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Maria Isabel Fraga Alves

Contactos

Depart. de Estatística e Invest. Operac.

Sala/Gabinete 6.4.8
Ext. Principal 26408
Telefone Direto 217500414
Email mialves@ciencias.ulisboa.pt
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Carreira Docente Universitário
Categoria Professor Catedrático

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Currículo Resumido

Full Professor and Vice-President at the Department of Statistics and Operations Research, Faculty of Sciences, University of Lisbon. Profile: PhD in Statistics and Computation, Probability and Statistics (Univ. Lisbon, 1992) with PhD Thesis “Statistical Inference in Extreme Value Models”, Habilitation Degree of Statistics and Operations Research, (Univ. Lisbon, 2004), past-Coordinator of Center of Statistics and Applications of University of Lisbon (2006-2009), Elected Member of International Statistical Institute, Member of Bernoulli Society for Mathematical Statistics and Probability, Portuguese Statistical Society and Portuguese Mathematical Society. Organizer of several international conferences: EVT2013 - Extremes in Vimeiro Today, REV2011 - Workshop on Risk & Extreme Values in Insurance and Finance, Extremes, Risk and the Environment (Invited Session to the 56th Session of the ISI, 2007).


Interesses Científicos

Her research interests are in the areas of extreme value theory and statistical inference for extreme values, both under a semi-parametric and parametric setups.


Scientific Interests

Her research interests are in the areas of extreme value theory and statistical inference for extreme values, both under a semi-parametric and parametric setups.


Publicações selecionadas
  • Beirlant, J., Fraga Alves, M.I. and Reynkens, T. (2017). Fitting tails affected by truncation. Electronic Journal of Statistics, 11:1, 2026–2065.
  • Fraga Alves, M.I., Neves, C. & Rosário, P. (2017). A general estimator for the right endpoint with an application to supercentenarian women’s records. Extremes 20:1, 199-237.
  • Beirlant, J., Fraga Alves, M.I. & Gomes, M.I. (2016). Tail fitting for truncated and non-truncated Pareto-type distributions. Extremes 19:3, 429-462.
  • Fraga Alves, M.I. and Neves, C. (2016). Extreme Value Theory: An Introductory Overview. In Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, (Longin Ed.). Handbook Series in Financial Engineering and Econometrics (Ruey Tsay Adv.Ed.). pp 53-95. John Wiley & Sons.
  • Fraga Alves, M. I. and Neves, C. (2014). Estimation of the finite right endpoint in the Gumbel domain. Statistica Sinica, 24, 1811–1835.

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