Publications

PAPERS
BOOKS
  • Jacob, M., Neves, C.and Vukadinovic-Greetham, D. (2019). Forecasting and Assessing Risk of Individual Electricity Peaks. Springer Briefs in Mathematics of Planet Earth.  ISBN 978-3-030-28668-2. Open Access.

  • Gomes, M.I., Fraga Alves, M.I. and Neves, C. (2013). Análise de Valores Extremos: Uma Introdução. INE - National Statistics Institute, Portugal. ISBN: 978-972-8890-30-8. (In Portuguese)

  • Hall, A., Neves, C. and Pereira, A. (2011). Grande Maratona Estatística no SPSS. Escolar Editora. ISBN: 978-972-5923-01-6. (In Portuguese)

  • Jeffree, C. and Neves, C. (2018). Tilting maximum Lq-Likelihood estimation for extreme values drawing on block maxima. Preprint, DOI: 10.13140/RG.2.2.23901.05600

  • Ferreira, A., Friederichs, P., de Haan, L., Neves, C. and Schlather, M. (2017). Estimating space-time trend and dependence of heavy rainfall. ArXiv:1707.04434​

  • Fraga Alves, I., Neves, C. and Rosário, P. (2017). A general estimator for the right endpoint with an application to supercentenarian women’s records. Extremes, 20, 199-237

  • Henriques-Rodrigues, L., Gomes, M.I., Fraga Alves, M.I. and Neves, C. (2014). PORT-estimation of a shape second order parameter, REVSTAT, 12, 299-328

  • de Haan, L., Klein Tank, A. and Neves, C. (2015). On tail trend detection: modeling relative risk, Extremes, 18, 141-178

  • Fraga Alves, I. and Neves, C. (2014). Estimation of the finite right endpoint in the Gumbel domain, Statistica Sinica, 24, 1811-1835

  • Neves, C. (2013). Book review: Categorical Data Analysis, third edition, by Alan Agresti. CJAS Journal of Applied Statistics, doi:10.1080/02664763.2013.854979

  • Neves, C., Gomes, M.I. and Fraga Alves, M.I. (2011). Extreme nitriding limits in aluminum extrusion, International Journal of Mathematical Modelling and Numerical Optimisation – Special Issue on “Mathematics and Industry”, 2, 342-355

  • Neves, C. and Pereira, A. (2010). Detecting finiteness in the right endpoint of light tailed distributions, Statistics & Probability Letters, 80, 437-444

  • Neves, C. (2009). From extended regular variation to regular variation with application in extreme value statistics, Journal of Mathematical Analysis and Applications, 355, 216-230

  • Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Neves, C. (2009). Mixed moment estimator and location invariant alternatives, Extremes, 12, 149-185

  • Fraga Alves, I., de Haan, L. and Neves, C. (2009). A test procedure for detecting super heavy tails, Journal of Statistical Planning and Inference, 139, 213-227

  • de Haan, L., Neves, C. and Peng, L. (2008). Parametric tail copula estimation and model testing, Journal of Multivariate Analysis, 99, 1260-1275

  • Neves, C. and Fraga Alves, I. (2008). Testing extreme value conditions – an overview and recent approaches. REVSTAT- Special issue on “Statistics of Extremes and Related Fields”, 6, 83-100

  • Gomes, M.I. and Neves, C. (2008). Asymptotic comparison of the mixed moment and classical extreme value index estimators. Statistics & Probability Letters, 78, 643-653

  • Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Neves, C. (2007). A note on second order conditions in Extreme Value Theory: linking general and heavy tails conditions. REVSTAT, 5, 285-304

  • Neves, C. and Fraga Alves, M.I. (2007). Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in Extremes. Test, 16, 297-313

  • Neves, C., Picek, J. and Fraga Alves, M.I. (2006). The contribution of the maximum to the sum of excesses for testing max-domains of attraction. Journal of Statistical Planning and Inference, 136, 1281-1301

  • Neves, C. and Fraga Alves, M.I. (2004). Reiss and Thomas’ automatic selection of the number of extremes. Journal of Computational Statistics and Data Analysis, 47, 689-704

BOOK CHAPTERS
  • Fraga Alves, I. and Neves, C. (2016). Extreme Value Theory: an introductory overview. In:Extreme Value Theory and Applications in Finance, Handbook Series in Financial Engineering and Econometrics, Wiley

  • Fraga Alves, I., de Haan, L. and Neves, C. (2013). How far can Man go? In: Advances in Theoretical and Applied Statistics. Torelli, N., Pesarin, F., and Bar-Hen, A. (Eds.), p. 185-195. Springer. Selected Papers of 45th Meeting of the Italian Statistical Society (SIS2010) Padua, Italy, 2010. ISBN 978-3642355882

  • Fraga Alves, I., Neves, C. and Corman, U. (2011). Heavy and Super-heavy Tail Analysis. In: Laws of Small Numbers: Extremes and Rare Events. Falk, M., Huesler, J. and Reiss, R.-D. (Eds.), p. 75-101. Birkhauser, Springer Basel. ISBN: 978-30348000823-01-6

  • Fraga Alves, I. and Neves, C. (2011). Extreme Value Distributions. In: International Encyclopedia of Statistical Science. Lovric, Miodrag (Eds.), p. 493-496. Springer. ISBN: 978-3-642-04897-5

  • Neves, C. and Fraga Alves, I. (2008). The Ratio of Maximum to the Sum for Testing Super Heavy Tails. In: Advances in Mathematical and Statistical Modeling. Arnold, B.C., Balakrishnan, N., Sarabia, J.M., Mínguez, R. (Eds.), p. 181-194, Birkhauser, Boston. ISBN: 978-0817646257