Outputs for STATISTICS Department (Year 2018)
|
Articles
- A Markov chain representation of the multiple testing problem
- A Note on Collinearity Diagnostics and Centering
- A goodness-of-fit test for VARMA(p, q) models
- A novel predictive approach for GVHD after allogeneic SCT based on clinical variables and cytokine gene polymorphisms
- A variant of the Geo/G/1 queues with disasters and general repair times
- A wide review on exponentiality tests and two competitive proposals with application on reliability
- Assessing the variability in transmission of bovine tuberculosis within Spanish cattle herds
- Bayesian modeling of two- and three-species bacterial competition in milk
- Bias correction for time series factor models
- Combining Entropy Measures for Anomaly Detection
- Control charts based on parameter depths
- D-trace estimation of a precision matrix using adaptive Lasso penalties
- Data learning from big data
- Density estimation of circular data with Bernstein polynomials
- Derivative estimation for longitudinal data analysis: examining features of blood pressure measured repeatedly during pregnancy
- El proceso penal, mecanismo ineficaz de compensación a la víctima: un estudio de campo = The criminal procedure, an ineffective compensation mechanism for the victim: a field study
- Empirical best prediction under a nested error model with log transformation
- Evaluating attention-deficit/hyperactivity disorder using ecological momentary assessment: a systematic review
- Evaluating the strategic behavior of cement producers: An equilibrium problem with equilibrium constraints
- Forecasting financial short time series
- Forensic analysis of Turkish elections in 2017-2018
- MGARCH models: Trade-off between feasibility and flexibility
- Multidimensional risk in a nonstationary climate: joint probability of increasingly severe warm and dry conditions
- On Building Online Visualization Maps for News Data Streams by Means of Mathematical Optimization
- On Mathematical Optimization for the visualization of frequencies and adjacencies as rectangular maps
- On Visualizing Mixed-Type Data: A Joint Metric Approach to Profile Construction and Outlier Detection
- Portfolio selection with proportional transaction costs and predictability
- Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions.
- Reply
- Retail Equilibrium with Switching Consumers in Electricity Markets.
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk
- Short-term association between outdoor air pollution and osteoporotic hip fracture.
- Small area estimation of general parameters under complex sampling designs
- Uncertainty and density forecasts of ARMA models: comparison of asymptotic, bayesian and bootstrap procedures
- Unsupervised scalable statistical method for identifying influential users in online social networks
- Vine copula models for predicting water flow discharge at King George Island, Antarctica
- Visualizing data as objects by DC (difference of convex) optimization
- WHODAS 2.0 as a measure of severity of illness: results of a FLDA Analysis
- Weather conditions and their effect on seasonality of incident osteoporotic hip fracture
Books
- La eficacia de la reparación a la víctima en el proceso penal a través de las indemnizaciones. Un estudio de campo en la Comunidad de Madrid
- Mathematical and statistical methods for actuarial sciences and finance
Book Chapters
- Band depths based on multiple time instances. In: The mathematics of the uncertain: a tribute to Pedro Gil
- Fraud Detection, Electoral. In: Wiley StatsRef: Statistics Reference Online
- Latest advances on Objective Bayesian model selection for survival regression. In: BIOSTAT at 25: invited essays in theoretical, biomedical and social statistics
- Mortality projection using Bayesian model averaging. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
- On the combination of depth-based ranks. In: The mathematics of the uncertain: a tribute to Pedro Gil
- Smoothing-based tests with directional random variables . In: The mathematics of the uncertain: a tribute to Pedro Gil
- Toroidal diffusions and protein structure inference. In: Applied directional statistics: modern methods and case studies
- Using deepest dependency paths to enhance life expectancy estimation. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Conference Contributions
- A general framework for pediction in multidimensional smoothing
- Bayesian hierarchical vine copula models for the analysis of glacier discharge
- Data cloning estimation for asymmetric stochastic volatility models
- Derivative estimation for longitudinal data analysis: examining features of blood preassure measured repeatedly during pregnancy
- Enhancing interpretability in factor analysis by means of mathematical optimization
- Estimating threshold stochastic volatility models using integrated nested Laplace approximations
- Estimation, imputation and prediction for the functional linear model with scalar response with missing responses
- Functional data analysis of resistive switching processes
- Growth, heterogeneous technological interdependence, and spatial externalities: theory and evidence
- Influence of grouping in the sparse-group lasso regularization method
- Looking for gender bias
- MINLP to visualize dynamic proximities and frequencies
- Multivariate outlier detection with robust Mahalanobis distance based on shrinkage
- New developments on robustness and functional data analysis
- Non-invasive Detection and Monitoring of Sustained Glycemic Fluctuations using Mm-Wave Spectroscopy
- Nuevos modelos de optimización matemática para la gestión del tráfico aéreo
- On optimal tests for rotational symmetry against new classes of hyperspherical distributions
- On robust nonparametric techniques for dealing with the analysis of high dimensional data
-
Panorama
estadístico sobre el trabajo doméstico: situación jurídico-laboral y socioeconómica - Prediction regions for interval-valued time series
- Quantile consumption-capital asset pricing model
- Simultaneous and correlated events modelled by the Batch Markov-Modelated Poisson Process
- The sparse group LASSO regularization method in quantile regression models
- Using deepest dependency paths to enhance life expectancy estimation
- Variational inference for high dimensional structured factor copulas
Projects
- Análisis exploratorio Log Files
- Creación del Servicio de Estudios y Análisis de Datos del Consejo General de la Abogacía Española
- Cátedra DATA SCIENCE
- Diseño, desarrollo metodológico y elaboración de estimaciones de la tasa de riesgo de pobreza por islas aplicando técnicas de estimación en áreas pequeñas para el Instituto de Estadística de las Islas Baleares
- El valor de la información: estrategias óptimas y control estocástico
- Explotación estadística de las bases de datos de la empresa ADCOMM CENTURY
- Funding agreement between the UN ECONOMIC AND SOCIAL COMMISSION FOR WESTERN ASIA (UN-ESCWA) AND UNIVERSITY CARLOS III DE MADRID: "Poverty mapping in Palestine by use of small area estimation and recent expenditure survey and census data".
- Gestion eficiente de demandas en Smart Grids basada en modelos análiticos y Big Data
- Modelización estadística para el dimensionamiento del almacenamiento energético. Grid To Data (G2D)
- Nuevos modelos de predicción y optimización bajo incertidumbre en el entorno del Data Science
- Predicción de variable macroeconómicas del País Vasco utilizando indicadores basados en extracción de señales mediante el filtro del Kalman: utilización de variables con distintas frecuencias, construcción de gráficos de abanico y predicción conjunta.
- Riesgos operacionales
Working Papers
- A short note on "Anticipative Portfolio Optimization"
- An overview of uniformity tests on the hypersphere
- El impacto económico y social de las Universidades públicas madrileñas en la región : análisis en el corto y largo plazo
- Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
- Estimation of the common component in Dynamic Factor Models
- Growth in Stress
- On optimal tests for rotational symmetry against new classes of hyperspherical distributions
- Variational Inference for high dimensional structured factor copulas