Outputs for STATISTICS Department (Year 2011)
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Articles
- A Bayesian regression model for circular data based on the projected normal distribution
- A Realistic Model for Official Interest Rate Movements and their Consequences
- A directional test of exponentiality based on maximum correlations
- A half-region depth for functional data
- A new class of minimum power divergence estimators with applications to cancer surveillance
- A note on variance bounding for continuous time Markov Chains
- A stochastic model for the environmental transnational pollution control problem
- Automatic detection of basal cell carcinoma using telangiectasia analysis in dermoscopy skin lesion images
- Bayesian analysis of aggregate loss models
- Bayesian analysis of multiple hypothesis testing with applications to microarray experiments
- Combining and scaling descent and negative curvature directions
- Comparing residual quantile residual life functions by confidence bands
- Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
- Computing a classic index for finite-horizon bandits
- Data depth in multivariate statistics
- Detecting relevant variables and interactions in supervised classification
- Equilibrium Customer Strategies and Social-Profit Maximization in the Single Server Constant Retriak Queue
- Estimando relaciones entre variables económicas (utilizando integrales, límites, inversión de matrices, maximización numérica y derivadas)
- Estimation of Mean Squared Error of Model-Based Small Area Estimators
- Exploratory data analysis with MATLAB, Second Edition, Wendy L. Martinez, Angel R. Martinez, Jeffrey L. Solka
- Extreme value and cluster analysis of European daily temperature series
- Forensic Analysis of the Venezuelan Recall Referendum
- Identification of TAR Models Using Recursive Estimation
- Impact of importing foreign talent on performance levels of local co-workers
- Impacto territorial de la dependencia en España: población afectada y costes asociados a su atención
- Improving Sale Performance Prediction using Support Vector Machines
- Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence
- Improving the accuracy of suicide attempter classification
- Inference of the Youden index and associated threshold using empirical likelihood for quantiles
- Interview with Professor Andrew Harvey
- Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
- Maximal flows in branching tress and binary search trees
- Maximizing upgrading and downgrading margins for ordinal regression
- Modelling Attendance at Spanish Professional Football League
- Non linear models of disability and age applied to census data
- Nonparametric Estimation of Surface Integrals
- On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data
- Optimal operation of a pumped-storage hydro plant that compensates the imbalances of a wind power producer
- Optional Accounting Criteria under IFRSs and Corporate Charasteristics: Evidence from Spain
- P-spline ANOVA-type interaction models for spatio-temporal smoothing
- Percentile Residual Life Orders
- Prediction intervals in conditionally heteroscedastic time series with stochastic components
- Risk factors in oil and gas industry returns: International evidence
- Solving Large p-Median Problems with a Radius Formulation
- Springtime connections between the large-scale sea-level pressure field and gust wind speed over Iberia and the Balearics
- Springtime couple modes of regional wind in the Iberian Peninsula and largescale
- Summarising changes in air temperature over Central Europe by quantile regression and clustering
- The cellular structure of the classifying spaces of finite groups
- The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
- The percentile residual life up to time t(o): Ordering and aging properties
- The percentile residual life up to time t0: Ordering and aging properties
- Tras las huellas de un paper: orígenes, desarrollo e impacto de las publicaciones en colaboración entre Argentina y España
- Vectors of two-parameter Poisson-Dirichlet processes
- XIII Conferencia ISSI
Book Chapters
- Influencia de la colaboración internacional para los países latinoamericanos. Análisis de la cooperación Europa-Latinoamérica por área temática (Wos 2002-2006). In: Agenda 2011. Temas de indicadores de ciencia y tecnología
- Model-Based Clustering of Extreme Sea Level Heights. In: Sea Level Rise, Coastal Engineering, Shorelines and Tides
- Multiple Comparison of Change Trends in Cancer Mortality/Incidence Rates Taking with Overlapping Regions and Time-Periods. In: Modern Mathematical Tools and Techniques in Capturing Complexity
- Robust Henderson III Estimators of Variance Components in the Nested Error Model. In: Modern Mathematical Tools and Techniques in Capturing Complexity
- The M/M/∞ Queue. In: Wiley Encyclopedia of Operations Research and Management Science
Conference Contributions
- A Bayesian Multi-State Model for Estimating the Progression of Stage IV Non-Small Cells Lung Cancer
- A Default Bayesian Approach for Model Choice in Weibull Regression
- A New Influence Measure in Polytomous Logistic Regression Models based on phi-Divergence Measures
- A Semiparametric Bayesian Approach to the GARCH Model with Application to Value at Risk Estimation
- A p-Median Model with Distance Selection
- An Alternative Approach to Robust Small Area Estimation
- Area under the ROC Curve using Logistic Regression with Random Effects: Estimation and Inference
- Area-Level-Time-Space Models for Small Area Estimation of Poverty Indicators
- Aspectos generales sobre la presencia de adtos atípicos en series temporales
- Bayesian Multi-State Models for Assessing the Progression of Stage IV non Small-Cell Lung Cancer
- Bayesian Weibull Survival and Multi-State Models for the Progression of Stage IV Non-Small Cells Lung Cancer
- Biostatnet: una nueva red interdisciplinar de Bioestadística
- Bootstrap Forecast of Multivariate VAR Models
- Bredon Homology for Groups with Cyclic Torsion
- CID sequences and Bayesian Non Parametrics
- Calibration of Shrinkage Estimators for Portfolio Optimization
- Classification and Discriminant Procedures for Dependent Data
- Classifying Women as Suicide Attempters by Life Events
- Combining Benchmarking and Chain-Linking for Short-Term Regional Forecasting
- Combining Benchmarking and Chain-Linking for Short-Term Regional Forecasting: An Application to Spanish GDP
