Outputs for STATISTICS Department (Year 2012)
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Articles
- A Context Dependent Pair Hidden Markov Model for Statistical Alignment.
- A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
- A conditionally heteroskedastic independent factor model with an application to financial stock returns
- A matching prior for the shape parameter of the skew-normal distribution
- A multimarket approach for estimating a new Keynesian Phillips Curve
- A note on the structure of the quadratic subspace in discriminant analysis
- A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
- Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies
- Age of first suicide attempt in men and women: an admixture analysis
- An Experimental Evaluation of Three Classifiers for Use in Self-Updating Face Recognition Systems
- Asymmetry, realised volatility and stock return risk estimates
- Bayesian Model Selection for Beta Autoregressive Processes
- Bayesian Software Reliability Prediction Using Software Metrics Information
- Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
- Can the Holmes-Rahe Social Readjustment Rating Scale (SRRS) be used as a suicide risk scale? : an exploratory study
- Can we evaluate the predictability of financial markets?
- Combining scales to assess suicide risk
- Comment on "The impact of minimum wage on employment in Poland", by Aleksandra Majchrowska and Zbigniew Zólkiewski
- Comments on: Some recent theory for autoregressive count time series by Dag Tjostheim. DISCUSSION
- Comparing quantile residual life functions by confidence bands
- Confirmatory factor analysis of the General Health Questionnaire (GHQ-12) in Spanish adolescents
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
- Decision taking under pressure: evidence on football manager dismissals in Argentina and their consequences
- Discussion of "Analysing visual receptive fields through generalised additive models with interactions" by María Xose Rodríguez-Alvarez, Carmen Cadarso-Suarez and Francisco Gonzalez
- Effect of a Smoking Ban and School-Based Prevention and Control Policies on Adolescent Smoking in Spain: A Multilevel Analysis
- Estimating GARCH volatility in the presence of outliers
- Exact goodness-of-fit tests for censored data
- Fast EB method for estimating complex poverty indicators in large populations
- Improving quality of university rankings
- Imputación de ingresos en la Gran Encuesta Integrada de Hogares (geih) de 2010 = Income Imputation in the 2010 Great Integrated Household Survey (geih)
- Individual and contextual factors associated to smoking on school premises
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
- Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models
- Modeling the enrollment demand of masters programs for the Spanish public university system
- Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis
- Nearest-neighbors medians clustering
- Networks and collective action
- New formulation and a branch-and-cut algorithm for the multiple allocation p-hub median problem
- New results about weakly equivalent MAP2 and MAP3 processes
- Nutritional and psycho-functional status in elderly patients with Alzheimer's disease
- On the idempotency of some composite functors
- On the infinitesimal dispersion of multivariate Markov counting systems
- Optimal portfolios with minimum capital requirements
- Poisson loglinear modeling with linear constraints on the expected cell frequencies
- Portfolio selection through an extremality stochastic order
- Preliminary test estimators and phi-divergence measures in pooling binomial data
- Regional wind power forecasting based on smoothing techniques, with application to the spanish peninsular system
- Reply to the commentary: "Regression residual vs. Bayesian analysis of medicinal floras"
- Revisiting several popular GARCH models with leverage effect: differences and similarities
- Robust depth-based estimation in the time warping model
- Ruin probabilities in a finite-horizon risk model with investment and reinsurance
- SAR models with nonparametric spatial trends : A P-spline approach
- Sequential order statistics: ageing and stochastic orderings
- Short or long-term contract? : firm's optimal choice
- Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
- Subsampling inference for the mean of heavy-tailed long-memory time series
- Suicide attempters classification: Toward predictive models of suicidal behavior
- Supervised classification for functional data: a weighted distance approach
- Tail index estimation in the presence of long-memory dynamics
- Tests for comparing time series of unequal lengths
- The decreasing percentile residual life ageing notion
