Outputs for STATISTICS Department (Year 2010)

Articles

• A New Measure of Leverage Cells in Multinomial Loglinear Models
• Analizan las características de la población dependiente española con derecho a ayudas = Analysis of Characteristics of Dependent Individuals Claiming Benefits in Spain
• Bayesian Inference for Double Pareto Lognormal Queues
• Binarized Support Vector Machines
• Classification of Genomic Sequences via Wavelet Variance and a Self-Organizing Map with an Application to Mitochondrial DNA
• Clustering Time Series of Sea Levels: Extreme Value Approach
• Conditionally Heterocedastic Unobserved Component Models and their Reduced Form
• Differences in Maternal and Paternal Age between Schizophrenia and other Psychiatric Disorders
• Eigenvectors of a Kurtosis Matrix as Interesting Directions to Reveal Cluster Structure
• El efecto de la crisis sobre la volatilidad y el riesgo del IBEX35
• Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management
• Empirical Wavelet Analysis of Tail and Memory Properties of LARCH and FIGARCH Models
• First Passage of a Markov Additive Process and Generalized Jordan Chains
• Forecasting National Team Medal Totals at the Summer Olympic Games
• Forecasting Spanish Inflation using the Maximum Disaggregation Level by Sectors and Geographical Areas
• Haar-Like features with Optimally Weighted Rectangles for Rapid Object Detection
• Impact on Competitive Balance from Allowing Foreign Players in a Sports League: Evidence from European Soccer
• Index Policies for Admission and Routing of Soft Real-Time Traffic to Parallel Queues
• Individual Identification using Personality Traits
• Inequalities for the Ruin Probability in a Controlled Discrete-Time Risk Process
• Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator
• Intimate Partner Violence: Last Year Prevalence and Association with Socio-Economic Factors among Women in Madrid, Spain
• La inversión en I+D+i: fundamentos teóricos y patrones de comportamiento entre los países europeos = Investiment in R&D and its Link with Income: Theory and Inquiry about the Behaviour of the European Economies
• La realidad de la atención a la dependencia en España
• Location with Preferences
• Measures of Influence in the Functional Linear Model with Scalar Response
• Minimum Phi-Divergence Estimators and Phi-Divergence Test Statistics in Contingency Tables with Symmetry Structure: An Overview
• Multi-Armed Restless Bandits, Index Policies and Dynamic Priority Allocation
• Non-Linear Time Series Clustering based on Non-Parametric Forecast Densities
• Nonidentifiability of the Two-State Markovian Arrival Process
• On the Conjecture of Kochar and Korwar
• On the Structure of the Quadratic Subspace in Discriminant Analysis
• Participación en el mercado laboral español de las personas con discapacidad y en situación de dependencia = Participation of Handicapped and Dependent People in the Spanish Labor Market
• Poisson Loglinear Modeling with Linear Constraints on the Expected Cell Frequencies
• Robust Depth-Based Tools for the Analysis of Gene Expression Data
• Robust Wavelet-Domain Estimation of the Fractional Difference Parameter in Heavy-Tailed Time Series: An Empirical Study
• Shifts in Individual Parameters of a GARCH Model
• Small Area Estimation of Poverty Indicators
• Small Area Estimation under Fay-Herriot Models with Non-parametric Estimation of Heteroscedasticity
• Smoothed Empirical Likelihood Confidence Intervals for the Relative Distribution with Left-Truncated and Right-Censored Data
• The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection
• Time-Varying Joint Distribution through Copulas
• Variable Selection for Multivariate Statistical Process Control
• Wavelet-Based Detection of Outliers in Financial Time Series

Books

• Book of abstracts and detailed programme: 5-8 July, 2010, Colmenarejo, Madrid, Spain
• Metodos estocasticos de estimacion de las provisiones técnicas en el marco de solvencia II
• Propuestas para la reforma de la Universidad Española

Book Chapters

• Bayesian Prediction of Risk Measurements Using Copulas. In: Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance
• Comentarios a "¿Brotes verdes? ¿Dónde, cuándo y cómo?" de Máximo Camacho, Gabriel Pérez-Quirós y Pilar Poncela. In: La crisis de la economía española: análisis económico de la Gran Recesión
• Data Depth: Multivariate Statistics and Geometry. In: New Perspectives in Stochastic Geometry
• Implementing Business Intelligence in Electricity Markets. In: Business Intelligence in Economic Forecasting: Technologies and Techniques
• Lorenz Curves of Extrema. In: Combining Soft Computing and Statistical Methods in Data Analysis