- Comparing Stochastically the Components of Sequential k-out-of-n Systems
- Conditionally Identically Distributed Sequences and Bayesian Nonparametric
- Conditionally Identicaly Distributed Sequences and Bayesian Non Parametrics
- Covariate-Adjusted Inference for the Youden Index and Associated Classification Threshold
- Dependence for Functional Data
- Depth-Based Joint (mu,sigma)-Control Charts
- Detection of Central Dimension-Reduction Subspaces in Regression
- Equilibrium Balking Strategies in Single-Server Queues with General Service and Vacation Times
- Estimation of Complex Small Area Parameters with Application to Poverty Indicators
- Extremality for Functional Data
- Fibrations and Cellularization Functors
- Finite-Horizon Risk Models with Investment and Reinsurance
- Forecasting Aggregate and Disaggregates with Common Features
- Forecasting GDP: Disaggregation, Indicators and Monthly Information
- Forecasting Volatility: A Continuous Time Model Versus Discrete Time Models
- Forecasting Volatility: Continuous Time vs Discrete Time
- Forensic Analysis of the Venezuelan Recall Referendum
- Functional Kendall's Tau with Applications
- Index-Based Admission Control and Load Balancing of Firm Real-Time Jobs in Multi-Clusters
- Insurance Regulation and Business Profiles: Organizational Form and Solvency Risk
- Interpretable Support Vector Machines for Functional Data
- Interpretable Support Vector Machines for Functional Data
- Modelado de fenómenos meteorológicos extremos a efectos del análisis estructural
- Modeling Time Series of Discretized Wind Directions using a Wrapped Poisson HMM
- Multivariate Extremes: A Directional Approach
- New Formulation for the Multiple Allocation p-hub Median Problem
- On Bayesian Inference and Prediction for Computer Software
- On the Issue of How Many Variables to Use When Estimating Common Factors Using the Kalman Filter
- Percentile Residual Life Orders and the Decreasing Percentile Residual Life Aging Notion
- Phi-Divergence Test Statistic for Loglinear Models Subject to Constraints of Likelihood Ratio Order
- Phi-divergence statistics for ordered binomial probabilities
- Profile Identification Via Weighted Related Metric Scaling: An Application to Spanish Dependent Children
- Proposal and Validation of an Analogous Downsaling Methodology for Gust Wind Speedprediction over Iberia
- Robust Functional Classification for Time Series
- Robust Functional Classification for Time Series
- Robustness and Density Power Divergence Measures
- Second Order Delta Method for Estimating the Youden Index and Optimal Threshold
- Sensor Scheduling for Hunting Elusive Hiding Targets: A Restless Bandit Index Policy
- Small Area Estimation for Complex Surveys
- Sparse Similarity-Based Fisherfaces
- Stochastic Models for the Environmental Transnational Pollution Control Problem
- Stochastic Models for the Environmental Transnational Pollution Control Problem
- Subsampling Inference for the Autocovariances of Long-Memory Time Series
- Synchronized Barrier Strategies for Dividend Pay-Out: The Markov-Modulated Brownian Motion Model
- The Decreasing Percentile Residual Life Aging Notion: Properties and Estimation
- The Impact of the National Minimum Wage on the Labor-Market Outcomes of Young Workers
- The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets
- The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets
- The State of Art of the Drought Studies in Spain
- The Use of the Youden Index in Diagnostic Studies
- Time Series Classification
- Time Series Models for Compass Wind Directions
- Weather Pattern Classification and Relationships with Observational Wind Speed over Iberia
Projects
- Estudios sobre la vulnerabilidad social: Informe Anual y Boletines
- Optimización bajo incertidumbre en finanzas: nuevos modelos y tecnicas.
- Optimización dinamica de modelos markovianos de tipo restless bandit mediante politicas indice de prioridad
Supervised Theses
- Independent component analysis for time series
- Métodos estadisticos en series temporales no lineales con aplicación a la predicción de eneregía eólica
- Semi-parametric and non-parametric methods for directional data
- Statistical classification of images
- Stochastic comparisons and bayesian inference in software reliability
- Volatility models with leverage effect
Working Papers
- A Bayesian model for longitudinal circular data
- A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets
- A basic goodness-of-fit process for VARMA (p,q) models
- A procedure for the change point problem in parametric models based on phi-divergence test-statistics
- A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
- A vehicle routing model with split delivery and stop nodes
- Beta-product Poisson-Dirichlet Processes
- Bootstrap forecast of multivariate VAR models without using the backward representation
- Calibration of shrinkage estimators for portfolio optimization
- Change point for multinomial data using phi-divergence test statistics
- Combining benchmarking and chain-linking for short-term regional forecasting
- Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
- Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica
- Equilibrium strategies in a tandem queue under various levels of information
- Exploring ICA for time series decomposition
- Forecasting volatility: does continuous time do better than discrete time?
- Free completely random measures
- Handwritten digit classification
- Hypothesis testing in a generic nesting framework with general population distributions
- Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence
- Interacting multiple -- Try algorithms with different proposal distributions
- Interacting multiple-try algorithms with different proposal distributions
- Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
- Non-parametric methods for circular-circular and circular-linear
- On stochastic properties between some ordered random variables
- Profile identification via weighted related metric scaling : an application to dependent Spanish children
- Riding successive product diffusion waves : building a tsunami via upgrade-rebate programs
- Robust Henderson III estimators of variance components in the nested error model
- The international stock pollutant control: a stochastic formulation with transfers
- Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
- Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view