Outputs for STATISTICS Department (Year 2008)
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Articles
- A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs
- A Method for Dimension Reduction in Quadratic Classification Problems
- A Time Series Bootstrap Procedure for Interpolation Intervals
- Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
- Adaptive Combination of Forecasts with Application to Wind Energy
- An Assessment Study of the Wavelet-Based Index of Magnetic Storm Activity (WISA) and its Comparison to the Dst Index
- Analytic and Bootstrap Approximations of Prediction Errors Under a Multivariate Fay-Herriot Model
- Bayesian Analysis of Dynamic Factor Models: An Application to Air Pollution and Mortality in São Paulo, Brazil
- Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process
- Bayesian Prediction of the Transient Behaviour and Busy Period in Short- and Long-Tailed GI/G/1 Queueing Systems
- Bootstrap Mean Squared Error of a Small-Area EBLUP
- Bootstrap bandwidth selectors for two kernel-type relative density estimators
- Consistency of the alfa-Trimming of a Probability: Applications to Central Regions
- Emergence and Resilience of Cooperation in the Spatial Prisoner's Dilemma Via a Reward Mechanism
- Energy Forecasting
- Forecasting the Electricity Load from One Day to One Week Ahead for the Spanish System Operator
- Karhunen-Loève basis in goodness-of-fit tests decomposition: An evaluation
- M/M/¿ queues in semi-Markovian random environment
- Market Concentration, Macroeconomic Uncertainty and Monetary Policy
- Modelling Long-Memory Volatilities with Leverage Effect: A-LMSV Versus FIEGARCH
- Modelo factorial dinámico threshold = Threshold Dynamic Factor Model
- Multi-Group Support Vector Machines with Measurement Costs: A Biobjective Approach
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas
- Nonconvex Optimization Using Negative Curvature within a Modified Linesearch
- Objective Bayesian Inference for the Half-Normal and Half-t Distributions
- On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
- On the Proximity of a Probability to a Capacity Functional: Proximity Functions
- Outlier Detection in Functional Data by Depth Measures with Application to Identify Abnormal NOx Levels
- Plug-In Bandwidth Selector for the Kernel Relative Density Estimator
- Principal Alarms in Multivariate Statistical Process Control
- Principal Alarms in Multivariate Statistical Process Control Using Independent Component Analysis
- Relative Density Estimation for Left Truncated and Right Censored Data
- Solving Dynamic Stochastic Economic Models by Mathematical Programming Decomposition Methods
- Spatial Matching of Multiple Configurations of Points with a Bioinformatics Application
- The Influence of Dependence on Data Network Models
- The Shared Reward Dilemma
- Wavelet-Based Confidence Intervals for the Self-Similarity Parameter
- Wavelet-Domain Test for Long-Range Dependence in the Presence of a Trend
Books
- Análisis del riesgo en seguros en el marco de Solvencia II: técnicas estadísticas avanzadas Monte Carlo y Bootstrapping
- Predicción de tablas de mortalidad dinámicas mediante un procedimiento bootstrap
- Splines con penalizaciones (P-splines): teoría y aplicaciones
Book Chapters
- An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobile Users with Partial Observations. In: 4th Euro-NGI Conference on Next Generation Internet Networks: Proceedings: 28-30 April 2008: Kraków, Poland
- An Index Policy for Multiarmed Multimode Restless Bandits. In: ValueTools'08: Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
- An Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series. In: Advances in Mathematical and Statistical Modeling
- Computing an Index Policy for Multiarmed Bandits with Deadlines. In: ValueTools '08: Proceedings of the 3rd International ICST Workshop on Tools for Solving Structured Markov Chains
- Influence in the Functional Linear Model with Scalar Response. In: Functional and Operational Statistics
- Local Linear Regression for Functional Predictor and Scalar Response. In: Functional and Operational Statistics
- Modeling Disease Dynamics: Cholera as a Case Study. In: Statistical Advances in the Biomedical Sciences: Clinical Trials, Epidemiology, Survival Analysis, and Bioinformatics
Conference Contributions
- A Functional Data Approach for Discrimination of Times Series
- A Goodness-of-Fit Process for ARMA(p,q) Time Series Models Based on a Modified Residual Autocorrelation Sequence
- A Location Model with Preferences
- A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups
- ARIMA-GARCH and Unobserved Component Models with GARCH Disturbances: Are their Prediction Intervals Different?
- Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
- Admission Control and Routing to Parallel Queues with Delayed Information Via Marginal Productivity Indices
- An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobilie Users with Partial Observations
- An Index Policy for Multiarmed Multimode Restless Bandits
- Are There Arbitrage Opportunities in Credit Derivatives Markets?
- Are There Arbitrage Opportunities in Credit Derivatives Markets?
- Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process
- Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process
- Bayesian Nonparametric Estimation of Bacterial Growth Curves Using Neural Networks
- Bayesian the Problem of Matching Two Configurations by Using a Bayesian Non-Linear Model
- Biobjective Approach for SVM-Based Binary Classification and Ordinal Regression
- Bootstrap Estimation of the Mean Squared Error Under a Spatial Fay-Herriot Model
- Bootstrap Forecast in Conditionally Heteroscedastic Unobserved Component Models
- Capability Indices in Univariate and Multivariate Processes
- Comparison of Principal Component Analysis and Independent Component Analysis for Financial Time Series
- Computing an Index Policy for Multiarmed Bandits with Deadlines
- Controlling the International Stock Pollutant in Markov Decision Process with Policies Depending on Target Values
- Controlling the International Stock Pollutant in Markov Decision Processes with Policies Depending on Target Values
- Depth Functions and Random Convex Hulls
- Diffusion Processes with Markovian Switchings Applied to Biochemical Processes
- Diseño óptimo de tolerancias con variables correladas
- El riesgo financiero de una cartera modelada como un conjunto aleatorio
- Empirical Likelihood for Non-Smooth Criterion Functions
- Empirical Wavelet Analysis of Tail and Memory Properties of LARCH and FIGARCH Models
- Far Eastern Econometric Society
- Funciones cuantílicas de vida residual: propiedades y aplicaciones
- Functional Learning of Kernels for Information Fusion Purposes
- Functional data classification based on reproducing kernel regularization
- Generalized Jordan Chains with Applications to MAP with One-Sided Jump
- Heterogeneity on Risk Profiles as a Reason to Customise the Standard Approach in Solvency II: An Analysis of the Spanish Insurance Undertakings
- Impact on Competitive Balance from Allowing Foreign Players in a Sports League
- Integración en el mercado laboral de las personas con discapacidad y en situación de dependencia. Análisis y comparación de resultados con datos del mercado español
- International Workshop on Applied Probability.
- La asignación eficiente de la inversión en I+D+I por objetivos socioeconómicos dentro de la Unión Europea: el caso español
- La relatividad del concepto de dependiente: efecto de la elección de distintos baremos de valoración europeos sobre la población española
- Local Linear Regression for Functional Predictor and Scalar Response
- Location with Preferences
- Location-Dispersion Plots in Quadratic Classification Problems
- Location-Scale Trimming
- Matrix Polynomial Theory Applied to Markov Modulated Brownian Motion
- Nonlinear Time Series Clustering Based On Nonparametric Forecast Densities
- On the Resolution of the P-Median Problem
- Optimal Dynamic Promotion and the Knapsack Problem for Perishable Items
- Optimizacion of Dynamic and Stochastic Systems
- Overdispersed Continuous Time Models with Epidemiological Applications
- P-spline ANOVA Type Interaction Models for Spatio-Temporal Smoothing
- Percentile Residual Life Stochastic Orders
- Ponencia
- Ponencia
- Ponencia invitada
- Poverty Analysis of Spanish Households with Long Term Care People: A Regional Perspective
- Representing Functional Data Using Support Vector Machines
- Resistance to Learn and the Origin of Cooperation
- Rewarding Cooperation in Social Dilemmas
- Robust Discriminant Analysis Based on Partial Least Squares
- Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
- Selection of Eigenfunctions in the Fucntional Linear Model with Scalar Response
- Simulacion de estrategias de gestion de recursos marinos: el caso del molusco loco (concholepas concholepas)
- Smooth CAR Mixed-Models for Spatial Count Data
- Solving the P-Median Problem Via a Radius Formulation
- Solving the P-Median Problem with a Radius Formulation
- Stability of N-Player Evolutionary Games and the Distribution of Visits of Markov Chains
- Stochastic Orders Based on the Percentile Residual Life Function
- Stochastic Orders Based on the Percentile Residual Life Function
- Table Placement at the EWI Dinner
- The Gaussian Mixture Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation and Portfolio Selection
- The Relationship between ARIMA-GARCH and Unobserved Component Models with GARCH Disturbances
- Unit Roots and Cointegrating Matrix Estimation Using Subspace Methods
Projects
- Análisis Estadístico Muestras de Chapajo.
- Estudio de la vida media de grandes electrodomesticos para el cálculo de las previsiones del residuo futuro
- Informe anual sobre la vulnerabilidad social
- Optimización de sistemas de grandes dimensiones mediante programación matemática.
- Predicción en tiempo real para energía eólica y solar
- Puestos Autónomos de Información. Impacto en Negocio.
- Técnicas estadísticas para la estimación y clasificación en modelos complejos.
Supervised Theses
Working Papers
- A Functional Data Based Method for Time Series Classification
- A Methodology for Population Projections: An Application to Spain
- A Multivariate Generalized Independent Factor GARCH Model with an Application to Financial Stock Returns
- A Semi-Parametric Model for Circular Data Based on Mixtures of Beta Distributions
- Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulatior
- Asymptotic Properties of a Goodness-of-Fit Test Based on Maximum Correlations
- Bayesian Non-Linear Matching of Pairwise Microarray Gene Expressions
- Bootstrap Prediction Intervals in State Space Models
- Copulas in Finance and Insurance
- El perfil de crecimiento de un fenómeno económico
- Estimating and Forecasting GARCH Volatility in the Presence of Outliers
- Export Diversification and Price Uncertainty in Sub-Saharan Africa and Other Developing Countries: A Portfolio Approach
- Forecasting Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas and Cointegration Relationships Between Regional and National Sectors: The Case of Spain
- Forecasting Spanish Inflation Using Information from Different Sectors and Geographical Areas
- Goodness of Fit in Models for Mortality Data
- Inference for Double Pareto Lognormal Queues with Applications
- LIBOR Additive Model Calibration to Swaptions Markets
- Locally Linear Approximation for Kernel Methods: The Railway Kernel
- Long Term Care in Spain: Extent, Costs and Challenges.
- Marginal Productivity Index Policies for Problems of Admission Control and Routing to Parellel Queues with Delay
- Measuring Financial Risk: Comparison of Alternative Procedures to Estimate VaR and ES
- On Bayesian Estimation of Multinomial Probabilities Under Incomplete Experimental Information
- On Identifiability of MAP Processes
- Percentile Residual Life Orders
- Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
- Smooth-Car Mixed Models for Spatial Count Data
- The Effect of Short-Selling on the Aggregation of Information in a Experimental Asset Market
- Unbalanced Groups in Nonparametric Survival Tests