Outputs for STATISTICS Department (Year 2016)
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Articles
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- A Bayesian non-parametric modeling to estimate student response to ICT investment
- A Bootstrap Likelihood Approach to Bayesian Computation
- A comparison of small área estimation methods for poverty mapping
- A new time-varying concept of risk in a changing climate
- A random forest application to contact-state classification for robot programming by human demonstration
- A robust closed-form estimator for the GARCH(1,1) model
- A test for normality based on the empirical distribution function
- Analytical issues regarding the lack of identifiability of the non-stationary MAP2
- Assessment of groups in a network organization based on the Shapley group value
- Asymmetric latent semantic indexing for gene expression experiments visualization
- Bayesian analysis of a disability model for lung cancer survival
- Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
- Birth registration and child undernutrition in sub-saharan Africa
- Clustering seasonal time series using extreme value analysis: an application to Spanish temperature time series
- Common seasonality in multivariate time series
- Computerized Adaptive Test vs. decision trees: Development of a support decision system to identify suicidal behavior
- Dependence patterns for modeling simultaneous events
- Effect of the competitive growth of Lactobacillus sakei MN on the growth kinetics of Listeria monocytogenes Scott A in model meat gravy
- Electricity price forecasting by averaging dynamic factor models
- Evaluating the performance of the skewed distributions to forecast Value at Risk in the global financial crisis
- Frontiers in VaR forecasting and backtesting
- Functional boxplots based on epigraphs and hypographs
- Functional outlier detection by a local depth with application to NOx levels
- Generalized dynamic principal components
- Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies
- Identification of asymmetric conditional heteroscedasticity in the presence of outliers
- Improving impulsivity assessment using movement recognition: A pilot study
- Monitoring multivariate variance changes
- Multiperiod portfolio optimization with multiple risky assets and general transaction costs
- Multivariate risk measures: a constructive approach based on selections
- Nonidentifiability of the Two-State BMAP
- On the uniform consistency of the zonoid depth
- Penalized composite link models for aggregated spatial count data: A mixed model approach
- Penalized versions of functional PLS regression
- Remote sensing estimates and measures of uncertainty for forest variables at different aggregation levels
- Robust unit root tests with autoregressive errors
- The asthma-anxiety connection
- The stochastic capacitated branch restructuring problem
- The uncertainty of conditional returns, volatilities and correlations in DCC models
- Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula
- Wavelet-Based Clustering of Sea Level Records
Books
- El impacto económico y social de las Universidades públicas madrileñas en la región. Análisis en el corto plazo
- Nonparametric Statistics: 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), Cádiz, June / Ricardo Cao, Wenceslao González Manteiga, Juan Romo editors
Book Chapters
- Empirical bayes and hierarchical bayes estimation of poverty measures for small areas. In: Analysis of poverty data by small area methods
- Small- versus big-data factor extraction in dynamic factor models: an empirical assessment. In: Dynamic factor models
- Whittle's index policy for multi-target tracking with jamming and nondetections. In: Analytical and Stochastic Modelling Techniques and Applications. ASMTA 2016. Lecture Notes in Computer Science
Conference Contributions
- A bootstrap approach for Generalized autocontour testing
- A bootstrap approach for generalized autocontour testing
- A procedure for clustering time series
- An Application of the Extreme Value Theory in the Estimating of Liquidity Risk
- Analyzing dependence for multivariate functional data
- Analyzing dependence for multivariate functional data
- Analyzing high-dimensional functional data
- Antimicrobial properties of RGO modified with Polysulfone Brushes and their nanocomposites
- Applying supersaturated designs under restricted randomization to a tribocorrosion experiment
- Approximate bayesian computation for phase-type distributions
- Asymmetric stochastic volatility models: properties and estimation
- Capital injection strategy in the classical risk process controlled by reinsurance and investment in the financial market
- Colinealidad y tipificacion en regresión lineal
- Common seasonality in multivariate time series
- Common seasonality in multivariate time series
