activities

• articles 

  • The robustification of distance-based linear models: some proposals (06/2024)
  • Transfer learning in multiple hypothesis testing (01/2024)
  • Adherence, frequency, and long-term follow-up of video game-based treatments in patients with attention-deficit/hyperactivity disorder: A systematic review (11/2023)
  • Age of Information Cost Minimization with No Buffers, Random Arrivals and Unreliable Channels: A PCL-Indexability Analysis (10/2023)
  • Cost-sensitive probabilistic predictions for support vector machines (10/2023)
  • Density kernel depth for outlier detection in functional data (10/2023)
  • Derivative curve estimation in longitudinal studies using P-splines (10/2023)
  • Consistent comparison of symptom-based methods for COVID-19 infection detection (09/2023)
  • High expectations on phase locking: Better quantifying the concentration of circular data (09/2023)
  • Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (09/2023)
  • Implicit institutional incentives and individual decisions: Causal inference with deep learning models (09/2023)
  • Model uncertainty quantification in Cox regression (09/2023)
  • Multidimensional adaptive P-splines with application to neurons' activity studies (09/2023)
  • Direct versus iterated multiperiod Value-at-Risk forecasts (07/2023)
  • Risk management of energy communities with hydrogen production and storage technologies (07/2023)
  • A Bayesian spatial temporal model for predicting passengers occupancy at Beijing Metro (06/2023)
  • A neural network-based distributional constraint learning methodology for mixed-integer stochastic optimization (06/2023)
  • Band depth based initialization of K-means for functional data clustering (06/2023)
  • A Multi-Criteria Decision Aid Tool for Radiopharmaceutical Selection in Tau PET Imaging (04/2023)
  • A fast epigraph and hypograph-based approach for clustering functional data (04/2023)
  • Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models (04/2023)
  • Markovian Restless Bandits and Index Policies: A Review (04/2023)
  • On data-driven chance constraint learning for mixed-integer optimization problems (04/2023)
  • Perception of innovation in Spain (04/2023)
  • Spatial extreme model for rainfall depth: application to the estimation of IDF curves in the Basque country (04/2023)
  • COVID-19 Prediction Using Black-Box Based Pearson Correlation Approach (03/2023)
  • Data-driven stabilizations of goodness-of-fit tests (03/2023)
  • Joint optimization of sales-mix and generation plan for a large electricity producer (03/2023)
  • Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing (03/2023)
  • On constrained smoothing and out-of-range prediction using P-splines: A conic optimization approach (03/2023)
  • Systematic Review on Diagnostic Reference Levels for Computed Tomography Examinations in Radiation Therapy Planning (03/2023)
  • What drives industrial energy prices? (03/2023)
  • Mathematical Assessment of Machine Learning Models Used for Brain Tumor Diagnosis (02/2023)
  • A global indicator to track well-being in the silver and golden age (01/2023)
  • Computer-Aided Detection and Classification of Monkeypox and Chickenpox Lesion in Human Subjects Using Deep Learning Framework (01/2023)
  • From snapshots to manifolds - a tale of shear flows (01/2023)
  • La evaluación del desempeño de la mediación intrajudicial como instrumento para la calidad de la mediación en el sistema de justicia (01/2023)
  • Marginal likelihood computation for model selection and hypothesis testing: an extensive review (01/2023)
  • On the safe use of prior densities for Bayesian model selection (01/2023)
  • Pareto optimal prediction intervals with hypernetworks (01/2023)
  • Research patterns in communication (2009-2019): testing female representation and productivity differences, within the most cited authors and the field (01/2023)
  • The systematic review of artificial intelligence applications in breast cancer diagnosis (01/2023)
  • Applicability of American College of Radiology appropriateness criteria decision-making model for acute appendicitis diagnosis in children (12/2022)
  • Clinical Modelling of RVHF Using Pre-Operative Variables: A Direct and Inverse Feature Extraction Technique (12/2022)
  • Correction to: Anticipative information in a Brownian-Poisson market (12/2022)
  • Diagnostic AI and cardiac diseases (12/2022)
  • Forced to play too many matches? A deep-learning assessment of crowded schedule (12/2022)
