Outputs for STATISTICS Department (Year 2015)
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Articles
- A directional multivariate value at risk
- A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes
- A new minimal training sample scheme for intrinsic Bayes factors in censored data
- A new multiple single-nucleotide polymorphisms based predictive model for grades III to IV and extensive graft versus host disease after identical HLA-allogeneic stem-cell
- Analysis of robust optimization for decentralized microgrid energy management under uncertainty
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- Bayesian inference methods for univariate and multivariate GARCH Models: a Survey
- Bayesian nonparametric models of circular variables based on dirichlet process mixtures of normal distributions
- Bootstrap multi-step forecasts of non-Gaussian VAR models
- Classification of longitudinal data through a semiparametric mixed¿effects model based on lasso-type estimators
- Comparing two treatments in terms of the likelihood ratio order
- Correlations between oil and stock markets: A wavelet-based approach
- Data cloning estimation of GARCH and COGARCH models
- Diagnostics in a simple correspondence analysis model: An approach based on Cook's distance for log-linear models
- Discussion of "Multivariate functional outlier detection"
- Dynamic effects in inefficiency: evidence from the Colombian banking sector
- Effect of Influenza-Induced Fever on Human Bioimpedance Values
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses
- Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process
- Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
- Financial density selection
- Forecasting mortality rates: Mexico 2001-2010
- From cumulative cultural transmission to evidence-based medicine: evolution of medicinal plant knowledge in Southern Italy
- General variable neighborhood search applied to the picking process in a warehouse
- Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters
- Likelihood ratio comparisons among spacings related to both one or two samples
- Management efficiency in football: an empirical analysis of two extreme cases
- Modulation of genetic associations with serum urate levels by body-mass-index in humans
- Optimal centering and tolerance synthesis for non-independent and non-normal variables
- P-spline estimation of functional classification methods for improving the quality in the food industry
- Parameter uncertainty in multiperiod portfolio optimization with transaction costs
- Piercesare Secchi, Simone Vantini and Valeria Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan
- Profile identification via weighted related metric scaling: an application to dependent Spanish children
- Pure threshold strategies for a two-node tandem network under partial information
- Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking
- Restructuring bank networks after mergers and acquisitions: A capacitated delocation model for closing and resizing branches
- Robust tests for the equality of two normal means based on the density power divergence
- Robust transmission expansion planning
- Sae: An R Package for Small Area Estimation
- Short Personality and Life Event scale for detection of suicide attempters
- Small area estimation under a Fay-Herriot model with preliminary testing for the presence of random area effects
- Strategic bidding for a large consumer
- The Mahalanobis Distance for Functional Data With Applications to Classification
- Twenty years of P-splines
- Unscaled Bayes factors for multiple hypothesis testing in microarray experiments
- Using Cook's distance in polytomous logistic regression
- Wavelets-based clustering of air quality monitoring sites
Books
- Small area estimation
- The Risk of Longevity and its Practical Application to Solvency II: European Harmonization for Management Purposes
Book Chapters
- A subordinated stochastic process model. In: Bayesian statistics from methods to models and applications
- Bayesian inference of Markov processes. In: Wiley StatsRef: Statistics Reference Online
- Markov chain Monte Carlo, introduction. In: Wiley Stats Ref: Statistics Reference Online
- More is not always better: Kalman filtering in dynamic factor models. In: Unobserved components and time series econometrics
- The risk of longevity and it practical application to solvency II: European harmonization for management purposes. In: Julio Castelo Matrán, International Insurance Prize, VII
- Time series segmentation procedures to detect, locate and estimate change-points. In: Empirical economic and financial research: theory, methods and practice
Conference Contributions
- 22 years of forecasting experience at the Bulletin of Inflation and Macroeconomic Analysis
- A Markovian process representation of multiple testing
- A directional multivariate extremes identification[/expand]
- A new multiple single nucleotide polymorphisms based predictive model for grades III to IV and extensive Graft versus host disease after identical HLA allogenetic stemm cell transplantation
- A note on collinearity and centering in linear regression
- Adapting the Bernstein copula to modeling cylindrical and spherical data with applications
- An online application for applying functional data analysis without expert knowledge
- Average forest value for directed graph restricted games
- Bayesian analysis of the stationary MAP2
- Big data analysis from a statistical perspective: opportunities and challenges
- Big data and statistical advances
- Clasificación multinomial de datos funcionales mediante regresión penalizada de mínimos cuadrados parciales
- Conditional predictive p-values an ABC revisi
- Copula-based models for the analysis of glacier discharge at King George Island, Antarctica
- Correlations between oil and stock markets: a wavelet-based approach
