Tag: Statistics and Risk Management

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On a Spread Model for Portfolio Credit Risk Modeling

2015, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), Esquivel,ML;Guerreiro,GR;Fernandes,JM;Silva,AF

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Assessing drought cycles in SPI time series using a Fourier analysis

2015, NATURAL HAZARDS AND EARTH SYSTEM SCIENCES, Moreira,EE;Martins,DS;Pereira,LS

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On the distribution of linear combinations of independent Gumbel random variables

2015, STATISTICS AND COMPUTING, Marques,FJ;Coelho,CA;de Carvalho,M

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The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

2015, TEST, Coelho,CA;Arnold,BC;Marques,FJ

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On neutrality with multiple private and public goods

2015, MATHEMATICAL SOCIAL SCIENCES, Faias,M;Moreno Garcia,E;Wooders,M

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Molecular fingerprint of human gastric cell line infected by Helicobacter pylori

2015, 2015 IEEE 4TH PORTUGUESE MEETING ON BIOENGINEERING (ENBENG), Sampaio,PN;Cunha,B;Rosa,F;Sales,K;Lopes,M;Calado,CRC

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A spatial econometrics analysis for road accidents in Lisbon

2015, International Journal of Business Intelligence and Data Mining, Sim√”es,P;Shrubsall,S;Natario,I

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Revisiting the Maximum Likelihood Estimation of a Positive Extreme Value Index

2015, JOURNAL OF STATISTICAL THEORY AND PRACTICE, Caeiro,F;Ivette Gomes,MI

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Near-Exact Distributions for the Likelihood Ratio Test Statistic for Testing Multisample Independence-The Real and Complex Cases

2015, JOURNAL OF STATISTICAL THEORY AND PRACTICE, Marques,FJ;Coelho,CA

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SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL

2015, ASTIN BULLETIN, Rodriguez Martinez,EV;Cardoso,RMR;Egidio Dos Reis,ADE

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