  • Looking for COVID side effects in the EU through the analysis of health and behavioural profiles (12/2022)
  • The capacity of Artificial Intelligence in COVID-19 response: A review in context of COVID-19 screening and diagnosis (12/2022)
  • The zonoid region parameter depth (12/2022)
  • Trading contact tracing efficiency for finding patient zero (12/2022)
  • Analysis of prior aspirin treatment on in-hospital outcome of geriatric COVID-19 infected patients (11/2022)
  • Anticipative information in a Brownian-Poisson market (11/2022)
  • Fuzzy-based PROMETHEE method for performance ranking of SARS-CoV-2 IgM antibody tests (11/2022)
  • MCMC-driven importance samplers (11/2022)
  • Perfiles sociosanitarios de personas con discapacidad en función de la gravedad de la dependencia, la discapacidad y la vulnerabilidad familiar = Socio-sanitary Profiles of People with Disabilities According to the Severity of Dependency, Disability, and Family Vulnerability (11/2022)
  • Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer"s optimal trading (11/2022)
  • Dynamic mixed data analysis and visualization (10/2022)
  • Iain David Currie (1946-2022) [OBITUARY] (10/2022)
  • Scaled Torus Principal Component Analysis (10/2022)
  • Data Depth and Multiple Output Regression, the Distorted M-Quantiles Approach (09/2022)
  • Depth-based reconstruction method for incomplete functional data (09/2022)
  • Detecting and classifying outliers in big functional data (09/2022)
  • Direct estimation of prediction intervals for solar and wind regional energy forecasting with deep neural networks (09/2022)
  • Social diffusion sources can escape detection (09/2022)
  • A generalized linear joint trained framework for semi-supervised learning of sparse features (08/2022)
  • Deep neural networks for the quantile estimation of regional renewable energy production (08/2022)
  • Localization processes for functional data analysis (08/2022)
  • A stochastic order for interval valued random mappings and applications (07/2022)
  • Attention deficit hyperactivity disorder assessment based on patient behavior exhibited in a car video game: A pilot study (07/2022)
  • Bots influence opinion dynamics without direct human-bot interaction: the mediating role of recommender systems (07/2022)
  • Developing serious video games to treat attention deficit hyperactivity disorder: Tutorial guide (07/2022)
  • Multi-Gear Bandits, Partial Conservation Laws, and Indexability (07/2022)
  • Estimation of poverty and inequality in small areas: review and discussion (06/2022)
  • Goodness-of-fit tests for multiple regression with circular response (06/2022)
  • On mathematical optimization for clustering categories in contingency tables (06/2022)
  • Depthgram: Visualizing outliers in high-dimensional functional data with application to fMRI data exploration (05/2022)
  • Dynamic factor models: Does the specification matter? (05/2022)
  • Editorial on S.I. "Advances in Measuring Health and Wellbeing" in the International Journal of Environmental Research and Public Health (05/2022)
  • Integrated Depths for Partially Observed Functional Data (05/2022)
  • Optimality in noisy importance sampling (05/2022)
  • Clustering electricity consumers: challenges and applications for operating smart grids (04/2022)
  • Contract design in electricity markets with high penetration of renewables: a two-stage approach (04/2022)
  • Fast partial quantile regression (04/2022)
  • Social relations and health in older people in Spain using SHARE survey data (04/2022)
  • Validation of the Spanish version of the Memory Failures of Everyday questionnaire in older adults using Rasch analysis (04/2022)
  • Different routes or methods of application for dimensionality reduction in multicenter studies databases (03/2022)
  • Evaluation of the lights4violence program: reduction in machismo and acceptance of violence among adolescents in Europe (03/2022)
  • Modeling latent spatio-temporal disease incidence using penalized composite link models (03/2022)
  • Usability of classic and specific bioelectrical impedance vector analysis in measuring body composition of children (03/2022)
  • Ageing perception as a key predictor of self-rated health by rural older people: a study with gender and inclusive perspectives (02/2022)
  • Optimal pricing for electricity retailers based on data-driven consumers' price-response (02/2022)
  • Robust adjusted discriminant analysis based on shrinkage with application to geochemical and environmental fields (02/2022)