- DPLN: data analysis in insurance and finance
- Dating multiple change points in time series correlations with applications to financial returns
- Depth and functional data analysis
- Detección de outliers en muy alta dimension : aplicacion al analisis de matrices de conectividad en neurociencias
- Directional approach to identify extremes
- Distances between functional samples based on depth measures
- Estimation of poverty in small areas under skewed distributions
- Evaluating organizational leadership in social networks
- Forecasting a large set of disaggregates with common trends and outliers
- Forecasting with generalized additive models
- Functional outlier detection with a local spatial depth
- Generalized dynamic principal components
- Generalized dynamic principal components
- High-dimensional outliers and depth: the outliergram
- Homogeneity test for functional data
- Influence of the dependence patterns in the reliability of the BMAP
- Modeling N electrical component failures using non-stationary Markovianarrival processes
- Modelización de fallos mediante el proceso MAP no estacionario = Failure modeling with the non-stationary MAP
- Multivariate risk measures: a directional approach for a value at risk
- Nuevas tendencias en la modelización actuarial: de los GAM a los métodos DB
- On risk processes controlled by investment and reinsurance
- Ponencia
- Poverty mapping at local level with suitable modelling of income
- Probabilistic Scheduling Model for Reduction of No-Showns in Psychiatric
- Proportional switching in FIFO networks
- Proportional switching in FIFO networks
- Random walk test for functional autoregressive processes of order one
- Regresión penalizada para datos funcionales con dependencia espacial
- Robust analysis of high-dimensional functional data
- Robust dynamic principal components
- Robust regression based on depth measures for the fMRI problem
- Small area estimation of complex parameters under complex sampling designs
- Spatial disaggregation of mortality data using penalized composite link mixed models
- Splines con penalizaciones: una herramienta flexible en bioestadística
- Statistical analysis of networks with R
- Stochastic bounds for times elapsed between successive failuresof components in reliability systems
- Supersaturated split-plot designs: construction and statistical modelling
- The conditional predictive $p-$value in ABC
- The non-stationary Markovian arrival process in failure modeling
- The pairwise approach to model and forecast a large set of disaggregates with common trends
- Un nuevo modelo predictivo basado en el perfil genómico de polimorfismos en genes de citocinas permite predecir la incidencia de EICR en trasplante hematopoyético alogénico
- Un nuevo modelo predictivo basado en el perfil genómico de porlimorfismos en genes de citocinas permite predecir la incidencia de EICR post-trasplante hematopoyético
- Using P-splines for variable selection in functional regression
Projects
- Chequeo metodológico y de resultados de análisis sobre eficacia de fusiones bancarias para crear valor al accionista y sociedad 1987-2003
- Demostración de técnicas de estimación en áreas pequeñas
- Estudio de mercado para aceptación e introducción de nuevos productos aseguradores dentro de la comunidad universitaria
- Estudio sobre la vulnerabilidad social
- GLMs aplicados al cálculo de la tasa de mortalidad
- Modelos aditivos generalizados para datos complejos y de alta dimensión
- Selección de factores en la gestión del riesgo. Contribuciones al sector asegurador con especial atención a dependencia y longevidad
Supervised Theses
- (Batch) Markovian arrival processes: the identifiability issue and other applied aspects
- Asymmetric stochastic volatility models
- Contributions to bayesian non-parametrics
- Distancias para datos funcionales= The Mahalanobis distance for functional data with applications in statistical problems
- Essays on forecasting with partial least squares methods
- FDA, RKHSS and information geometry methods for the analysis of time series and probablity distributions
- Flexible bayesian nonparametric priors an bayesian computational methods
- Functional linear models
- Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models
Working Papers
- A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT
- A Comparison of Small Area Estimation Methods for Poverty Mapping
- A Directional Multivariate Value at Risk
- A Random Walk Test for Functional Time Series
- A verification theorem for indexability of discrete time real statediscounted restless bandits
- Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter
- An analysis of the dynamics of efficiency of mutual funds
- D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
- Dating multiple change points in the correlation matrix
- Discovering common trends in a large set of disaggregates: statistical procedures and their properties
- Forecasting a large set of disaggregates with common trends and outliers
- Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries
- MGARCH models: tradeoff between feasibility and flexibility
- Model uncertainty and the forecast accuracy of ARMA models: A survey
- Monitoring multivariate variance changes
- On the importance of the probabilistic model in identifying the most decisive game in a tournament
- Penalized composite link mixed models for two-dimensional count data
- Penalized functional spatial regression
- Portfolio selection with proportional transaction costs and predictability
- Ranking Edges and Model Selection in High-Dimensional Graphs
- Retail competition with switching consumers in electricity markets
- Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk
- Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica
- Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
- Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance