Probabilidades e Estatística


Investigador Responsável:
Célia Maria Pinto Nunes

Equipa:

Clara Margarida Pisco Viseu
Dário Jorge da Conceição Ferreira 
Helena Maria Simões Ferreira
Luísa Maria Jota Pereira Amaral
Sandra Maria Bargão Saraiva Ferreira


Colaboradores:

Ana Paula André Martins Fernandes
Cecília Maria Fernandes Fonseca
Gilberto Capistrano Cunha de Andrade
Jorge Manuel dos Reis Gama


Em PE realiza-se modelação estocástica com destaque para a análise de acontecimentos raros e inferência estatística. Os campos aleatórios e processos estocásticos em estudo constituem modelos possíveis para vários sistemas dinâmicos.
 

AWARDS

Mexia, J.T., Nunes, C., Ferreira, D., Ferreira, S.S. and Moreira, E. (2011).
Orthogonal fixed effects ANOVA with random sample sizes.
The WSEAS Award the prize of the Best Paper of the 5th International Conference on Applied Mathematics, Simulation, Modelling (ASM '11), Corfu Island, Greece, July, 14-16.

http://www.wseas.us./reports/2011/corfu2011.htm
http://www.wseas.us/reports/2011/best2011.htm#july-2011-b


PUBLICAÇÕES


2013 

Publicados


Ferreira, D., Ferreira, S.S. and Nunes, C. (2013). Inducing pivot variables and non-centrality parameters in elliptical distributions. 11th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1558, 833-836(2013); doi: 10.1063/1.4825625 

Ferreira, S.S., Ferreira, D., Nunes, C. and Mexia, J. T. (2013). Estimation of variance components in linear mixed models with commutative orthogonal block structure. Revista Colombiana de Estadistica. Vol 36(2), pp. 261- 271.

Nunes, C., Oliveira, M. M. and Mexia, J. T. (2013). Application domains for the Delta method. Statistics. Vol. 47(2), pp. 317-328. DOI:10.1080/02331888.2011.605892
 
Nunes, C., Capistrano, G., Ferreira, D. and Ferreira, S.S. (2013). ANOVA with Random Sample Sizes: An Application to a Brazilian Database on Cancer Registries. 11th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1558, 825-828(2013); doi: 10.1063/1.4825623

Nunes, C., Ferreira, D., Ferreira, S. and Mexia, J.T. (2013) Generalized F tests in models with random perturbations: the truncated Normal case. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics, 307-315, Springer.

Pereira, L. (2013) On the maximum and minimum of a stationary random field. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics, 337-345, Springer.

Viseu, C., Pereira, L., Martins, A. P., Ferreira, H. (2013) Dependence of multivariate extremes. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics, 463-471, Springer.


Aceites:

Ferreira, M., Ferreira, H. (2013). Extremes of multivariate ARMAX processes. Test. DOI: 10.1007/s11749-013-0326-6

Ferreira, D., Ferreira, S. S., Nunes, C., Fonseca, M. and Mexia, J. T. (2013). Chisquared and Related Inducing Pivot Variables: An Application to Orthogonal Mixed Models. Communications in Statistics – Theory and Methods. DOI:10.1080/03610926.2013.770532

Nunes, C., Ferreira, D., Ferreira, S.S. and Mexia, J. T. (2013). Fixed effects ANOVA: An extension to samples with random size. J. Stat. Comput. Simul. DOI: 10.1080/00949655.2013.791293

Pereira, L. (2013). Asymptotic location of largest values of a stationary random field. Communications in Statistics – Theory and Methods.  DOI:10.1080/03610926.2011.650270

Sebastião, J.R., Martins, A.P., Pereira, L. e Ferreira, H. (2013). Estimating the upcrossings index. Test. (Published online) DOI 10.1007/s11749-013-0315-9.