  • An Exhaustive Variable Selection Study for Linear Models of Soundscape Emotions: Rankings and Gibbs Analysis (01/2022)
  • Robust multivariate control chart based on shrinkage for individual observations (01/2022)
  • Visualizing health and well-being inequalities among older Europeans (01/2022)
  • A computational validation for nonparametric assessment of spatial trends (12/2021)
  • Accurate Confidence Regions for Principal Components Factors (12/2021)
  • On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19 (12/2021)
  • Simultaneous monitoring of origin and scale in left-bounded processes via depth (12/2021)
  • cat.dt: An R package for fast construction of accurate Computerized Adaptive Tests using Decision Trees (12/2021)
  • A bayesian-deep learning model for estimating covid-19 evolution in Spain (11/2021)
  • A map of the poor or a poor map? (11/2021)
  • Living with Chronic Illness Scale: International validation through the classic test theory and Rasch analysis among Spanish-speaking populations with long-term conditions (11/2021)
  • On projection methods for functional time series forecasting (11/2021)
  • 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial (10/2021)
  • A twist in Intimate Partner Violence Risk Assessment Tools: Gauging the contribution of exogenous and historical variables (10/2021)
  • Cophenetic-based fuzzy clustering of time series by linear dependency (10/2021)
  • Factor extraction using Kalman filter and smoothing: This is not just another survey (10/2021)
  • Towards a mathematical framework to inform neural network modelling via polynomial regression (10/2021)
  • Unsupervised modelling of a transitional boundary layer (10/2021)
  • Use of the p-values as a size-dependent function to address practical differences when analyzing large datasets (10/2021)
  • Deep importance sampling based on regression for model inversion and emulation (09/2021)
  • Goodness of fit for models with intractable likelihood (09/2021)
  • Nonparametric multiple regression estimation for circular response (09/2021)
  • Subsampling and aggregation: a solution to the scalability problem in distance based prediction for mixed-type data (09/2021)
  • A projection multi-objective SVM method for multi-class classification (08/2021)
  • Out-of-sample prediction in multidimensional P-spline models (08/2021)
  • Time stable empirical best predictors under a unit-level model (08/2021)
  • Distributional impact of monetary policy in the UK: from conventional to unconventional policy (07/2021)
  • Expectile depth: Theory and computation for bivariate datasets (07/2021)
  • Impact of ADHD symptoms on family functioning, family burden and parents' quality of life in a hospital area in Spain (07/2021)
  • Initializing k-means Clustering by Bootstrap and Data Depth (07/2021)
  • A goodness-of-fit test for the functional linear model with functional response (06/2021)
  • Accurate Prediction of Children's ADHD Severity Using Family Burden Information: A Neural Lasso Approach (06/2021)
  • Analysis of futures and spot electricity markets under risk aversion (06/2021)
  • Response mapping methods to estimate the EQ-5D-5L from the Western Ontario McMaster Universities Osteoarthritis in patients with hip or knee osteoarthritis (06/2021)
  • Smart visualization of mixed data (06/2021)
  • Validation of the De Jong Gierveld Loneliness Scale, 6-item version, in a multiethnic population of Chilean older adults (06/2021)
  • Analysis of an aggregate loss model in a Markov renewal regime (05/2021)
  • Censored functional data for incomplete follow-up studies (05/2021)
  • How patients with COVID-19 managed the disease at home during the first wave in Spain: A cross-sectional study (05/2021)
  • How to explain the cross-section of equity returns through common principal components (05/2021)
  • Impact of Pandemic on European Well-Being: Visualizing Scenarios from the SHARE Database (05/2021)
  • Sequential detection of parameter changes in dynamic conditional correlation models (05/2021)
  • The COSMO-Spain Survey: Three First Rounds of the WHO Behavioral Insights Tool (05/2021)
  • A bivariate two-state Markov modulated Poisson process for failure modeling (04/2021)
  • Automatic tempered posterior distributions for bayesian inversion problems (04/2021)
  • Contracts in electricity markets under EU ETS: a stochastic programming approach (04/2021)
  • Estimating the COVID-19 prevalence in Spain with indirect reporting via open surveys (04/2021)
