Outputs for STATISTICS Department (Year 2013)
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Articles
- A necessary power divergence type family tests of multivariate normality
- A single-index model procedure for interpolation intervals in time series
- A vector of Dirichlet processes
- Accuracy of specific BIVA for the assessment of body composition in the United States population
- Asymptotic properties of a goodness-of-fit test based on maximum correlations
- Bioprospecting: evolutionary implications from a post-Olmec pharmacopoeia and the relevance of widespread Taxa
- Change-point detection in multinomial data using phi-divergence test statistics
- Choosing a random distribution with prescribed risks
- Closed queueing networks under congestion: nonbottleneck independence and bottleneck convergence
- Comments on: Short-term forecasting the daily load curve for residential electricity usage in the smart grid [book review]
- Comparing univariate and multivariate models to forecast portfolio Value-at-Risk
- Consumption of the dietary flavonoids quercetin, luteolin and kaempferol and overall risk of cancer -a review and meta-analysis of the epidemiological data
- Contract design and supply chain coordination in the electricity industry
- DepthTools: an R package for a robust analysis of gene expression data
- Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases
- Empirical copulas for consecutive survival data
- Extreme-based clustering of environmental time series
- Forecasting aggregates and disaggregates with common features
- Functional analysis techniques to improve similarity matrices in discrimination problems
- Gathering radio messages in the path
- Generation investment equilibria with strategic producers : part II, case studies
- Generation investment equilibria with strategic producers. Part I: formulation
- Hypothesis testing in a generic nesting framework for general distributions
- IMP-3 expression in keratoacanthomas and squamous cell carcinomas of the skin: an immunohistochemical study
- Interacting multiple try algorithms with different proposal distributions
- Introduction to flash indicators
- Likelihood ratio order of spacings from two heterogeneous samples
- Maximum likelihood estimation for conditional distribution single-index models under censoring
- Monitoring correlation change in a sequence of random variables
- Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions
- Oil price asymmetric effects: answering the puzzle in international stock markets
- On the generalization of the mahalanobis distance
- Optimal centering and tolerance design for correlated variables
- Prediccion de clusters de series temporales demográficas
- Prevalence of anaemia associated with chronic obstructive pulmonary disease: study of associated variables
- Psychometrical assessment and item analysis of the General Health Questionnaire in victims of terrorism
- Reinforcement learning for microgrid energy management
- Revealing Rival Marginal Offer Prices Via Inverse Optimization
- Size matters: optimal calibration of shrinkage estimators for portfolio selection
- Small area estimation with spatio-temporal Fay-Herriot models
- Software Reliability Modeling with Software Metrics Data via Gaussian Processes
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
- Solving discretely-constrained nash-cournot games with an application to power markets
- Statistical signal extraction and filtering
- Surveying FIFA instructors' behavioral intention toward the Multimedia Teaching Materials
- Testing statistical hypotheses based on the density power divergence
Books
Book Chapters
- Decreasing percentile residual life aging notion: properties and estimation. In: Stochastic orders in reliability and risk : in honor of Professor Moshe Shaked
- Default priors based on pseudo-likelihoods for the Poisson-GPD Model. In: Advances in theoretical and applied statistics
- Estimación del efecto casual del uso de ordenadores en los resultados de los estudiantes en el test PISA 2012. In: PISA 2012. Volumen II, Análisis secundario
- Finding outliers in linear and nonlinear time series. In: Robustness and complex data structures
- Risk measures and stochastic orders using integrals of distorted quantile functions. In: Recent developments in modeling and applications in statistics
- Sampla spacings with applications in multiple-outlier models. In: Stochastic orders in reliability and risk : in honor of Professor Moshe Shaked
Conference Contributions
- A Bayesian perspective of the Generalized Symmetry point, and optimal criterion for classification in diagnostic tests
- A bayesian non-parametric approach to asymmetric dynamis conditional correlation model with application to portfolio selection
- A default proposal distribution for ABA-MCMC
- A processor-sharing heuristic for multipath congestion control
- A review of poverty mapping procedures
- A stochastic mixed 0-1 formulation for the capacitated bank network restructuring model
- A stochastic mixed 0-1 formulation for the capacitated branch restructuring model
- A stochastic mixed 0-1 model for the capacitated branch restructuring problem with uncertanty
- Adjustement of overdispersion models using loglinear models
- Aproximacion de alto orden asintotico para el contraste de significacion bayesiano de hipotesis nulas puntuales con parametros molestos
- Bayesian analysis of dynamic effects in inefficiency: Evidence from the Colombian banking sector
- Bayesian analysis of dynamic effects in inefficiency: evidence from the colombian banking sector
- Bayesian analysis of the MAP_2/G/1 queueing system
- Bootstrap random walk test for functional time series
- Bootstrap random walk tests for functional time series
- COMEDIAN para datos funcionales
- Caracterización y estimación del proceso MAP no estacionario
- Coalitional games for the management of anonymous access in online social networks
- Comparing generalized pareto models fitted to extreme observation: an application to the largest temperatures in Spain
- Configuracion optima entre las componentes de sistemas paralelo-series y series-paralelo utilizando ordenaciones estocásticas
- Continuous-state restless bandits, indexability, and infinite-dimensional linear programming
- Dimension reduction in functional data classification
- Directional depth and extremality for multivariate observations
- Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
- Dynamic factor models
- Dynamic principal components in time domain
- Estimación del punto de simetría generalizado para la clasificación en los tests de disgnostico continuos
- Estimadores de minima Phi-divergencia en modelos loglineales con modelos de muestreo complejo. Aplicaion para el modelo de Althman y Cohen.
