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Miguel Bras de Carvalho -

Assistant Professor

Pontificia Universidad Católica de Chile

Santiago, Chile

Applied Statistics, Biostatistics, Econometrics, Risk Modeling, Statistics of Extremes

PhD in Statistics, Universidade Nova de Lisboa. Portugal, 2009
MSc in Economics, Nova School of Business and Economics. Portugal, 2009
Licenciatura in Mathematics, Universidade Nova de Lisboa. Portugal, 2004

Lecturer Full Time

Universidade Nova de Lisboa

Faculty of Sciences and Technology

Lisbon, Portugal

2009 - 2009
Visiting Researcher Full Time

Banco de Portugal (Portuguese Central Bank)

Lisbon, Portugal

2009 - 2010
Post-Doctoral Fellow and Lecturer Full Time

Ecole Polytechnique Fédérale de Lausanne

Chair of Statistics

Lausanne, Suiza

2010 - 2012
Assistant Professor Full Time

Pontificia Universidad Católica de Chile

Faculty of Mathematics

Santiago, Chile

2012 - A la fecha

Professional Probation Period Full Time

Statistics Portugal (http://www.ine.pt)

Lisbon, Portugal

2004 - 2004

PHD
* Daniela Castro (Expected 2015)
* Rodrigo Rubio (Expected 2017)
* Karol Santoro (Expected 2017)
MSC IN STATISTICS
* Rodrigo Rubio (2013). Now a PhD Student at PUC Chile
* Sitsofe Tsagbey (2013). Now a Consultant in Statistics, Brazil
* Michal Warchol (2012). Now a PhD Student at UCL, Belgium
MSC RESEARCH STUDENTS (EPFL, Switzerland)
* Adrien Hitz (2011). Now a PhD Student at the University of Oxford, England
* Anna Kiriliouk (2011). Now a PhD Student at UCL, Belgium
* Thomas Lugrin (2011). Now a PhD Student at EPFL, Switzerland
* Boris Oumow (2011). Now a Quant at BNP Paribas, England
MSC IN OTHER AREAS (Joint Supervisions)
* Ricardo Batista (2007). MSc in Dental Sciences, Donau University Krems, Austria

Elected Member, International Statistical Institute

International Statistical Institute

Holanda, 2014

http://www.isi-web.org/
Young Researcher Award

American Statistical Association

Estados Unidos, 2011

http://www.amstat.org/sections/srisk/studentaward.htm
ERS IASC Young Researcher Award

International Association for Statistical Computing

Holanda, 2008

This award was attributed during 18th International Conference on Computational Statistics, COMPSTAT’2008, with the paper “Monitoring Calibration of the Singular Spectrum Analysis Method” (with P. C. Rodrigues). (August 29, 2008, Porto, Portugal.)
Award of the Portuguese Statistical Association

Portuguese Statistical Association

Portugal, 2009

http://www.spestatistica.pt/index.php?option=com_content&view=article&id=80%3Apremio-spe-2009-atribuido-a-miguel-de-carvalho-e-paulo-canas-rodrigues&catid=1%3Anoticias-recentes&Itemid=55&lang=pt


On the distribution of linear combinations of independent Gumbel random variables Coelho C.A. Article ISI SCOPUS Statistics and Computing (2014)
A Euclidean Likelihood Estimator for Bivariate Tail Dependence de Carvalho M.; Oumow, B; Segers, J; Warchol, M Article ISI SCOPUS Communications in Statistics - Theory and Methods (2013)
Dynamic threshold modelling and the US business cycle de Carvalho M.; Turkman, KF; Rua A. Article ISI SCOPUS JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (2013)
Extremal Dependence in International Output Growth: Tales from the Tails Rua A. Article ISI SCOPUS OXFORD BULLETIN OF ECONOMICS AND STATISTICS (2013)
Spectral modeling of time series with missing data de Carvalho M. Article ISI SCOPUS Applied Mathematical Modelling (2013)
A dimension reduction technique for estimation in linear mixed models de Carvalho M.; Fonseca M.; Mexia, J.T.; Oliveira, M. Article JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2012)
A generalization of the Solis-Wets method de Carvalho M. Article ISI Journal of Statistical Planning and Inference (2012)
Bivariate Extreme Statistics, II de Carvalho M.; Ramos A. Article REVSTAT-STATISTICAL JOURNAL (2012)
Digging out the purchasing power parity puzzle: An integrated empirical coverage. de Carvalho M.; Julio, P Article EMPIRICAL ECONOMICS (2012)
Discussion of "Probabilistic index models" Inacio, V; de Carvalho M.; Turkman, M. A. Article ¿ (2012)
Jackknife euclidean likelihood-based inference for Spearman's rho Article SCOPUS North American Actuarial Journal (2012)
Tracking the US business cycle with a singular spectrum analysis de Carvalho M.; Rodrigues P.C.; Rua A. Article Economics Letters (2012)
Confidence intervals for the minimum of a function using extreme value statistics de Carvalho M. Article International Journal of Mathematical Modelling and Numerical Optimisation (2011)
Discussion of "How to find an appropriate clustering for mixed type variables with application to socio-economic stratification" de Carvalho M. Article ¿ (2011)
Bayesian nonparametric ROC regression modeling Inácio de Carvalho, I.; Jara A.; de Carvalho M. Article BAYESIAN ANALYSIS
Spectral density ratio models for multivariate extremes de Carvalho M.; Davison, A. C. Article JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION


Preface de Carvalho M. EditorialMaterial ISI SCOPUS Communications in Statistics - Theory and Methods (2013)

Miguel de Carvalho

Assistant Professor

Department of Statistics

Pontificia Universidad Católica de Chile

Santiago, Chile

Paulo Canas

Assistant Professor

Department of Statistics

Federal University of Bahia

Salvador, Brasil

Miguel Bras de Carvalho -

Líneas de Investigación

Educación

PhD in Statistics, Universidade Nova de Lisboa. Portugal, 2009

MSc in Economics, Nova School of Business and Economics. Portugal, 2009

Licenciatura in Mathematics, Universidade Nova de Lisboa. Portugal, 2004

Experiencia Académica

Lecturer Full Time

Visiting Researcher Full Time

Post-Doctoral Fellow and Lecturer Full Time

Assistant Professor Full Time

Experiencia Profesional

Professional Probation Period Full Time

Formación de Capital Humano

Premios y Distinciones

Elected Member, International Statistical Institute

Young Researcher Award

ERS IASC Young Researcher Award

Award of the Portuguese Statistical Association

Article (16)

On the distribution of linear combinations of independent Gumbel random variables

A Euclidean Likelihood Estimator for Bivariate Tail Dependence

Dynamic threshold modelling and the US business cycle

Extremal Dependence in International Output Growth: Tales from the Tails

Spectral modeling of time series with missing data

A dimension reduction technique for estimation in linear mixed models

A generalization of the Solis-Wets method

Bivariate Extreme Statistics, II

Digging out the purchasing power parity puzzle: An integrated empirical coverage.

Discussion of "Probabilistic index models"

Jackknife euclidean likelihood-based inference for Spearman's rho

Tracking the US business cycle with a singular spectrum analysis

Confidence intervals for the minimum of a function using extreme value statistics

Discussion of "How to find an appropriate clustering for mixed type variables with application to socio-economic stratification"

Bayesian nonparametric ROC regression modeling

Spectral density ratio models for multivariate extremes

EditorialMaterial (1)

Preface

Miguel de Carvalho

Paulo Canas