  • Exploring Option Pricing and Hedging via Volatility Asymmetry (04/2021)
  • Influence of active and healthy ageing on quality of life changes: Insights from the comparison of three european countries (04/2021)
  • Segmental body composition estimated by specific BIVA and dual-energy X-ray absorptiometry (04/2021)
  • Stability and Instability of the MaxWeight Policy (04/2021)
  • Visualizing Profiles of Large Datasets of Weighted and Mixed Data (04/2021)
  • A Model Selection Approach for Variable Selection with Censored Data (03/2021)
  • Accounting for dependent informative sampling in model-based finite population inference (03/2021)
  • Depth and outliers for samples of sets and random sets distributions (03/2021)
  • Recent advances in directional statistics (03/2021)
  • Rejoinder on: recent advances in directional statistics (03/2021)
  • Dating Violence Victimization among Adolescents in Europe: Baseline Results from the Lights4Violence Project (02/2021)
  • Functional modeling of high-dimensional data: a Manifold Learning approach (02/2021)
  • Robust multivariate analysis for mixed-type data: Novel algorithm and its practical application in socio-economic research (02/2021)
  • The impact of immigration on the internal mobility of natives and foreign-born residents: evidence from Italy (02/2021)
  • Iterative variable selection for high-dimensional data: Prediction of pathological response in triple-negative breast cancer (01/2021)
  • On a new procedure for identifying a dynamic common factor model = Sobre un nuevo procedimiento para identificar un modelo de factores comunes dinámicos (01/2021)
  • Pull your small area estimates up by the bootstraps (01/2021)
  • Solving Poisson's equation for birth-death chains: structure, instability, and accurate approximation (01/2021)
  • A Fast-Pivoting Algorithm for Whittle's Restless Bandit Index (12/2020)
  • An alternative semiparametric model for spatial panel data (12/2020)
  • Fast two-stage computation of an index policy for multi-armed bandits with setup delays (12/2020)
  • Improving the Teaching of Hypothesis Testing Using a Divide-and-Conquer Strategy and Content Exposure Control in a Gamified Environment (12/2020)
  • Models for Expected Returns with Statistical Factors (12/2020)
  • On optimal tests for rotational symmetry against new classes of hyperspherical distributions (12/2020)
  • The role of school social support and school social climate in dating violence victimization prevention among adolescents in Europe (12/2020)
  • Adaptive quadrature schemes for bayesian inference via active learning (11/2020)
  • Shuffle, cut, and learn: Crypto Go, a card game for teaching cryptography (11/2020)
  • Variational inference for high dimensional structured factor copulas (11/2020)
  • Visualizing Inequality in Health and Socioeconomic Wellbeing in the EU: Findings from the SHARE Survey (11/2020)
  • A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series (10/2020)
  • Complementarity, not optimization, is the language of markets (10/2020)
  • Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction (10/2020)
  • Lipschitz lower semicontinuity moduli for linear inequality systems (10/2020)
  • Objective assessment of Attention-Deficit Hyperactivity Disorder (ADHD) using an infinite runner-based computer game: A pilot study (10/2020)
  • A mathematical approach to assess research diversity: operationalization and applicability in communication sciences, political science, and beyond (09/2020)
  • Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection (09/2020)
  • A dirichlet process prior approach for covariate selection (08/2020)
  • Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children (08/2020)
  • Correction to: Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children (08/2020)
  • Evaluating the influence of country characteristics on the Higher Education System Rankings' progress (08/2020)
  • A probabilistic patient scheduling model for reducing the number of no-shows (07/2020)
  • Adaptive EWMA-S2 control charts with adaptive smoothing parameter (07/2020)
  • Adaptive sparse group LASSO in quantile regression (07/2020)
  • Discounted optimal stopping of a brownian bridge, with application to american options under pinning (07/2020)
  • Multi-machine preventive maintenance scheduling with imperfect interventions: A restless bandit approach (07/2020)
