Outputs for STATISTICS Department (Year 2021)
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Articles
- 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial
- A Model Selection Approach for Variable Selection with Censored Data
- A Stepwise Approach for High-Dimensional Gaussian Graphical Models
- A bayesian-deep learning model for estimating covid-19 evolution in Spain
- A bivariate two-state Markov modulated Poisson process for failure modeling
- A computational validation for nonparametric assessment of spatial trends
- A goodness-of-fit test for the functional linear model with functional response
- A map of the poor or a poor map?
- A projection multi-objective SVM method for multi-class classification
- A twist in Intimate Partner Violence Risk Assessment Tools: Gauging the contribution of exogenous and historical variables
- Accounting for dependent informative sampling in model-based finite population inference
- Accurate Confidence Regions for Principal Components Factors
- Accurate Prediction of Children's ADHD Severity Using Family Burden Information: A Neural Lasso Approach
- Analysis of an aggregate loss model in a Markov renewal regime
- Analysis of futures and spot electricity markets under risk aversion
- Automatic tempered posterior distributions for bayesian inversion problems
- Censored functional data for incomplete follow-up studies
- Contracts in electricity markets under EU ETS: a stochastic programming approach
- Cophenetic-based fuzzy clustering of time series by linear dependency
- Dating Violence Victimization among Adolescents in Europe: Baseline Results from the Lights4Violence Project
- Deep importance sampling based on regression for model inversion and emulation
- Depth and outliers for samples of sets and random sets distributions
- Distributional impact of monetary policy in the UK: from conventional to unconventional policy
- Estimating the COVID-19 prevalence in Spain with indirect reporting via open surveys
- Expectile depth: Theory and computation for bivariate datasets
- Exploring Option Pricing and Hedging via Volatility Asymmetry
- Factor extraction using Kalman filter and smoothing: This is not just another survey
- Functional modeling of high-dimensional data: a Manifold Learning approach
- Goodness of fit for models with intractable likelihood
- How patients with COVID-19 managed the disease at home during the first wave in Spain: A cross-sectional study
- How to explain the cross-section of equity returns through common principal components
- Impact of ADHD symptoms on family functioning, family burden and parents' quality of life in a hospital area in Spain
- Impact of Pandemic on European Well-Being: Visualizing Scenarios from the SHARE Database
- Influence of active and healthy ageing on quality of life changes: Insights from the comparison of three european countries
- Initializing k-means Clustering by Bootstrap and Data Depth
- Iterative variable selection for high-dimensional data: Prediction of pathological response in triple-negative breast cancer
- Living with Chronic Illness Scale: International validation through the classic test theory and Rasch analysis among Spanish-speaking populations with long-term conditions
- Nonparametric multiple regression estimation for circular response
- On a new procedure for identifying a dynamic common factor model = Sobre un nuevo procedimiento para identificar un modelo de factores comunes dinámicos
- On projection methods for functional time series forecasting
- On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19
- Out-of-sample prediction in multidimensional P-spline models
- Pull your small area estimates up by the bootstraps
- Recent advances in directional statistics
- Rejoinder on: recent advances in directional statistics
- Response mapping methods to estimate the EQ-5D-5L from the Western Ontario McMaster Universities Osteoarthritis in patients with hip or knee osteoarthritis
- Robust multivariate analysis for mixed-type data: Novel algorithm and its practical application in socio-economic research
- Segmental body composition estimated by specific BIVA and dual-energy X-ray absorptiometry
- Sequential detection of parameter changes in dynamic conditional correlation models
- Simultaneous monitoring of origin and scale in left-bounded processes via depth
- Smart visualization of mixed data
- Solving Poisson's equation for birth-death chains: structure, instability, and accurate approximation
- Stability and Instability of the MaxWeight Policy
- Subsampling and aggregation: a solution to the scalability problem in distance based prediction for mixed-type data
- The COSMO-Spain Survey: Three First Rounds of the WHO Behavioral Insights Tool
- The impact of immigration on the internal mobility of natives and foreign-born residents: evidence from Italy
- Time stable empirical best predictors under a unit-level model
- Towards a mathematical framework to inform neural network modelling via polynomial regression
- Unsupervised modelling of a transitional boundary layer
- Use of the p-values as a size-dependent function to address practical differences when analyzing large datasets
- Validation of the De Jong Gierveld Loneliness Scale, 6-item version, in a multiethnic population of Chilean older adults
- Visualizing Profiles of Large Datasets of Weighted and Mixed Data
- cat.dt: An R package for fast construction of accurate Computerized Adaptive Tests using Decision Trees
Book Chapters
- Health and wellbeing profiles across Europe. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras. In: Nuevo métodos de predicción económica con datos masivos
- Presentación. In: Análisis econométrico y big data
- Presentación. In: Nuevo métodos de predicción económica con datos masivos
- Una aplicación del análisis de series temporales funcionales a los precios horarios de la electricidad en el mercado MIBEL. In: Análisis Econométrico y Big Data
Conference Contributions
- A Nearest Neighbors Quadrature for Posterior Approximation via Adaptive Sequential Design
- A Networked Global Economy: The Role of Social Capital in Economic Growth
- O tratamento á vítima de delito sexual en España: a ineficacia do sistema de xustiza
- On the computation of marginal likelihood via mcmc for model selection and hypothesis testing
- Technology, Gender and COVID-19. Analysis of perceived health in adults and older people
Projects
- Cartografía de la pobreza bajo escenarios complejos
- Climate change and economic challenges for the Spanish society
- Contrato para la prestación de Servicios de Asesoramiento
- DIDONE - The Sources of Absolute Music: Mapping Emotions in Eighteenth-Century Italian Opera
- Estudio de la modificación de las tendencias de los fenómenos climáticos adversos por pedrisco y sus proyecciones a corto plazo como consecuencia del cambio climático
- Estudio sobre la Vulnerabilidad Social
- Machine Learning y ciencia de datos para pesca sostenible
- Modelo de Planificación de los Servicios de Practicaje Portuario
- Optimización bajo incertidumbre y control estocástico: aplicaciones a mercados estocásticos en el paradigma del Big Data
- Small Area Estimation Guidelines
Supervised Theses
- Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal
- Mediación conectada a los tribunales: aproximación a la mediación civil desde una perspectiva de calidad.
- New Models and Methods of Mathematical Optimization in Air Traffic Flow Management
Working Papers
- A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro
- A quantile based dimension reduction technique
- Anticipative information in a Brownian-Poisson market: the binary information
- Dynamic factor models: does the specification matter?
- Expecting the unexpected: economic growth under stress
- Integrated nested Laplace approximations for threshold stochastic volatility models
- Obstáculos que enfrentan las víctimas de delito social en las etapas del proceso penal = Drawbacks Faced by the Victims of Sexual Crime at Each Stage of the Criminal Proceeding: Spanish National Report RE-TREAT
- Optimal stopping of an Ornstein-Uhlenbeck bridge
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- Some results on optimally exercising American put options for time-inhomogeneous processes