Outputs for STATISTICS Department (Year 2009)
|
Articles
- A Comparison of the Spanish, the French and the German Valuation Scales to Measure Dependency and Public Support for People with Disabilities
- A Generalized Approach to Portfolio Optimization: Improving Performance By Constraining Portfolio Norms
- A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations
- A Note on the Properties of Power-Transformed Returns in Long-Memory Stochastic Volatility Models with Leverage Effect
- A Robust Partial Least Squares Regression Method with Applications
- Bayesian Estimation of Finite Time Ruin Probabilities
- Bayesian Likelihood Robustness in Linear Models
- Bootstrap Prediction Intervals in State-Space Models
- Bootstrap for Estimating the MSE of the Spatial EBLUP
- Bounds for the Ruin Probability ofa a Discrete-time Risk Process
- Capability Indices and Nonconforming Proportion in Univariate and Multivariate Processes
- Coments on Testing for the Existence of Cluster by Fuentes and Casella
- Comments on Invariant Coordinate Selection
- Comments on: Goodness-of-fit Tests in Mixed Modes
- Comments on: On a Mixture of the fix-and-relax Coordination and Lagrangean Substitution Schemes for Multistage Stochastic Mixed Integer Programming
- Comparison of Times Series with Unequal Lengths in the Frequency Domain
- Copulas in Finance and Insurance
- Dimension Reduction in Time Series and the Dynamic Factor Model
- Empirical Likelihood for Non-Smooth Criterion Functions
- Estimadores de áreas pequeñas basados en modelos para la Encuesta de Población Activa
- Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
- Gradual Learning and the Evolution of Cooperation in the Spatial Continuous Prisoner's Dilemma
- Homogeneity/Heterogeneity Hypotheses for Standardized Mortality Ratios Based on Minimum Power-divergence Estimators
- Is There any Common Knowledge News in the Euro/Dollar Market?
- La población dependiente en España: estimación del número y coste global asociado a su cuidado = Dependent Persons in Spain: Estimation of the Number and Costs for their Care
- Local Linear Regression for Functional Predictor and Scalar Response
- Mean-Squared Errors of Small-Area Estimators under a Unit-Level Multivariate Model
- Model-Based Clustering of Baltic Sea-Level
- Modelling Monetary Transmission in UK Manufacturing Industry
- Multi-sample Rényi test statistics
- On the Asymptotic Distribution of Cook's Distance in Logistic Regression Models
- On the Concept of Depth for Functional Data
- On-line Evaluation of the Stability of an Inspection Process
- Portfolio Selection with Robust Estimation
- Price Manipulation in an Experimental Asset Market
- Projection Error Term in Gower's Interpolation
- Similarity-based Fisherfaces
- Smooth-car Mixed Models for Spatial Count Data
- Spline Smoothing in Small Area Trend Estimation and Forecasting
- Statistical Alignment with a Sequence Evolution Model Allowing Rate Heterogeneity along the Sequence
- Statistical Tolerance Synthesis with Correlated Variables
- Strongly Closed Subgroups of Finite Groups
- Testing for Conditional Heteroscedasticity in the Components of Inflation
- The Mediterranean Zone: Insurance Markets' Current Status and Prospects for the Future
- The Shared Reward Dilemma on Structured Populations
- Time Series Analysis Via Mechanistic Models
- Uncertainty under a Multivariate Nested-Error Regression Model with Logarithmic Transformation
- Variable Neighborhood Search for Order Batching in a Warehouse
Books
Book Chapters
- Discapacidad, dependencia y empleo. In: Ensayos sobre economía, discapacidad y empleo = Essays on Economics, Disability and Employment
- Outliers and the estimation of minimum capital risk requirements. In: Investigaciones en Seguros y gestión de riesgos
- Principal Components Selection for Estimating the Functional Linear Model with Scalar Response. In: Statistical Methods for the Analysis of Large Data-Sets
- Stochastic scheduling. In: Encyclopedia of Optimization
Conference Contributions
- Análisis estadístico robusto para datos de microarrays
- Bandas de confianza bootstrap para la diferencia de funciones de vida cuantílica residual
- Bandas de confianza bootstrap para la diferencia de funciones percentílicas de vida residual
- Modelling intra-daily volatility by functional data analysis: an empirical application to the Spanish stock market
- Preliminary Phi-Divergence Test Estimators in a Contingency Table with Symmetry Structure
- Refinamientos robustos de k-medias mediante profundidad
- Self learning mini-videos through Internet and mobile telephones: a help to the student in the Bologna process
- Two sided reflection of a Markov Modulated Brownian Motion
Projects
- Actualización del "Estudio de la Vida Media de Grandes Electródomésticos para el cálculo de las previsiones del residuo futuro"
- Análisis de simulación bursátil
- Asesoramiento estadístico en el estudio del efecto de factores individuales, familiares y del centro esclar, sobre el consumo de tabaco en adolescentes en la Comunidad de Madrid
- CP08: Modelos de ayuda a la toma de decisiones en presencia de incertidumbre
- CP08: Modelos estocásticos para el tratamiento estadístico de datos complejos y medidas de riesgo
- Control Estadístico de Parques Eólicos
- Desarrollo de una metodología estadística para el análisis de encuestas de satisfacción e integración de datos objetivos de red.
- Estimación de eficiencia de producción de energía solar en planta fotovoltaica
- Gasto público, impuestos y productividad total de los factores de las empresas. Evidencia con microdatos de la base Amadeus
- Mantenimiento y actualización de la herramienta de predicción "AECP" para la generación de energía eólica
- Mejora del sistema de predicción de descargas atmosféricas en un parque eólico
- Modelización y clasificación estadística de series temporales en el sector inmbiliario
- Realización de estudio sobre análisis de los factores determinantes en uso de un terminal móvil en la venta de juegos activos
Supervised Theses
- Adopción de las normas internacionales de información financiera por los grupos cotizados españoles: impacto y factores determinantes
- Bayesian Modelling of Stochastic Processes in Teletraffic and Finance
- Contributions to the problem of cluster analysis
- Controlled Markov Models. An Application to the Ruin Problem
- Dynamic interest-rate modelling in Incomplete Markets
- Marginal Productivity Index Policies for Dynamic Priority Allocation in Restless Bandit Models
- Predicción en modelos de componentes inobservables condicionalmente heteróscedasticos
- Stochastic orderings and aging notions based on percentile residual life functions
Working Papers
- A New Class of Minimum Power Divergence Estimators with Applications to Cancer Surveillance
- Adjusted Empirical Likelihood Estimation of the Youden Index and Associated Threshold for the Bigamma Model
- An Index for Dynamic Product Promotion and the Knapsack Problem for Perishable Items
- Are There Arbitrage Opportunities in Credit Derivatives Markets?: A New Test and an Application to the Case of CDS and ASPs
- Classification of Functional Data: A Weighted Distance Approach
- Clustering and Classifying Images with Local and Global Variability
- Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk
- Controlled Diffusion Processes with Markovian Switchings for Modeling Dynamical Engineering Systems
- Controlling the International Stock Pollutant with Policies Depending on Target Values
- Eigenvectors of a Kurtosis Matrix as Interesting Directions to Reveal Cluster Structure
- Exact Goodness-of-Fit Tests for Censored Data
- Firm-Specific Factors Influencing the Selection of Accounting Options Provided by the IFRS: Empirical Evidence from Spanish Market
- Graphical Identification of TAR Models
- Inequalities for the Ruin Probability in a Controlled Discrete-Time Risk Process
- Modelling Attendance at Spanish Professional Football League
- Modelling Intra-Daily Volatility by Functional Data Analysis: An Empirical Application to the Spanish Stock Market
- Nearest-Neighbours Median Cluster Algorithm
- Non-Identifiability of the Two State Markovian Arrival Process
- Nonidentifiability of the two-state Markovian arrival process
- On the Conjecture of Kochar and Korwar
- P-Spline Anova-Type Interaction Models for Spatio-Temporal Smoothing
- Private Long Term Care Insurance: Theoretical Approach and Results Applied to the Spanish Case
- Procesos estocásticos con aplicaciones al ámbito empresarial
- Recombining Dependent Data: An Order Statistics Approach
- Risk Factors in Oil and Gas Industry Returns: International Evidence
- Robust Estimation in Linear Regression Models with Fixed Effects
- Small area Estimation on Poverty Indicators
- The Econometrics of Randomly Spaced Financial Data: A Survey
- Time Series Segmentation by Cusum, AutoSLEX and AutoPARM Methods
- Wavelet-based Detection of Outliers in Volatility Models