  • The relationship among the age at menarche, anthropometric characteristics, and socio-economic factors in Bengali girls from Kolkata, India (07/2020)
  • Data cloning estimation for asymmetric stochastic volatility models (06/2020)
  • Patient No-Show Prediction: A Systematic Literature Review (06/2020)
  • Prediction regions for interval¿valued time series (06/2020)
  • Variable selection with P-splines in functional linear regression: application in graft-versus-host disease. (06/2020)
  • A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (05/2020)
  • A robust procedure to build dynamic factor models with cluster structure (05/2020)
  • A transaction-cost perspective on the multitude of firm characteristics (05/2020)
  • A verification theorem for threshold-indexability of real-state discounted restless bandits (05/2020)
  • Automatic elimination of the pectoral muscle in mammograms based on anatomical features (05/2020)
  • EPEC approach for finding optimal day-ahead bidding strategy equilibria of multi-microgrids in active distribution networks (05/2020)
  • Hierarchical clustering for smart meter electricity loads based on quantile autocovariances (05/2020)
  • Limited attention, salience of information and stock market activity (05/2020)
  • Video games for the assessment and treatment of attention-deficit/hyperactivity disorder: a systematic review (05/2020)
  • Feasibility of a Virtual reality-based psychoeducational tool (VRight) for depressive patients (04/2020)
  • Merged Tree-CAT: A fast method for building precise computerized adaptive tests based on decision trees (04/2020)
  • A general framework for prediction in penalized regression (02/2020)
  • Robust regression based on shrinkage with application to Living Environment Deprivation (02/2020)
  • A class of Itô diffusions with known terminal value and specified optimal barrier (01/2020)
  • A probabilistic patient scheduling model with time variable slots (01/2020)
  • Agustín Maravall: An interview with the International Journal of Forecasting (01/2020)
  • Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation (01/2020)
  • Estimating non-stationary common factors : implications for risk sharing (01/2020)
  • Estimation of proportions in small areas: application to the labour force using the Swiss Census Structural Survey (01/2020)
  • Response to Cummins and Finaret (2019) (01/2020)
  • Special volume on `Recent Developments in Queueing Theory' of the third ECQT conference: part 2 (01/2020)
  • A combinatorial model to optimize air traffic flow management problems (12/2019)
  • Detecting outliers in multivariate volatility models: a wavelet procedure (12/2019)
  • Fitting procedure for the two-state Batch Markov modulated Poisson process (11/2019)
  • Insider information and its relation with the arbitrage condition and the utility maximization problem (11/2019)
  • Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (11/2019)
  • Rank tests for functional data based on the epigraph, the hypograph and associated graphical representations (11/2019)
  • Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (10/2019)
  • Enhancing Interpretability in Factor Analysis by Means of Mathematical Optimization (10/2019)
  • Long term care insurance pricing in Spanish population: a functional data approach (10/2019)
  • Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas (10/2019)
  • Editorial: Special volume on "Recent Developments in Queueing Theory" of the third ECQT conference (09/2019)
  • Funding, is it key for standing out in the university rankings? (09/2019)
  • Nutritional status of Ugandan school-children: The effect of age imprecision (09/2019)
  • Roahd package: robust analysis of high dimensional data (08/2019)
  • Clustering time series by linear dependency (07/2019)
  • Correction to: Foreword special issue Deaf 2019-Maf 2018 (07/2019)
  • Early, Non-Invasive Sensing of Sustained Hyperglycemia in Mice Using Millimeter-Wave Spectroscopy (07/2019)
  • The adaptive market hypothesis in the high frequency cryptocurrency market (07/2019)
  • The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum and its financial risk (07/2019)
  • Visualization of complex dynamic datasets by means of mathematical optimization (07/2019)
  • Bayesian forecasting of UEFA Champions League under alternative seeding regimes (06/2019)
  • Bootstrap parametric GB2 and bootstrap nonparametric distributions for studying shiga toxin-producing Escherichia coli strains growth rate variability (06/2019)