Viseu, C., Pereira, L., Martins, A.P., Ferreira, H. (2013). On the multivariate upcrossings index. Communications in Statistics – Theory and Methods.
DOI:10.1080/03610926.2012.661507


2012

Campos, R., Dias, G., Jorge, A. and Nunes, C. (2012). Enriching Temporal Query Understanding through Date Identification: How to Tag Implicit Temporal Queries? In Proceedings of the 2nd International Temporal Web Analytics Workshop (TWAW 2012) associated to 21th International World Wide Web Conference (WWW2012) Lyon, France, 17 April. ISBN 978-1-4503-1188-5, pp 41 – 48. ACM - DL

Campos, R., Dias, G., Jorge, A. and Nunes, C. (2012). GTE: A Distributional Second-Order Co-Occurrence Approach to Improve the Identification of Top Relevant Dates in Web Snippets. In Proceedings of the 21st ACM International Conference on Information and Knowledge Management (CIKM 2012) Maui, Hawaii, October 29 - November 02. ISBN 978 -1- 4503 -1156 -4, pp. 2035 – 2039. DBLP. ACM - DL.

Campos, R., Jorge, A., Dias, G. and Nunes, C. (2012). Disambiguating Implicit Temporal Queries by Clustering Top Relevant Dates in Web Snippets. In IEEE Main Conference Proceedings of The 2012 IEEE/WIC/ACM International Conference on Web Intelligence Macau, China, 04 - 07 December, IEEE Computer Society Press. DBLP. ACM - DL.

Ferreira, H., Ferreira, M. (2012). On extremal dependence: some contributions. Test, 21, 566-583.

Ferreira, H., Ferreira, M. (2012). Tail dependence between order statistics. JMVA 105(1), 176-192.

Ferreira, H., Ferreira, M. (2012). Fragility index of block tailed vectors, Journal of Statistical Planning and Inference, 142 (7), 1837-1848.

Ferreira, H. and Pereira, L. (2012) Point processes of exceedances by random fields. Journal of Statistical Planning and Inference 142, pp. 773-779. 

Ferreira, H. (2012) Multivariate maxima of moving multivariate maxima, Statistics and Probability Letters, 82, 1489-1496. 

Ferreira, D., Ferreira, S.S., Nunes, C., Ramos, L. and Mexia, J. T. (2012). Approximate normality of low degree polynomials in normal independent variables. Far East J. Math. Sci. (FJMS). Vol. 68(2), 287 – 296.

Ferreira, S., Ferreira, D., Nunes, C. and Mexia, J. T. (2012). Estimation and crossing for models with commutative orthogonal block structure. Advances and Applications in Statistical Sciences. Vol. 7, Issue 2, pp. 23-34. ISSN 0974-6811

Ferreira, D., Ferreira, S.S. and Nunes, C. (2012). Confidence regions for variance components using inducing pivot variables. 10th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1479, 1682-1685(2012); doi: 10.1063/1.4756493

Ferreira, S.S., Ferreira, D. and Nunes, C. (2012). Linear and Quadratic Sufficiency and Commutativity. 10th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1479, 1694-1697(2012); doi: 10.1063/1.4756496

Nunes, C., Ferreira, D., Ferreira, S. and Mexia, J. T. (2012). F tests with a rare pathology. J. Appl. Stat. Vol. 39(3), pp. 551-561. DOI:10.1080/02664763.2011.603293 

Nunes, C., Ferreira, D., Ferreira, S. and Mexia, J.T. (2012). Control of the truncation errors for generalized F distributions. J. Stat. Comput. Simul. Vol. 82 (2), pp. 165-171. DOI:10.1080/00949655.2011.631924

Nunes, C., Ferreira, D., Ferreira, S. and Mexia, J.T. (2012) Generalized F distributions with random non-centrality parameters: The convolution of Gamma and Beta variables. Far East J. Math. Sci. (FJMS). Vol. 62(1), pp. 1-14. 

Nunes, C., Ferreira, D., Ferreira, S.S., Oliveira, M.M. and Mexia, J.T. (2012). One-way Random Effects ANOVA: An Extension to Samples with Random Size. 10th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1479, 1678-1681(2012); doi: 10.1063/1.4756492


2011 

Ferreira, H. (2011). Dependence between two multivariate extremes. Statistics & Probability Letters, 81, 586-591.

Ferreira, H. and Pereira, L. (2011) Generalized Logistic Models and its orthant tail dependence. Kybernetica, 47, nº 5, 732-739.

Ferreira, S., Ferreira, D., Nunes, C. and Mexia, J. T. (2011). Discriminant Analysis and Decision Theory. Far East J. Math. Sci. Vol 51(1), 69-79.

