‡ de Carvalho (2012, JSPI)
Comb plot and singular spectrum business cycle analysis
‡de Carvalho and Rua (2017, IJF); de Carvalho, Rodrigues, and Rua (2012, Econ Lett)
Functional covariate-adjusted partial AUC
‡Inácio de Carvalho et al (2016, AoAS)
Bayesian nonparametric biostatistics
‡Inácio de Carvalho, de Carvalho, and Branscum
(2017, Biometrics),
Johnson and de Carvalho (2015, Springer),
Inácio de Carvalho, Jara, and de Carvalho (2015, Springer),
Inácio de Carvalho et al (2013, Bayesian Anal)
Modeling missing data by combining forecasts and backcasts
‡Rodrigues and de Carvalho (2012,
Appl Math Modell)
Jackknife Euclidean likelihood confidence intervals for Spearman's rho
‡de Carvalho and Marques (North Amer Actuarial J, 2013).
Pointwise difference between the exact density of the sum of two independent Gumbel random variables and the densities obtained through our near-exact approximation (gray lines), as well as the difference between the exact density and the approximation in Cetinkaya et al (2001) (black line)
‡Marques, Coelho, and de Carvalho (2015, Stat Comput)