  • Evaluating groups with the generalized Shapley value (06/2019)
  • Growth in stress (06/2019)
  • Parallel Metropolis-Hastings Coupler (06/2019)
  • Rejoinder on: Data science, big data and statistics (06/2019)
  • A Kendall correlation coefficient between functional data (05/2019)
  • A class of bivariate regression models for discrete and/or continuous responses (05/2019)
  • A new diagnostic tool for VARMA(p,q) models (05/2019)
  • An alternative measure of positive correlation (05/2019)
  • Author Correction: Unsupervised Scalable Statistical Method for Identifying Influential Users in Online Social Networks (05/2019)
  • Does a country/region's economic status affect its universities' presence in international rankings? (05/2019)
  • On the estimation of extreme directional multivariate quantiles (05/2019)
  • On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (05/2019)
  • Stochastic modeling of Random Access Memories reset transitions (05/2019)
  • An Iterative Sparse-Group Lasso (04/2019)
  • Data science, big data and statistics (04/2019)
  • Modeling and forecasting the oil volatility index (04/2019)
  • Computerized adaptive test and decision trees: A unifying approach (03/2019)
  • Efficiency evaluation of hotel chains: a Spanish case study (03/2019)
  • Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random (03/2019)
  • Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems (03/2019)
  • Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization (03/2019)
  • Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (02/2019)
  • Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (02/2019)
  • Locating service facilities with concave variable cost (02/2019)
  • Optimal sales-mix and generation plan in a two-stage electricity market (02/2019)
  • Spanish adaptation of the Dimensional Anhedonia Rating Scale (DARS) (02/2019)
  • A generalized mixed model for skewed distributions applied to small area estimation (01/2019)
  • Foreword special issue Deaf 2019-Maf 2018 (01/2019)
  • How functional data can enhance the estimation of health expectancy: the case of disabled Spanish population (01/2019)
  • Langevin diffusions on the torus: estimation and applications (01/2019)
  • Las nuevas oportunidades del Big Data para las instituciones financieras (01/2019)
  • Particle learning for Bayesian semi-parametric stochastic volatility model (01/2019)
  • Small area estimation methods for poverty mapping: a selective review (01/2019)
  • Two-Stage Bayesian Approach for GWAS With Known Genealogy (01/2019)
  • A goodness-of-fit test for VARMA(p, q) models (12/2018)
  • A variant of the Geo/G/1 queues with disasters and general repair times (12/2018)
  • 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 (12/2018)
  • Evaluating attention-deficit/hyperactivity disorder using ecological momentary assessment: a systematic review (12/2018)
  • Multidimensional risk in a nonstationary climate: joint probability of increasingly severe warm and dry conditions (11/2018)
  • Reply (11/2018)
  • Empirical best prediction under a nested error model with log transformation (10/2018)
  • Forensic analysis of Turkish elections in 2017-2018 (10/2018)
  • Short-term association between outdoor air pollution and osteoporotic hip fracture. (10/2018)
  • Vine copula models for predicting water flow discharge at King George Island, Antarctica (10/2018)
  • A wide review on exponentiality tests and two competitive proposals with application on reliability (09/2018)
  • Combining Entropy Measures for Anomaly Detection (09/2018)
  • Portfolio selection with proportional transaction costs and predictability (09/2018)
  • Derivative estimation for longitudinal data analysis: examining features of blood pressure measured repeatedly during pregnancy (08/2018)
  • A novel predictive approach for GVHD after allogeneic SCT based on clinical variables and cytokine gene polymorphisms (07/2018)
  • Assessing the variability in transmission of bovine tuberculosis within Spanish cattle herds (06/2018)
  • D-trace estimation of a precision matrix using adaptive Lasso penalties (06/2018)
  • On Building Online Visualization Maps for News Data Streams by Means of Mathematical Optimization (06/2018)
  • Data learning from big data (05/2018)
  • Small area estimation of general parameters under complex sampling designs (05/2018)
  • Unsupervised scalable statistical method for identifying influential users in online social networks (05/2018)
  • Visualizing data as objects by DC (difference of convex) optimization (05/2018)
