Outputs for STATISTICS Department (Year 2014)

Articles
 A Quasi likelihood approximation of posterior distributions for likelihoodintractable complex models
 A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem
 A necessary power divergencetype family of tests for testing elliptical symmetry
 A new distance for data sets in a reproducing Kernel Hilbert Space Context
 A riskbased simulation and multiobjective optimization framework for the integration of distributed renewable generation and storage
 A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
 Allocation policies of redundancies in twoparallelseries and twoseriesparallel systems
 An integrated framework of agentbased modelling and robust optimization for microgrid energy management
 Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
 Bayesian modeling of bacterial growth for multiple populations
 Beranbased approach for singleindex models under censoring
 Big data y estadistica: ¿tendencia o cambio?
 Capital investment and managerial efficiency, a simple model for sport clubs
 Comments on: Extensions of some classical methods in change point analysis [book review]
 Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain
 Comparison of objective Bayes factors for variable selection in parametric regression models for survival analysis
 Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
 Fast training procedure for ViolaJones type object detectors using Laplacian clutter models
 Forensic Analysis of Venezuelan Elections during the Chávez Presidency
 Functional PCA and BaseLine Logit Models
 Gaussian weak classifiers based on cooccurring Haarlike features for face detection
 Generalizing the Mahalanobis distance via density kernels
 Identifiability of the MAP(2)/G/1 queueing system
 Inefficiency persistence and heterogeneity in Colombian electricity utilities
 Interpretable support vector machines for functional data
 LASSOtype estimators for semiparametric nonlinear mixedeffects models estimation
 Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
 Multiple break detection in the correlation structure of random variables
 New influence measures in polytomous logistic regression models based on phidivergence measures
 On idiosyncratic stochasticity of financial leverage effects
 On rank driven dynamical systems
 On the KaplanMeier estimator based on ranked set samples
 On the Properties of the SAVE Directions
 On the classifying space for proper actions of groups with cyclic torsion
 Outlier detection and robust estimation in linear regression models with fixed group effects
 Outliers, GARCHtype models and risk measures: a comparison of several approaches
 Overview of object oriented data analysis
 Pairwise dynamic time warping for event data
 Phidivergence statistics for the likelihood ratio order: an approach based on loglinear models
 Pyramidal values
 Regional inflation dynamics using spacetime models
 Rejoinder to the discussion of: Overview of objectoriented data analysis
 Robust functional supervised classification for time series
 Shape outlier detection and visualization for functional data: the outliergram
 Small area estimation of general parameters with application to poverty indicators: a hierarchical Bayes approach
 Spatial depthbased classification for functional data
 Stock return serial dependence and outofsample portfolio performance
 Suavizamiento controlado de tasas de mortalidad con Psplines: Aplicaciones para México y el Reino Unido = Smoothing controlled mortality rates Psplines: Applications to Mexico and the United Kingdom
 T(H)17 cells are increased in the peripheral blood of patients with SAPHO syndrome
 Testing for statistical arbitrage in credit derivatives markets
 Trajectory composition of Poisson time changes and Markov counting systems
 ¿Es la ecoinnovación una estrategia inteligente de especialización para Andalucía? Una aproximación desde el análisis multivariante
Books
 El riesgo de longevidad y su aplicación práctica a solvencia II: modelos actuariales avanzados para su gestión
 Proceedings of 47th SIS Scientific Meeting of the Italian Statistical Society
 The interrelationship between financial and energy markets
Book Chapters
 A dynamic pagerefresh index policy for web crawlers. In: ASMTA 2014: Analytical and Stochastic Modeling Techniques and Applications
 Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation
 Applications of Principal Component Analysis (PCA) in food science and technology. In: Mathematical and Statistical Methods in Food Science and Technology
 Can personal dependency paths help to estimate life expectancy free of dependency?. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance
 Risk factors in the oil industry: an upstream and downstream analysis. In: The interrelationship between financial and energy markets
Conference Contributions
 A Bayesian nonparametric modelling to estimate students' response to ICTinvestment
 A Dynamic PageRefresh Index Policy for Web Crawlers
 A bayesian nonparametric modelling to estimate students' response to ICT investment
 A directional multivariate VAR
 A directional multivariate Value at Risk
 A near optimal dynamic policy for cache refresh scheduling
 A new goodnessoffit process for VARMA(P,Q) Models
 A pairwise approach to model and forecast a large set of disaggregates with common trends
 A random walk test for functional time series
 An abc/quasilikelihood approach for linkage/gwas study of a Sardinian genetic isolate
 An overview of small area estimation methods for poverty mapping
 Can personal dependency paths help to estimate life expectancy free of dependency?