- Time changes that result in multiple points in continuous-time Markov counting processes
- Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies
- Tracking Temporal Trend Breaks of Anthropogenic Change in Mussel Watch (MW) Databases
- Trends in ozone concentrations in the Iberian Peninsula by quantile regression and clustering
- Trimmed regions induced by parameters of a probability
- Two-sided reflection of Markov-modulated Brownian motion
- Unit root bootstrap tests under infinite variance
Books
Book Chapters
- Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion. In: Economic Time Series: Modeling and Seasonality
- Explaining and Forecasting National Team Medals Totals at the Summer Olympic Games. In: International Handbook on the Economics of Mega-sporting Events
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach. In: Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma
- Modelling the Skewed Exponential Power Distribution in Finance. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Conference Contributions
- A Context Dependent Pair Hidden Markov Model for Statistical Alignment
- A Radius Formulation for a p-median Problem with Distance Selection
- A Single Index Model Procedure for Interpolation Intervals in Time Series
- A Vehicle Routing Model with Stop Nodes
- ABC-MCMC Algorithms with Quasi-Likelihoods
- Analysis of Dependence Evolution in Spanish Disabled Population through Funcional Data Analysis
- Aplicaciones de las técnicas de estimación de áreas pequeñas a partir de datos reales
- Asymmetric Long-run Effects in the Oil Industry
- Average Forest Value for Directed Graph Restricted Games
- Bayesian Modelling for Financial Time Series with Skewness and High Kurtosis with the Skew Slash Distribution
- Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH
- Bayesian Nonparametric Copulas for Multivariate Time Series
- Bivariate Density Approximation using Random Bernstein Polynomials
- Bootstrapping Prediction Intervals
- Boxplots for Functions based on Halfgraph Orders
- Comentarios sobre la estructura del espacio cuadrático en análisis discriminante
- Continuous Variable Neighborhood Search for tuning Support Vector Machines
- Contraste de independencia para datos funcionales
- Contrastes de bondad de ajuste basados en la correlación máxima de Hoe ffding
- Controlled Diffusion Processes with Markovian Switchings
- Cook's Distance in Polytomous Logistic Regression
- Default Bayesian Analysis of the Disability Model for the Progression of Stage IV Non-Small Cells Lung Cancer
- Delocation Models for Closing and Resizing Redundant Branches during Bank Restructuring
- Dependence Measures for Functional Observations
- Eficiencia de los contrastes tipo Phi-divergencias para modelos loglineales con restricciones de orden
- Empirical Best Estimation under a Nested Error Linear Regression Model with Log Transformation
- Empirical Likelihood Approach using Phi-divergences
- Equilibrium Strategies for a Tandem Network under Different Information Levels
- Estadístiques i prediccions macroeconòmiques en les comunitats autònomes
- Estimating Effiency
- Estimation of the Conditional Distribution of Two Censored gap Times based on a Nonparametric Approach
- Exchangeable Occupancy Models and Discrete Processes with the Generalized Uniform Order Statistics Property
- Extremality Stochastic Order and its Applications
- Heterogeneity in Bayesian Stochastic Frontier Models
- Heterogeneity in Bayesian Stochastic Frontier Models
- Heterogeneity in Bayesian Stochastic Frontier Models
- Heurísticas para el problema de planificación de la extracción de bloques en minas a cielo abierto
- Hierarchical Bayes Estimation of Poverty Indicators in Small Areas
- Hierarchical Bayes Small Area Estimation of Poverty Indicators
- Identifiability of the Two-State Batch Markovian Arrival Processes (BMAP)
- Index-based Dynamic Energy Management in a Multimode Sensor Network
- Inference of the Symmetry Point with Different Costs for the Specificity and Sensitivity
- Interpretabilidad de los clasificadores SVM para datos funcionales
- Maximum Likelihood Estimation of Stochastic Volatility Models Via Iterated Filtering
- Measuring the Extremality of a Curve
- Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting
- Model Validation for Multinomial Logistic Regression using the Cook's Distance
- Modeling Monthly Electricity Demand and Building MacroeconomiIc ndicators based on Electricity Consumption: Interaction between Monthly Econometric and Daily Time Series Models
- Modeling Monthly Electricity Demand: Interaction Between Monthly Econometric and Daily Time Series
- Modeling operational risk losses
- Models per les pèrdues en finances
