Outputs for STATISTICS Department (Year 2012)

Articles
 A Context Dependent Pair Hidden Markov Model for Statistical Alignment.
 A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
 A conditionally heteroskedastic independent factor model with an application to financial stock returns
 A matching prior for the shape parameter of the skewnormal distribution
 A multimarket approach for estimating a new Keynesian Phillips Curve
 A note on the structure of the quadratic subspace in discriminant analysis
 A short note on the monotonicity of the Erlang C formula in the HalfinWhitt regime
 Admission and routing of soft realtime jobs to multiclusters: Design and comparison of index policies
 Age of first suicide attempt in men and women: an admixture analysis
 An Experimental Evaluation of Three Classifiers for Use in SelfUpdating Face Recognition Systems
 Asymmetry, realised volatility and stock return risk estimates
 Bayesian Model Selection for Beta Autoregressive Processes
 Bayesian Software Reliability Prediction Using Software Metrics Information
 Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
 Can the HolmesRahe Social Readjustment Rating Scale (SRRS) be used as a suicide risk scale? : an exploratory study
 Can we evaluate the predictability of financial markets?
 Combining scales to assess suicide risk
 Comment on "The impact of minimum wage on employment in Poland", by Aleksandra Majchrowska and Zbigniew Zólkiewski
 Comments on: Some recent theory for autoregressive count time series by Dag Tjostheim. DISCUSSION
 Comparing quantile residual life functions by confidence bands
 Confirmatory factor analysis of the General Health Questionnaire (GHQ12) in Spanish adolescents
 Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
 Decision taking under pressure: evidence on football manager dismissals in Argentina and their consequences
 Discussion of "Analysing visual receptive fields through generalised additive models with interactions" by María Xose RodríguezAlvarez, Carmen CadarsoSuarez and Francisco Gonzalez
 Effect of a Smoking Ban and SchoolBased Prevention and Control Policies on Adolescent Smoking in Spain: A Multilevel Analysis
 Estimating GARCH volatility in the presence of outliers
 Exact goodnessoffit tests for censored data
 Fast EB method for estimating complex poverty indicators in large populations
 Improving quality of university rankings
 Imputación de ingresos en la Gran Encuesta Integrada de Hogares (geih) de 2010 = Income Imputation in the 2010 Great Integrated Household Survey (geih)
 Individual and contextual factors associated to smoking on school premises
 Markov modulation of a twosided reflected Brownian motion with application to fluid queues
 Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models
 Modeling the enrollment demand of masters programs for the Spanish public university system
 Multiple hypothesis testing and clustering with mixtures of noncentral tdistributions applied in microarray data analysis
 Nearestneighbors medians clustering
 Networks and collective action
 New formulation and a branchandcut algorithm for the multiple allocation phub median problem
 New results about weakly equivalent MAP2 and MAP3 processes
 Nutritional and psychofunctional status in elderly patients with Alzheimer's disease
 On the idempotency of some composite functors
 On the infinitesimal dispersion of multivariate Markov counting systems
 Optimal portfolios with minimum capital requirements
 Poisson loglinear modeling with linear constraints on the expected cell frequencies
 Portfolio selection through an extremality stochastic order
 Preliminary test estimators and phidivergence measures in pooling binomial data
 Regional wind power forecasting based on smoothing techniques, with application to the spanish peninsular system
 Reply to the commentary: "Regression residual vs. Bayesian analysis of medicinal floras"
 Revisiting several popular GARCH models with leverage effect: differences and similarities
 Robust depthbased estimation in the time warping model
 Ruin probabilities in a finitehorizon risk model with investment and reinsurance
 SAR models with nonparametric spatial trends : A Pspline approach
 Sequential order statistics: ageing and stochastic orderings
 Short or longterm contract? : firm's optimal choice
 Subsampling inference for the autocovariances and autocorrelations of longmemory heavy tailed linear time series
 Subsampling inference for the mean of heavytailed longmemory time series
 Suicide attempters classification: Toward predictive models of suicidal behavior
 Supervised classification for functional data: a weighted distance approach
 Tail index estimation in the presence of longmemory dynamics