  • Density estimation of circular data with Bernstein polynomials (04/2018)
  • Forecasting financial short time series (04/2018)
  • Uncertainty and density forecasts of ARMA models: comparison of asymptotic, bayesian and bootstrap procedures (04/2018)
  • Bayesian modeling of two- and three-species bacterial competition in milk (03/2018)
  • On Visualizing Mixed-Type Data: A Joint Metric Approach to Profile Construction and Outlier Detection (03/2018)
  • Retail Equilibrium with Switching Consumers in Electricity Markets. (03/2018)
  • WHODAS 2.0 as a measure of severity of illness: results of a FLDA Analysis (03/2018)
  • Weather conditions and their effect on seasonality of incident osteoporotic hip fracture (03/2018)
  • A Markov chain representation of the multiple testing problem (02/2018)
  • Bias correction for time series factor models (02/2018)
  • MGARCH models: Trade-off between feasibility and flexibility (02/2018)
  • On Mathematical Optimization for the visualization of frequencies and adjacencies as rectangular maps (02/2018)
  • A Note on Collinearity Diagnostics and Centering (01/2018)
  • Control charts based on parameter depths (01/2018)
  • Evaluating the strategic behavior of cement producers: An equilibrium problem with equilibrium constraints (01/2018)
  • Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions. (01/2018)
  • Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (01/2018)
  • Adaptive EWMA control charts with time-varying smoothing parameter (12/2017)
  • Bayesian Analysis of the Stationary MAP2 (12/2017)
  • Physical capacity and energy expenditure of cavers (12/2017)
  • Robust bootstrap forecast densities for GARCH returns and volatilities (11/2017)
  • Threshold stochastic volatility: Properties and forecasting (11/2017)
  • Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix (10/2017)
  • 2nd special issue on robust analysis of complex data (09/2017)
  • Combining Multivariate Volatility Forecasts: An Economic-Based Approach (09/2017)
  • Cournot-Stackelberg games in competitive delocation (09/2017)
  • A Generative Angular Model of Protein Structure Evolution (08/2017)
  • Comparative study of pencil-and-paper and electronic formats of GHQ-12, WHO-5 and PHQ-9 questionnaires (08/2017)
  • Determining the number of factors after stationary univariate transformations (08/2017)
  • Distance-weighted discrimination of face images for gender classification (08/2017)
  • P-value calibration in multiple hypotheses testing (08/2017)
  • Using Improved Directions of Negative Curvature for the Solution of Bound-Constrained Nonconvex Problems (08/2017)
  • A One-Sample per Individual Face Recognition Algorithm Based on Multiple One-Dimensional Projection Lines (07/2017)
  • Fuzzy clustering of time series using extremes (07/2017)
  • Las mujeres victimas de violencia de genero, atendidas en el servicio ATENPRO. (07/2017)
  • Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica (07/2017)
  • Dating multiple change points in the correlation matrix (06/2017)
  • Improving polynomial estimation of the Shapley value by stratified random sampling with optimum allocation (06/2017)
  • On the importance of the probabilistic model in identifying the most decisive games in a tournament (06/2017)
  • Testing for voter rigging in small polling stations (06/2017)
  • Minimum Wage and Employment: Escaping the Parametric Straitjacket (05/2017)
  • Some criticism to a general model in Solvency II: an explanation from a clustering point of view (05/2017)
  • Computerized adaptive tests: A decision tree approach. Reply to "Einstein, measurement, and prediction" by Gibbons et al. (04/2017)
  • Functional Principal Component Regression and Functional Partial Least-squares Regression: An Overview and a Comparative Study (04/2017)
  • Goodness-of-fit test for randomly censored data based on maximum correlation (04/2017)
  • Proportional Switching in First-in, First-out Networks (04/2017)
  • A multi-objective coordinate-exchange two-phase local search algorithm for multi-stratum experiments (03/2017)
  • Do investors price industry risk? Evidence from the cross-section of the oil industry (03/2017)
  • Fast and robust estimators of variance components in the nested error model (03/2017)
  • Microsoft Kinect-based Continuous Performance Test: An Objective Attention Deficit Hyperactivity Disorder Assessment (03/2017)
  • Objective Bayesian modelling of insurance risks with the skewed Student-t distribution (03/2017)
