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Marta Ferreira
Marta Ferreira
E-mail confirmado em math.uminho.pt
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On an extreme value version of the Birnbaum-Saunders distribution
MS Ferreira, I Gomes, V Leiva
REVSTAT: Statistical Journal 10 (2), 181-210, 2012
862012
Extreme value Birnbaum–Saunders regression models applied to environmental data
V Leiva, M Ferreira, MI Gomes, C Lillo
Stochastic environmental research and risk assessment 30 (3), 1045-1058, 2016
472016
Nonparametric estimation of the tail-dependence coefficient
MS Ferreira
RevStat 11 (1), 1-16, 2013
332013
On extremal dependence of block vectors
H Ferreira, M Ferreira
Kybernetika 48 (5), 988-1006, 2012
262012
Modeling rare events through a pRARMAX process
M Ferreira, LC e Castro
Journal of Statistical Planning and Inference 140 (11), 3552-3566, 2010
252010
Heuristic tools for the estimation of the extremal index: a comparison of methods
MS Ferreira
REVSTAT: Statistical Journal 16 (1), 115-136, 2018
242018
The extreme value Birnbaum-Saunders model, its moments and an application in biometry
MI Gomes, M Ferreira, V Leiva
Biometrical Letters 49 (2), 81-94, 2012
232012
On extremal dependence: some contributions
M Ferreira, H Ferreira
Test 21 (3), 566-583, 2012
222012
On the extremal behavior of a pareto process: an alternative for armax modeling
M Ferreira
Kybernetika 48 (1), 31-49, 2012
222012
Tail and dependence behavior of levels that persist for a fixed period of time
M Ferreira, LC e Castro
Extremes 11 (2), 113-133, 2008
222008
Estimating the extremal index through local dependence
H Ferreira, M Ferreira
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54 (2 …, 2018
202018
Extremes of multivariate ARMAX processes
M Ferreira, H Ferreira
Test 22 (4), 606-627, 2013
132013
Fragility Index of block tailed vectors
H Ferreira, M Ferreira
Journal of Statistical Planning and Inference 142 (7), 1837-1848, 2012
132012
Tail dependence between order statistics
H Ferreira, M Ferreira
Journal of Multivariate Analysis 105 (1), 176-192, 2012
132012
Analysis of estimation methods for the extremal index
MS Ferreira
Electronic Journal of Applied Statistical Analysis 11 (1), 296-306, 2018
82018
Extremal behavior of pMAX processes
H Ferreira, M Ferreira
Statistics & Probability Letters 93, 46-57, 2014
82014
Extremes of scale mixtures of multivariate time series
H Ferreira, M Ferreira
Journal of Multivariate Analysis 137, 82-99, 2015
72015
An analysis of a heuristic procedure to evaluate tail (in) dependence
M Ferreira, S Silva
Journal of Probability and Statistics 2014, 2014
72014
The extreme value Birnbaum-Saunders model in athletics
MI Gomes, MS Ferreira, V Leiva
59th ISI World Statistics Congress (WSC), 2013
72013
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters
V Leiva, C Lillo, MI Gomes, M Ferreira
Applied Stochastic Models in Business and Industry 35 (1), 90-95, 2019
62019
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