 Tests for comparing time series of unequal lengths
 The decreasing percentile residual life ageing notion
 Time changes that result in multiple points in continuoustime Markov counting processes
 Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies
 Tracking Temporal Trend Breaks of Anthropogenic Change in Mussel Watch (MW) Databases
 Trends in ozone concentrations in the Iberian Peninsula by quantile regression and clustering
 Trimmed regions induced by parameters of a probability
 Twosided reflection of Markovmodulated Brownian motion
 Unit root bootstrap tests under infinite variance
Books
Book Chapters
 Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion. In: Economic Time Series: Modeling and Seasonality
 Explaining and Forecasting National Team Medals Totals at the Summer Olympic Games. In: International Handbook on the Economics of Megasporting Events
 Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach. In: Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo HernándezLerma
 Modelling the Skewed Exponential Power Distribution in Finance. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Conference Contributions
 A Context Dependent Pair Hidden Markov Model for Statistical Alignment
 A Radius Formulation for a pmedian Problem with Distance Selection
 A Single Index Model Procedure for Interpolation Intervals in Time Series
 A Vehicle Routing Model with Stop Nodes
 ABCMCMC Algorithms with QuasiLikelihoods
 Analysis of Dependence Evolution in Spanish Disabled Population through Funcional Data Analysis
 Aplicaciones de las técnicas de estimación de áreas pequeñas a partir de datos reales
 Asymmetric Longrun Effects in the Oil Industry
 Average Forest Value for Directed Graph Restricted Games
 Bayesian Modelling for Financial Time Series with Skewness and High Kurtosis with the Skew Slash Distribution
 Bayesian NonParametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH
 Bayesian Nonparametric Copulas for Multivariate Time Series
 Bivariate Density Approximation using Random Bernstein Polynomials
 Bootstrapping Prediction Intervals
 Boxplots for Functions based on Halfgraph Orders
 Comentarios sobre la estructura del espacio cuadrático en análisis discriminante
 Continuous Variable Neighborhood Search for tuning Support Vector Machines
 Contraste de independencia para datos funcionales
 Contrastes de bondad de ajuste basados en la correlación máxima de Hoe ffding
 Controlled Diffusion Processes with Markovian Switchings
 Cook's Distance in Polytomous Logistic Regression
 Default Bayesian Analysis of the Disability Model for the Progression of Stage IV NonSmall Cells Lung Cancer
 Delocation Models for Closing and Resizing Redundant Branches during Bank Restructuring
 Dependence Measures for Functional Observations
 Eficiencia de los contrastes tipo Phidivergencias para modelos loglineales con restricciones de orden
 Empirical Best Estimation under a Nested Error Linear Regression Model with Log Transformation
 Empirical Likelihood Approach using Phidivergences
 Equilibrium Strategies for a Tandem Network under Different Information Levels
 Estadístiques i prediccions macroeconòmiques en les comunitats autònomes
 Estimating Effiency
 Estimation of the Conditional Distribution of Two Censored gap Times based on a Nonparametric Approach
 Exchangeable Occupancy Models and Discrete Processes with the Generalized Uniform Order Statistics Property
 Extremality Stochastic Order and its Applications
 Heterogeneity in Bayesian Stochastic Frontier Models
 Heterogeneity in Bayesian Stochastic Frontier Models
 Heterogeneity in Bayesian Stochastic Frontier Models
 Heurísticas para el problema de planificación de la extracción de bloques en minas a cielo abierto
 Hierarchical Bayes Estimation of Poverty Indicators in Small Areas
 Hierarchical Bayes Small Area Estimation of Poverty Indicators
 Identifiability of the TwoState Batch Markovian Arrival Processes (BMAP)
 Indexbased Dynamic Energy Management in a Multimode Sensor Network
 Inference of the Symmetry Point with Different Costs for the Specificity and Sensitivity
 Interpretabilidad de los clasificadores SVM para datos funcionales
 Maximum Likelihood Estimation of Stochastic Volatility Models Via Iterated Filtering
 Measuring the Extremality of a Curve
 Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting
 Model Validation for Multinomial Logistic Regression using the Cook's Distance
 Modeling Monthly Electricity Demand and Building MacroeconomiIc ndicators based on Electricity Consumption: Interaction between Monthly Econometric and Daily Time Series Models
 Modeling Monthly Electricity Demand: Interaction Between Monthly Econometric and Daily Time Series
 Modeling operational risk losses
