Ana Maria Santos Ferreira Gorjão Henriques
ist132007
Interesses científicos
Área de Especialização (FOS)
Matemática
Perfis externos
Produção científica
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Ana Ferreira joined the Mathematics Department of IST as auxiliary professor in January 2016. She graduated in Applied Mathematics and Computation, IST-UL, received her MSc in Probability and Statistics from Faculty of Sciences - UL, and her PhD degree in Mathematics from Tilburg University in collaboration with EURANDOM, Eindhoven Technical University. Her main research activity has been on Extreme Value Theory (EVT) within Probability and Statistics, including problems from univariate, multivariate and spatial contexts. She is author (joint with Laurens de Haan) of the book, `Extreme Value Theory: An Introduction', Springer 2006. Most recent scientific contributions are on comparisons of the fundamental methods `Block maxima' and `POT', and on generalizations of the POT method to spatial contexts. EVT is particularly useful in estimating rare events, which requires knowledge on estimation of extreme value parameters like tail index and high quantiles.