Morgado, M., Morgado, S., Mendes, L., Pereira, L., Castelo-Branco, M. (2011). Pharmacist interventions to enhance blood pressure control and adherence to antihypertensive therapy: Review and meta-analysis. American Journal of Health-System Pharmacy; 68 (3), 241-253.

Mexia, J. T., Nunes, C. and Oliveira, M.M. (2011). Multivariate application domains for the Delta method. 9th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1389, 1486-1489 (2011); doi: 10.1063/1.3637906

Mexia, J.T., Nunes, C., Ferreira, D., Ferreira, S.S. and Moreira, E. (2011). Orthogonal fixed effects ANOVA with random sample sizes. Proceedings of the 5th International Conference on Applied Mathematics, Simulation, Modelling (ASM'11), Corfu, Greece, 2011, 84-90. ISBN: 978-1-61804-016-9. 


2010

Ferrão, M.E.; Costa, P.; Gama, J. M. R. (2010). Distribution-Free Item Response Model Based on Marginal Maximum Likelihood Estimation. Advances and Applications in Statistics, Vol. 18, Issue 2, P. 109-126. 

Ferreira, D., Ferreira, S. S., Nunes, C. and Mexia, J. T. (2010). Maximum likelihood estimation methods for variance components in linear non-orthogonal small size design models. 8th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. 1281, 1233-1236 (2010); doi: 10.1063/1.3497905

Ferreira, S. S., Ferreira, D., Nunes, C. and Mexia, J. T. (2010). Crossing Segregated Commutative Orthogonal Block Structure. 8th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. 1281, 1229-1232 (2010); doi: 10.1063/1.3497904

Ferreira, S., Ferreira, D., Nunes, C. and Mexia, J.T. (2010). Nesting segregated mixed models. J. Stat. Theory Pract. Vol. 4, No. 2, 233-242. ISSN 1559-8608.

Ferreira, D; Ferreira, S; Moreira, E. and Mexia, J.T. (2010). Exact Estimators for Normal Linear Models. Far East Journal of Theoretical Statistics Vol. 31 No 1, 33-48. ISSN: 0972-0863.

Morgado, M., Rolo, S., Pereira, L. and Castelo-Branco, M. (2010) Blood pressure control and antihypertensive pharmacotherapy patterns in a hipertensive population of Eastern Central Region of Portugal. BMC Health Services Research ,10:349.

Morgado, M., Rolo, S., Macedo, A., Pereira, L. and Castelo-Branco, M. (2010) Predictors of uncontrolled hipertension and antihypertensive medication nonadherence. Journal of Cardiovascular Disease Research, vol.1, 4, 196-202. 

Nunes, C., Ferreira, D., Ferreira, S. S. and Mexia, J. T. (2010). F tests with random sample sizes. 8th International Conference on Numerical Analysis and Applied Mathematics. AIP Conf. Proc. Vol. 1281, 1241-1244 (2010); doi: 10.1063/1.3497911

Pereira, L. (2010) On the extremal behavior of a nonstationary normal random field. Journal of Statistical Planning and Inference, 140, 3567-3576.

Sebastião, J.R., Martins, A.P., Pereira, L., Ferreira, H. (2010) Clustering of upcrossings of high values. Journal of Statistical Planning and Inference, 140, 1003-1012.


2009

Campos, R., Dias, G., Nunes, C. and Nonchev, B. (2009). Clustering of Web Page Search Results: A Full Text Based Approach. International Journal of Computer and Information Science (IJCIS). International Association for Computer and Information Science. Vol. 9 (4). ISSN: 1525-929

Ferreira, D., Ferreira, S. S., Nunes, C. and Mexia, J. T. (2009). Adjustment of normal mixed models through triple minimization. In: InterStat - Statistics on the Internet. Index for September 2009

Ferreira, S. S.; Ferreira, D; Moreira, E. and Mexia, J.T. (2009). Inference for L Orthogonal Models. Journal of Interdisciplinary Mathematics Vol 12, No 6, 815—824. ISSN 0972-0502

Nunes, C., Ferreira, S. and Ferreira, D. (2009). Generalized F tests in models with random perturbations: the Gamma case. Discuss. Math. Probab. and Stat. Vol. 29

Pereira, L. (2009) The asymptotic location of the maximum of a stationary random field. Statistics & Probability Letters, 79, 2166-2169. 