 Models per les pèrdues en finances
 Multiple Break Detection in the Correlation Structure of Time Series
 Multiple Testing based on Depth
 Multivariate Copula Models in ROC Analysis
 On Bilateral Barters and Market Equilibrium
 On the Issue of How Many Variables to Use When Estimating Common Factors using the Kalman Fiter
 On the Issue of How Many Variables to Use when Estimating Common Factors Using the Kalman Filter
 On the Issue of how many Variables to use when Estimating Common Factors using the Kalman Filter
 On the pMedian Problem with Uncertainty in the Cost Matrix
 Optimal Portfolio Selection through Rotations
 Ordering Curves: Boxplots for Functional Data
 Outlier Detection in ARIMA and Seasonal ARIMA Models by Bayesian Information Type Criteria
 Pairwise Dynamic Time Warping for Event Data
 Portfolio Selection for Elliptically Distributed Assets
 Portfolio Selection through an Extremality Order
 Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children
 Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children
 Pyramidal Value for Directed Graph Restricted Games
 Redes sociales, acción colectiva y poder de votación
 Robust Classification for Functional Data Via Spatial DepthBased Methods
 Robust Functional Classification for Time Series
 Seasonal Modulation Smoothing Mixed Models for Times Series Forecasting
 Several Ageing Notions of Sequential Order Statistics
 Singleindex Model with Censored Data: A Comparative Study
 Small Area Estimation of General Parameters, with Application to Poverty Mapping
 Small Area Estimation of General Parameters, with Application to Poverty Mapping
 Smoothing and Forecasting Seasonal Time Series with PSpline Mixed Models
 Sobre la identificabilidad del proceso de llegadas Markoviano en grupo con dos estados
 Some Index Policies for Stochastic Machine Maintenance Problems with Imperfect Maintenance and Performance Shocks
 Some Results on Ordering of Spacings from Two Samples
 Spatial DepthBased Classification for Functional Data
 Spatial DepthBased Classification for Functional Data
 Subsampling Inference for the Autocovariances and Autocorrelations of LongMemory HeavyTailed Time Series
 Subsampling Inference for the Autocovariances and Autocorrelations of LongMemory Time Series
 Sufficient Indexability Conditions for Realstate Restless Bandit Projects via Infinitedimensional LPbased Partial Conservation Laws
 Teststatistics Based on Phidivergence Measures for Trend in Proportions: An Alternative to the CochranArmitage Test
 The Estimation of Prediction Error in Functional Settings through Bootstrap Methods
 The Impact of the National Minimum Wage on the Labour Market Outcomes of Young Workers
 The Intrinsic and the Fractional Bayes Factors for Model Selection with Right Censored Weibull Responses
 Tuning Support Vector Machines using Variable Neighborhood Search
 Visualización en análisis de datos funcionales: boxplot funcional y SVM interpretable
 Waveletbased Correlations: International Evidence between Stock Market and Oil Returns
 Why using a General Model in Solvency II is not a Good Idea
Projects
 Implantación de aplicaciones estadísticas avanzadas para la gestión de parques eólicos
 Métodos de suavizados flexibles y algoritmos eficientes en epidemoligía, demografía y medio ambiente
Supervised Theses
 Clasificación de la conducta suicida utilizando cuestionarios psicométricos
 Extremality in Multivariate Statistics
 Models and inference for population dynamics
 Restless bandit index policies for dynamic sensor scheduling optimization
 Robust estimation and outlier detection in linear models for grouped data
Working Papers
 A vector of Dirichlet processes
 Asymmetric longrun effects in the oil industry
 Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
 Bayesian modelling of bacterial growth for multiple populations
 Closed queueing networks under congestion: nonbottleneck independence and bottleneck convergence
 Comparisons among spacings from two populations
 Discriminant analysis of multivariate time series using wavelets
 Forecasting aggregates and disaggregates with common features
 Lassotype estimators for Semiparametric Nonlinear MixedEffects Models Estimation
 Modeling financial time series with the skew slash distribution
 More is not always better : back to the Kalman filter in dynamic factor models
 National minimum wage and labour market outcomes of young workers
 On the identifiability of the twostate BMAP
 Pairwise Dynamic Time Warping for Event Data
 Portfolio selection through and extremality stochastic order
 Pyramidal values
 Seasonal modulation mixed models for time series forecasting
 Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy
 Spatial depthbased classification for functional data