- Multiple Break Detection in the Correlation Structure of Time Series
- Multiple Testing based on Depth
- Multivariate Copula Models in ROC Analysis
- On Bilateral Barters and Market Equilibrium
- On the Issue of How Many Variables to Use When Estimating Common Factors using the Kalman Fiter
- On the Issue of How Many Variables to Use when Estimating Common Factors Using the Kalman Filter
- On the Issue of how many Variables to use when Estimating Common Factors using the Kalman Filter
- On the p-Median Problem with Uncertainty in the Cost Matrix
- Optimal Portfolio Selection through Rotations
- Ordering Curves: Boxplots for Functional Data
- Outlier Detection in ARIMA and Seasonal ARIMA Models by Bayesian Information Type Criteria
- Pairwise Dynamic Time Warping for Event Data
- Portfolio Selection for Elliptically Distributed Assets
- Portfolio Selection through an Extremality Order
- Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children
- Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children
- Pyramidal Value for Directed Graph Restricted Games
- Redes sociales, acción colectiva y poder de votación
- Robust Classification for Functional Data Via Spatial Depth-Based Methods
- Robust Functional Classification for Time Series
- Seasonal Modulation Smoothing Mixed Models for Times Series Forecasting
- Several Ageing Notions of Sequential Order Statistics
- Single-index Model with Censored Data: A Comparative Study
- Small Area Estimation of General Parameters, with Application to Poverty Mapping
- Small Area Estimation of General Parameters, with Application to Poverty Mapping
- Smoothing and Forecasting Seasonal Time Series with P-Spline Mixed Models
- Sobre la identificabilidad del proceso de llegadas Markoviano en grupo con dos estados
- Some Index Policies for Stochastic Machine Maintenance Problems with Imperfect Maintenance and Performance Shocks
- Some Results on Ordering of Spacings from Two Samples
- Spatial Depth-Based Classification for Functional Data
- Spatial Depth-Based Classification for Functional Data
- Subsampling Inference for the Autocovariances and Autocorrelations of Long-Memory Heavy-Tailed Time Series
- Subsampling Inference for the Autocovariances and Autocorrelations of Long-Memory Time Series
- Sufficient Indexability Conditions for Real-state Restless Bandit Projects via Infinite-dimensional LP-based Partial Conservation Laws
- Test-statistics Based on Phi-divergence Measures for Trend in Proportions: An Alternative to the Cochran-Armitage Test
- The Estimation of Prediction Error in Functional Settings through Bootstrap Methods
- The Impact of the National Minimum Wage on the Labour Market Outcomes of Young Workers
- The Intrinsic and the Fractional Bayes Factors for Model Selection with Right Censored Weibull Responses
- Tuning Support Vector Machines using Variable Neighborhood Search
- Visualización en análisis de datos funcionales: boxplot funcional y SVM interpretable
- Wavelet-based Correlations: International Evidence between Stock Market and Oil Returns
- Why using a General Model in Solvency II is not a Good Idea
Projects
- Implantación de aplicaciones estadísticas avanzadas para la gestión de parques eólicos
- Métodos de suavizados flexibles y algoritmos eficientes en epidemoligía, demografía y medio ambiente
Supervised Theses
- Clasificación de la conducta suicida utilizando cuestionarios psicométricos
- Extremality in Multivariate Statistics
- Models and inference for population dynamics
- Restless bandit index policies for dynamic sensor scheduling optimization
- Robust estimation and outlier detection in linear models for grouped data
Working Papers
- A vector of Dirichlet processes
- Asymmetric long-run effects in the oil industry
- Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
- Bayesian modelling of bacterial growth for multiple populations
- Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
- Comparisons among spacings from two populations
- Discriminant analysis of multivariate time series using wavelets
- Forecasting aggregates and disaggregates with common features
- Lasso-type estimators for Semiparametric Nonlinear Mixed-Effects Models Estimation
- Modeling financial time series with the skew slash distribution
- More is not always better : back to the Kalman filter in dynamic factor models
- National minimum wage and labour market outcomes of young workers
- On the identifiability of the two-state BMAP
- Pairwise Dynamic Time Warping for Event Data
- Portfolio selection through and extremality stochastic order
- Pyramidal values
- Seasonal modulation mixed models for time series forecasting
- Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy
- Spatial depth-based classification for functional data