 Centrality and Social Capital dependence on network functionality: a game theoretical approach
 Comments on "A powerful simple model of moving deasonality for model based seasonal adjustment by D.F.Findley and D.P. Lytras"
 Consideraciones sobre la economia española: situacion actual y cuestiones pendientes
 Copulabased models for the analysis of glacier discharge at King George Island, Antarctica
 Correlation median for functions
 Dating multiple change points in the correlation matrix
 Dimensionality: curse or blessing? : an empirical assessment when estimating factors in DFM
 Dimensionality: curse or blessing? An empirical assessment when estimating factors in DFM
 Directional multivariate Value at Risk and copulas
 Dynamic principal components in the time domain for non stationery time series
 Empirical best estimation under a nested error linear regression model with log transformation
 Estimación del efecto causal del uso de ordenadores en los resultados delos estudiantes en la prueba PISA 2012
 Expectile trimming
 Failure modeling of an electrical Ncomponent framework by the nonstationaty Markovian arrival process
 Goodnessoffit for randomly censored data based on maximun correlation
 Highdimensional data analysis
 Homogeneity test for functional data based on depth measures
 IDMS: The Sardinian Index of Multiple Deprivation
 Improving the graphical lasso estimation for the precision matrix though roots of the sample covariance matrix
 Linear discriminant analysis based on penalized functional PLS
 Mejorando la Educación entre todos
 Nonparametric estimation of covariatespecific summary indices of ROC curves through regression models
 Nonparametric inference for covariatespecific summary indices of ROC curves
 One for all: nesting asymmetric stochastic volatility models
 One for all: nesting asymmetric stochastic volatility models
 Overcoming numerical instability in onestep policy improvement for admission and routing to queues with firm deadlines
 Pspline smoothing for functional data with spatial dependence
 Particle learning for Bayesian nonparametric Markov switching stochastic volatility model
 Particle learning for Bayesian nonparametric Markov switching stochastic volatility model
 Particle learning for Bayesian nonparametric stochastic volatility model
 Penalized splines: a flexible tool in Biostatistics
 Random walk testing for time series of functions
 Robust transmission expansion planning
 Robustness of phidivergence test statistics based on exponentiallytilted empirical likelihood estimators
 Semiparametric particle filters
 Small area estimation and poverty mapping procedures
 Smoothing and forecasting mortality rate.
 Spearman coefficient for functions
 Stochastic modellings in software reliability
 Strategic bidding of a large electricity consumer: a complementarity approach
 The Mahalanobis distance for functional data with applications to classification
 The Shapley group value
 The pairwise approach to model and forecast a large set of disaggregates with common trends
 The stochastic capacitated branch restructuring problem
 Two dimensional representation of functional data for outlier detection
 Two new concepts in video podcasts Minimalist slides and modular teaching minivideos
 Using PLS regression in the noisy functional data context
 Using complementarity modeling for planning and policy analysis of electricity & energy markets
 Visualization of shape outliers in functional data samples
 Zellnersiow priors for variablle selection with censored data
Projects
 Equilibrios óptimos en redes de gran tamaño
 Estudios sobre la vulnerabilidad social
 Implantación de una herramienta de monitorización estadística de parques eólicos
 Optimización regularizada: nuevos modelos y métodos en el análisis de big data
 Small area estimation in the structural survey
Supervised Theses
 Bayesian analysis of heterogeneity in stochastic frontier models
 Bootstrap forecasts of multivariate time series
 Dependence for Functional Data
 Goodness of fit in multivariate time series
 Modeling financial returns with skewslash innovations
 Recombining observations in cluster analysis: The SAGRA method.
 Spatial DepthBased Methods for Functional Data
Working Papers
 A Bayesian nonparametric modelling to estimate student response to ICT investment
 A Bootstrap Likelihood approach to Bayesian Computation
 A game theoretic approach to group centrality
 A projection method for multiobjective multiclass SVM
 An efficient asymptotic approach for testing monotone proportions assuming an underlying logit based order doseresponse model
 Bayesian estimation of a Dynamic Conditional Correlation model with multivariate SkewSlash innovations
 Best prediction under a nested error model with log transformation
 Functional outlier detection with a local spatial depth
 Generalized waldtype tests based on minimum density power divergence estimators
 Goodnessoffit test for randomly censored data based on maximum correlation
 Heterogeneous effects of risktaking on bank efficiency: a stochastic frontier model with random coefficients
 Homogeneity test for functional data based on depth measures
 Identification of asymmetric conditional heteroscedasticity in the presence of outliers
 Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix
 Independent components techniques based on kurtosis for functional data analysis
 Influence analysis of robust waldtype tests
 Outliers in multivariate Garch Models
 Particle learning for Bayesian nonparametric Markov Switching Stochastic Volatility model
 Phidivergence test statistics for testing the validity of latent class models for binary data
 Recombining partitions from multivariate data: a clustering method on Bayes factors
 Score driven asymmetric stochastic volatility models
 The pairwise approach to model a large set of disaggregates with common trends
 The uncertainty of conditional returns, volatilities and correlations in DCC models
 Wald type and phidivergence based teststatistics for isotonic binomial proportions