| Mean, what do you Mean? M de Carvalho The American Statistician 70 (3), 270-274, 2016 | 140 | 2016 |
| Statistics of extremes: Challenges and opportunities M de Carvalho Extreme Events in Finance. Wiley Handb. Finance Eng. Econom., 195-213, 2017 | 105* | 2017 |
| Bayesian nonparametric ROC regression modeling VI de Carvalho, A Jara, TE Hanson, M de Carvalho Bayesian Analysis 8 (6), 623‒646, 2013 | 76* | 2013 |
| Tracking the US business cycle with a singular spectrum analysis M de Carvalho, PC Rodrigues, A Rua Economics Letters 114 (1), 32-35, 2012 | 63 | 2012 |
| Spectral density ratio models for multivariate extremes M de Carvalho, AC Davison Journal of the American Statistical Assocation 109, 764–776, 2014 | 61 | 2014 |
| Time-varying extreme value dependence with application to leading European stock markets D Castro-Camilo, M de Carvalho, J Wadsworth Annals of Applied Statistics 12 (1), 283-309, 2018 | 52 | 2018 |
| Real-time nowcasting the US output gap: Singular spectrum analysis at work M de Carvalho, A Rua International Journal of Forecasting 33 (1), 185-198, 2017 | 52 | 2017 |
| Recent Developments in Statistics and Data Science R Bispo, L Henriques-Rodrigues, R Alpizar-Jara, M de Carvalho Springer Nature, 2022 | 43* | 2022 |
| Bayesian nonparametric biostatistics WO Johnson, M de Carvalho Nonparametric Bayesian Inference in Biostatistics, 15-54, 2015 | 40* | 2015 |
| Spectral modeling of time series with missing data PC Rodrigues, M de Carvalho Applied Mathematical Modelling 37 (7), 4676–4684, 2013 | 39 | 2013 |
| A Euclidean likelihood estimator for bivariate tail dependence M de Carvalho, B Oumow, J Segers, M Warchoł Communications in Statistics—Theory and Methods 42 (7), 1176–1192, 2012 | 38 | 2012 |
| Regression‐type models for extremal dependence L Mhalla, M de Carvalho, V Chavez‐Demoulin Scandinavian Journal of Statistics 46 (4), 1141-1167, 2019 | 32 | 2019 |
| Bivariate extreme statistics, II M de Carvalho, A Ramos REVSTAT—Statistical Journal 10, 83-107, 2012 | 32 | 2012 |
| Nonparametric Bayesian covariate-adjusted estimation of the Youden index V Inácio de Carvalho, M de Carvalho, AJ Branscum Biometrics 73 (4), 1279-1288, 2017 | 30 | 2017 |
| An extreme value Bayesian Lasso for the conditional left and right tails M de Carvalho, S Pereira, P Pereira, P de Zea Bermudez Journal of Agricultural, Biological and Environmental Statistics 27, 222–239, 2022 | 28* | 2022 |
| On the distribution of linear combinations of independent Gumbel random variables FJ Marques, CA Coelho, M De Carvalho Statistics and Computing 25, 683-701, 2015 | 23 | 2015 |
| Functional covariate-adjusted partial area under the specificity-ROC curve with an application to metabolic syndrome diagnosis V Inácio de Carvalho, M de Carvalho, TA Alonzo, W González-Manteiga Annals of Applied Statistics 10 (3), 1472-1495, 2016 | 22 | 2016 |
| Spectral density regression for bivariate extremes DC Camilo, M De Carvalho Stochastic Environmental Research and Risk Assessment 31 (7), 1603-1613, 2017 | 21 | 2017 |
| Digging out the PPP hypothesis: An integrated empirical coverage M de Carvalho, P Júlio Empirical Economics 42 (3), 1-32, 2012 | 20 | 2012 |
| Bernstein polynomial angular densities of multivariate extreme value distributions TE Hanson, M de Carvalho, Y Chen Statistics & Probability Letters 128, 60-66, 2017 | 19 | 2017 |
António RuaBanco de PortugalPatvirtintas el. paštas bportugal.pt