- Factor models for multivariate time series analysis
- Forecasting disaggregates by sectors and regions: the case of inflation in the Euro area and in Spain
- Forecasting disaggregates by sectors and regions: the case of inflation in the Euro area and in Spain
- Forecasting disaggregates by sectors and regions: the case of inflation in the euro area and Spain
- Funtores homotopicos idempotentes y espacios clasificadores
- Generation investment equilibria with strategic producers in an Electricity Pool: An EPEC Approach
- Group power, centrality and social capital
- GsymPoint: An R Package for estimating the Generalized Symmetry Point as the optimal cutpoint
- Home advantage and the importance of an away goal in a two-legged knockout tournament
- Home advantage and the impotance of an away goal in a two-legged knockout tournament
- Idempotent functors and classifying spaces
- Improving the quality of biscuit production: application of different functional data analysis approaches
- Increased peripheral T(H)17 Cells in SAPHO syndrome: a novel target for treatment?
- Mapping spaces of nilpotent spaces and idempotent functors
- Model-based estimation of poverty indicators for small areas: overview
- Modelling volatility and correlations
- Multidimensional P-spline interacton mixed models for predicting aboveground in poplar short-rotation coppiece
- Multiple break detection in the correlation structure of random variables
- Nested bariable neighborhood search for classification and clustering
- Nesting asymmetric stochastic volatility models
- Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions
- Nonparametric inference for covariate adjusted summary indices of ROC curves
- Outliers in multivariate GARCH models
- P-spline mixed models: a Flexible approach for spatio-temporal data
- Particle learning for bayesian non-parametric Markov switching stochastic volatility models with financial applications
- Poder y centralidad de grupos
- Pyramidal values
- Quasi-likelihood for "intractable" posteriors
- Reducción de la dimensión en clasificación con datos funcionales
- Robust analysis of high-dimensional data
- Robust lasso variable selection for functional data
- Robust tests of hypothesis: the density power divergence approach
- Robust unit root tests with autoregressive innovations
- Selección de variables con LASSO en regresión funcional
- Set estimation
- Small area estimation under a Fay-Herriot model with preliminary testing for the presence of random area effects
- Some index policies for stochastic machine maintenance problems with imperfect maintenance and performance shocks
- Spatial depth-based outlier detection for functional data
- Spatial depth-based outlier detection for functional data
- Spatio-temporal seasonal data modelling and forecasting with penalized smooth ANOVA models
- Statistical estimation of non-stationary MAP2s
- Statistical methods for detecting electoral anomalies: the example of Venezuela
- Stochastic leverage models via iterated filtering
- Subsampling inference for the autocorrelations of GARCH processes
- Supply chain coordination under uncertainty in the electricity industry
- The Mahalanobis distance for functional data with applications to classification
- The Mahalanobis distance for functional data with applications to classification
- The disaggegation map approach to identify non-pervasive common features in a large set of disaggregates
- The uncertainty of conditional correlations in DCC models
Projects
- Asesoría matemático/estadística sobre el algoritmo AppGree
- Assesment on small area estimation methods
- Estudio econométrico sobre los mercados locales relevantes de distribución de carburantes. Fase II
- Estudio sobre las posibles variables macroeconómicas que puedan anticipar la siniestralidad en el ramo de salud en España
- Estudios sobre vulnerabilidad social: boletines
- Small area estimation in the structural survey
Supervised Theses
- Parameter uncertainty in portfolio optimization
- Time series segmentation procedures to detect, locate and estimate change-points
Working Papers
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- A Kendall correlation coefficient for functional dependence
- A new goodness-of-fit process for varma (p,q) models: construction and empirical properties
- Bayesian analysis of dynamic effects in inefficiency: evidence from the Columbian banking sector
- Bayesian inference and data cloning in population projection matrices
- Bayesian multivariate Bernstein polynomial density estimation
- Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- Co-jumps and Markov counting systems in random environments
- Correlations between oil and stock markets: a wavelet-based approach
- Data cloning estimation of GARCH and COGARCH models
- Dependency evolution in Spanish disabled population : a functional data analysis approach
- Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
- Exchangeable occupancy models and discrete processes with the generalized uniform order statistics property
- Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines
- Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain
- How to boost the PhD labour market? : facts from the R&D and innovation policies side
- Lasso variable selection for functional regression
- Modelling long term trend and local spatial correlation : a mixed penalized spline and spatial econometrics approach
- Multiperiod portfolio selection with transaction and market-impact costs
- Multivariate risk measures : a constructive approach based on selections
- National minimum wage and employment of young workers in the UK
- On idiosyncratic stochasticity of financial leverage effects
- One for all: nesting asymmetric stochastic volatility models
- Parameter uncertainty in multiperiod portfolio optimization with transaction costs
- Predictability of stock market activity using Google search queries
- Recombining partitions via unimodality tests
- Spearman coefficient for functions
- The Mahalanobis distance for functional data with applications to classification
- The Shapley group value
- The change-point problem and segmentation of processes with conditional heteroskedasticity
- Trajectory composition of Poisson time changes and Markov counting systems