Miguel de Carvalho

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3248-6984

Publications

• Time-varying extreme value dependence with application to leading European stock markets — The Annals of Applied Statistics 2018
• Functional covariate-adjusted partial area under the specificity-ROC curve with an application to metabolic syndrome diagnosis — The Annals of Applied Statistics 2016
• Spectral Density Ratio Models for Multivariate Extremes — Journal of the American Statistical Association 2014