- Dependence patterns related to the BMAP
- Determining the number of factors after stationary univariate transformations
- Directional multivariate extremes in environmental phenomena
- Disaggregation of spatial and spatio-temporal counts in epidemiology: a penalized composite link model approach
- Discovering common trends in a large set of disaggregates: statistical procedures and their properties
- Energy industry's market value and oil price
- Energy industry's market value and oil price
- Estimation of directional multivariate extremes at high level
- Fast estimation of adaptive P-spline models
- Functional modelling of reset processes in Resistive Random AccessMemories (RRAMs)
- Goodness of fit in ABC setting
- Goodness-of-fit tests for models with functional data
- Inferencia bayesiana para modelos GARCH con errores SNI
- MGARCH models: trade-off between feasibility and flexibility
- Measuring the uncertainty of principal components in dynamic factor models
- Modelling Stock Dependence using Factor Copulas
- Modelling high dimensional stock dependence using factor copulas
- Modelling high dimensional stock dependence using factor copulas
- Multi-classification of human body motions from acceleration curves
- Nonparametric density estimation with directional data under rotational symmetry
- Optimal restricted-randomised response surface designs allowing for pure-error estimation of the variance components
- Outlier detection in high-dimensional time series
- Outlier detection in high-dimensional time series
- Poverty mapping in small areas under a twofold nested error regression model
- Rank-regularized estimation of mixtures of multivariate von Mises
- Recent advances in robust statistics
- Recent advances in robust statistics
- Retail equilibrium with switching consumers in electricity markets
- Robust and scalable methods in fMRI statistical analysis
- Small area estimation of general parameters under complex sampling designs
- Smooth composite link modles for spatio-temporal dissagregation of epidemiological data
- Spatio-temporal adaptive penalized splines with application to Neuroscience
- Statistical techniques for the analysis of complex biomedical signals
- Supersaturated multi-stratum designs: construction and modelling
- The Spanish Economic Perspectives
- The memory of extrapolating P-splines
- The memory of extrapolating P-splines
- The role of the loss function in value‐at‐risk comparisons
- Un algoritmo de optimización multiobjetivo para el diseño de experimentos deestratos multiples
- Un teorema de verificacion para la indexabilidad de restless bandits con estado real
Projects
- "Big data" y datos complejos en Empresa y Finanzas
- Asesoría técnica en herramientas matemáticas y estadísticas
- Cartografía de la pobreza con alta precisión
- Indicadores económicos: predicción con incertidumbre e inestabilidad
Supervised Theses
- Bootstrap forecast densities in univariate and multivariate volatility models
- Discovering common features in a large set of disaggregates. Methodology, modeling and forecasting
- Dynamic portfolio selection with transaction costs and estimation error
- Essays on Expected Equity Returns and Volatility: Modeling and Prediction
- Estimación de Tablas de Mortalidad Dinámicas y Análisis Actuarial del Riesgo de Longevidad
- Gráficos de control EWMA adaptativos con parámetro de suavizado variable en el tiempo.
- New estimation methods for high dimensional inverse covariance matrices
- Smooth Generalized Linear Models for Aggregated Data
- Support vector machine tools for multi-class classification problems
- The Multivariate Directional Approach: High Level Quantile Estimation and Applications to Finance and Environmental Phenomena
- Topics in density forecast in stationary parametric unvariate time series models
Working Papers
- A Bootstrap Approach for Generalized Autocontour Testing
- A Partial parametric path algorithm for multiclass classification
- A generative angular model of protein structure evolution
- ABC and Hamiltonian Monte-Carlo methods in COGARCH models
- D-Trace precision matrix estimator with eigenvalue control
- Determining the number of factors after stationary univariate transformations
- Directional multivariate extremes in environmental phenomena
- Efficiency evaluation of Spanish hotel chains
- Measuring the uncertainty of Principal Components in Dynamic Factor Models
- Model uncertainty approach in mortality projection with model assembling methodologies
- Modelling latent trends from spatio-temporally grouped data using composite link mixed models
- Monitoring variance by EWMA charts with time varying smoothing parameter
- Small area estimation of general parameters under complex sampling designs
- Vine copula models for predicting water flow discharge in Antarctic glaciers