Conference Contributions

• Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
• Brownian Queues with Modulated Buffer
• Characterization of Bathtub Distributions Via Percentile Residual Life Functions
• Clasificación de series temporales mediante análisis de datos funcionales: una aplicación en Geología
• Inference for the Difference of Two Percentile Residual Life Functions
• Inference for the Difference of Two Percentile Residual Life Functions
• Markov Modulated Brownian Motion with Application to Fluid Queues in Random Environment
• Markov-Modulated Two-Sided Skorohod Reflection of Brownian Motion
• Multivariate Data Order Based on Extremality
• Multivariate Order Based on Extremality Notion
• On the Multivariate Extremality Measure
• Outliers in GARCH models and the estimation of risk measures
• Robust Analysis of Functional Data
• Sobre el coeficiente Tau-Kendall para datos funcionales
• The decreasing percentile residual life aging notion
• Two sided Markov-modulated reflection of Brownian motion. Applications to fluid queues

Projects

• La incertidumbre en la predicción macroeconómica y financiera: bootstrap y modelos multivariantes
• Predicción de precios de energía eléctrica en el corto plazo

Supervised Theses

• Arbitraje estadístico en finanzas: Four Essays on the interaction between Credit Derivaties and Fixed Income Markets
• Bootstrapping unobserved component models
• Classification Techniques for Time Series and Functional Data
• Combinación y Suavizado de Series de Tiempo para el Análisis Demográfico
• Juegos markovianos discretos. Una aproximación a modelos de desarrollo sostenible
• METODOS DE PREDICCION DE LA GENERACION AGREGADA DE ENERGIA EOLICA
• Measuring financial risk
• Methods for face detection and adaptive face recognition
• Metodologia bayesiana aplicada al estudio de configuraciones espaciales en Bioinformática
• Multivariate volatility models in financial risk management and portfolio selection
• Representing Functional Data in Reproducing Kernel Hilbert Spaces with Applications to Clustering, Classification and Times Series Problems
• Similaridad y contraste mediante profundidad estadística
• Smoothing Mixed Models for Spatial and Spatio-Temporal Data

Working Papers

• A Semiparametric Bayesian Approach to the Analysis of Financial Time Series with Applications to value at Risk
• A Semiparametric State Space Model
• Asymmetric Effects of Oil Price Fluctuations in International Stock Markets
• Bayesian Hierarchical Modelling of Bacteria Growth
• Bootstrap Prediction Intervals for VaR and ES in the Context of GARCH Models
• Bootstrap Prediction Mean Squared Errors of Unobserved States Based on the Kalman Filter with Estimated Parameters
• Characterization of Bathtub Distributions Via Percentile Residual Life Functions
• Circular Bernstein Polynomial Distributions
• Comparing Quantile Residual Life Functions by Confidence Bands
• Comparing Sample and Plug-in Moments in Asymmetric Garch Models
• First Passage of a Markov Additive Process and Generalized Jordan Chains
• Homotopy Idempotent Functors on Classifying Spaces
• Multiple Hypothesis Testing and Clustering with Mixtures of Non-Central t-Distributions Applied in Microarray Data Analysis
• Multitarget Tracking Via Restless Bandit Marginal Productivity Indices and Kalman Filter in Discrete Time
• Multivariate Extremality Measure
• Networks and Collective Action
• Non-linear Models of Disability and Age Applied to Census Data
• Optimal Portfolios with Minimum Capital Requirements
• Outliers in Garch Models and the Estimation of Risk Measures
• Representing Functional Data in Reproducing Kernel Hilbert Spaces with Applications to Clustering and Classification
• Sensitivity and Robustness in MDS Configurations for Mixed-Type Data: A Study of the Economic Crisis Impact on Socially Vulnerable Spanish People
• Simplicial Similarity and its Application to Hierarchical Clustering
• The Decreasing Percentile Residual Life Aging Notion
• The Percentile Residual Life up to Time t0: Ordering and Aging Properties
• Two-Sided Reflection Problem for the Markov Modulated Brownian Motion