2008

Campos, R., Dias, G., Nunes, C. and Nonchev, B. (2008). Clustering of Web Page Search Results: A Full Text Based Approach. International Journal of Computing and Information Science (IJCIS). International Association for Computer and Information Science. Vol. 9 (4), pp. 29-40. 

Ferreira, S.; Ferreira, D. and Mexia, J.T. (2008). Double Tier Cross Nesting Design Models . Journal of Interdisciplinary Mathematics, 11, N 2, 275-289.

Ferreira, D; Ferreira, S; Ramos, L and Mexia, J.T. (2008) Normal approximation to the product of a Non Central Chi-Square by an Independent Normal Variable. Aplimat - Journal of Applied Mathematics, I, N 2, 185-192.

Ferreira, H. e Pereira, L. (2008). How to compute the extremal index of stationary random fileds, Statistics and Probability Letters, 78, (11), 1301-1304.

Ferreira, S., Moreira, E. e Mexia, J.T. (2008). Orthogonal Almost Balanced Models. Aplimat - Journal of Applied Mathematics, I, N 2, 193-198.

Gomes, M. I., L. Henriques Rodrigues, B. Vandewalle and C. Viseu (2008). A Heuristic Adaptive Choice of the Threshold for Bias-Corrected Hill Estimators. J. Statist. Comput. and Simulation 78:2, 133-150.

Martins, A., Ferreira, H. e Pereira, L. (2008) . Multidimensional outlier-proneness of dependent data and the extremal index. Statistical Methodology, 5, 72-82.

Nunes, C., Santos, C. and Mexia, J. T. (2008) - Relevant statistics for models with commutative orthogonal block structure and unbiased estimator for variance components. Aceite para publicação em Journal of Interdisciplinary Mathematics.

Pinto, I., Nunes, C. and Mexia, J.T. (2008). Analysis of a with-covariates model for the Environmental Indexes. Biometrical Letters, 45 (2), 9-22.

Yurinsky, V. (2008). A lower bound for the principal eigenvalue of the Stokes operator in a random domain. Ann. Inst. H. Poincaré (B) Probabilités et Statistiques, 44(1), 1-18.


2007

Ferreira, H. e Pereira, L. (2007). How to compute the extremal index of stationary random fileds. Aceite para publicação em Statistics and Probability Letters.

Ferreira, S., Ferreira, D. e Mexia, J.T. (2007). Cross Additivity in Models with Cross Nesting . Journal of Statistical Theory and Practice, 1(3-4), 377-392.

Fernandes, C., Ramos, P., Ferreira, S. e Mexia, J.T. (2007). Variance components estimation in generalized orthogonal models. Discussiones Mathematicae - Probability and Statistics, 27, 99-115.

Jesus, V., Ferreira, S.S. e Mexia, J.T. (2007). Joint Estimation for Normal Orthogonal Mixed Models. Discussiones Mathematicae - Probability and Statistics, 27, 5-13.

Gama, J. e Yurinsky, V. (2007). Exponential estimate for wavelet density estimator. Theory of Probability and its Applications. 51(.4), 595-608. (Traduzido de Teoriya Veroyatn. (2006) 51(4), 674-690.) 


2006

Dias, G., Nunes C., Cordeiro J.P., Moraliyski, R. Marcelino, I., Mukelov Raycho, Campos R., Santos, C., Alves, E., Conde, Bruno and Nonchev B. (2006). Language Independent Methodologies to Tackle Multilinguality. In Readings in Multilinguality. Selected Papers from Young Researchers in BIS-21++. Galia Angelova, Kiril Simov, Milena Slavcheva (Editors). Incoma Ltd. Shoumen, Bulgaria

Ferreira, H. (2006). A new model for time series dependence and the extremal index of higher-order Markov chains. RevStat, 4(2).

Ferreira, H. (2006). The upcrossings index and the extremal index. Journal of Applied Probability, 43(4).

Ferreira, D., Saraiva, S. e Mexia, J.T. (2006). Cross Additivity-An Application. Discussiones Mathematicae - Probability and Statistics, 26, 207-219. 

Gama, J. e Yurinsky, V. (2006). Exponential estimate for wavelet density estimator. Teoriya Veroyatn. i ee Primen. 51(4), 674-690. (Em russo. Traduzido para Inglês: Theory of Probability and Its Applications. 51(4)). 

Pereira, L. e Ferreira, H. (2006). Limiting crossing probabilities of random fields. Jornal of Applied Probability, 43(3), pp. 884-891.

Nunes, C. e Mexia, J. (2006). Non-central generalized F distributions. Discussiones Mathematicae – Probability and Statistics, 26, 47-61

Nunes, C., Pinto, I. e Mexia, J. (2006). F and Selective F tests with balanced cross-nesting and associated models. Discussiones Mathematicae – Probability and Statistics, 26, 193-205. 

Yurinsky, V. (2006). On the smallest eigenvalue of the Stokes operator in a domain with fine-grained random boundary. Siberian Mathematical Journal, 47(6), 1167-1178.


2005

Dias, G., Alves, E. and Nunes, C. (2005). Topic Segmentation: How much can we do by counting words and sequences of words. Pliska Stud. Math. Bulgar. Vol. 17, pp. 39-70. 

Ferreira, H. e Temido, M.G. (2005). Maximum of a random number of variables attracted to a max-semistable distribution. Pub. Inst. Stat. Univ. Paris, XLIX, 1, 71-80.

Ferreira, D., Mexia, J. T. e Saraiva, S. F. (2005). Stable hypothesis for Mixed Models with balanced cross-nesting. Discussiones Mathematicae – Probability and Statistics, 25, 241-249.

Ferreira, D. e Mexia, J. T. (2005). Confidence intervals for the variance components in a grapevine experiment. Listy Biometryczne – Biometrical Letters. 42(2), 113-131. 

Martins, A. e Ferreira, H. (2005). Measuring the extremal dependence. Statistics & Probability Letters, 73. 99-103.

Martins, A. e Ferreira, H. (2005). The multivariate extremal index and the dependence structure of a multivariate extreme value distribution. Test, 14(2). 433-448. 

Yurinsky, V. e Gama, J. (2005). On distribution of error of linear wavelet estimator. Lithuanian Mathematical Journal, 45(2), 152-172.


2004

Hall, A., Scotto, M. e Ferreira, H. (2004). On the extremal behaviour of generalised periodic sub-sampled moving averages with regularly varying tails. Extremes, 7, 149-160. 

Pereira, L. (2004). Extremal behaviour in models of superposition of random variables. RevStat, 2, 163-178.

Nunes, C. e Mexia, J. T. (2004). Selective generalized F tests. Discussiones Mathematicae– Probability and Statistics, 24, 281 - 288.

Martins, A. e Ferreira, H. (2004). Extremes of periodic moving averages of random variables with regularly varying tail probabilities. Sort, 28(2), 111-230.

Martins, A. e Ferreira, H. (2004). The extremal index of sub-sampled processes. Journal of Statistical Planning and Inference, 124, 145-152.

Antontsev, S.N., Meirmanov, A.M. e Yurinsky, V.V. (2004). Weak Solutions for a Well-Posed Hele-Shaw Problem. Bollettino dell'Unione Matematica Italiana, Sezione B: Articoli di ricerca matematica. 7-B(2), 397-424.

2003

Ferreira, H. (2003). Extremes of associated variables. Statistics & Probability Letters, 63, 333-338.

Scotto, M.G. e Ferreira, H. (2003). Extremes of deterministic sub-samled moving averages with heavy-tailed innovations. Applied Stochastic Models in Business and Industry, 19, 303-313.

Ferreira, H. e Martins, A.P. (2003). The extremal index of sub-sampled periodic sequences with strong local dependence. RevStat, 1, 15-24.

Nunes, C. e Mexia, J. T. (2003). Selective F tests for sub-normal models. Discussiones Mathematicae – Probability and Statistics, 23, 167-174. 


2002

Pereira, L. e Ferreira, H. (2002) The asymptotic locations of the maximum and the minimum of stationary sequences. Journal of Statistical Planning and Inference, 104, 287-295.

Ferreira, H. e Scotto, M. (2002) On the asymptotic location of high values of a stationary sequence. Statistic and Probability Letters, 60, 475-482. 


2001

Pereira, L. e Ferreira, H. (2001) Limit distribution of point processes of high local maxima. Journal of Statistical Planning and Inference, 97, 227-233.


2000

Ferreira, H. (2000). A note on extremes of concomitants of order statistics. Extremes 3:4, 385-392.




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