  • Smooth additive mixed models for predicting aboveground biomass (03/2017)
  • User profiles of an electronic mental health tool for ecological momentary assessment: MEmind (03/2017)
  • Dependence evolution in the Spanish disabled population: a functional data analysis approach (02/2017)
  • Energy expenditure in caving (02/2017)
  • Homogeneity test for functional data (02/2017)
  • Nutritional evaluation of undocumented children: a neglected health issue affecting the most fragile people (02/2017)
  • On the estimation of functional random effects (02/2017)
  • Poverty mapping in small areas under a two-fold nested error regression model (02/2017)
  • Reverse ethnopharmacology and drug discovery (02/2017)
  • The taste of heat: How humoral qualities act as a cultural filter for chemosensory properties guiding herbal medicine (02/2017)
  • Variable Neighborhood Search strategies for the Order Batching Problem (02/2017)
  • Bayesian inference and data cloning in the calibration of population projection matrices (01/2017)
  • Directional multivariate extremes in environmental phenomena (01/2017)
  • Ecological assessment of clinicians antipsychotic prescription habits in psychiatric inpatients: a novel web-and Mobile Phone-based prototype for a dynamic clinical decision support system (01/2017)
  • Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American Economies and the USA (01/2017)
  • Generalized Dynamic Principal Components (vol 111, pg 1121, 2016) (01/2017)
  • La vulnerabilidad social y la exclusión digital de las personas atendidas (01/2017)
  • Prediction of functional data with spatial dependence: a penalized approach (01/2017)
  • Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis (01/2017)
  • Computerized Adaptive Test vs. decision trees: Development of a support decision system to identify suicidal behavior (12/2016)
  • Improving impulsivity assessment using movement recognition: A pilot study (12/2016)
  • Monitoring multivariate variance changes (12/2016)
  • The asthma-anxiety connection (11/2016)
  • The stochastic capacitated branch restructuring problem (11/2016)
  • A new time-varying concept of risk in a changing climate (10/2016)
  • Common seasonality in multivariate time series (10/2016)
  • Dependence patterns for modeling simultaneous events (10/2016)
  • Multivariate risk measures: a constructive approach based on selections (10/2016)
  • A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (08/2016)
  • Analytical issues regarding the lack of identifiability of the non-stationary MAP2 (08/2016)
  • Asymmetric latent semantic indexing for gene expression experiments visualization (08/2016)
  • Electricity price forecasting by averaging dynamic factor models (08/2016)
  • Multiperiod portfolio optimization with multiple risky assets and general transaction costs (08/2016)
  • Penalized composite link models for aggregated spatial count data: A mixed model approach (08/2016)
  • The uncertainty of conditional returns, volatilities and correlations in DCC models (08/2016)
  • Birth registration and child undernutrition in sub-saharan Africa (07/2016)
  • A Bootstrap Likelihood Approach to Bayesian Computation (06/2016)
  • A test for normality based on the empirical distribution function (06/2016)
  • Remote sensing estimates and measures of uncertainty for forest variables at different aggregation levels (06/2016)
  • A robust closed-form estimator for the GARCH(1,1) model (05/2016)
  • Clustering seasonal time series using extreme value analysis: an application to Spanish temperature time series (05/2016)
  • Effect of the competitive growth of Lactobacillus sakei MN on the growth kinetics of Listeria monocytogenes Scott A in model meat gravy (05/2016)
  • Penalized versions of functional PLS regression (05/2016)
  • Frontiers in VaR forecasting and backtesting (04/2016)
  • Functional outlier detection by a local depth with application to NOx levels (04/2016)
  • A random forest application to contact-state classification for robot programming by human demonstration (03/2016)
  • Assessment of groups in a network organization based on the Shapley group value (03/2016)
  • Identification of asymmetric conditional heteroscedasticity in the presence of outliers (03/2016)
  • Nonidentifiability of the Two-State BMAP (03/2016)
  • Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula (03/2016)
  • A Bayesian non-parametric modeling to estimate student response to ICT investment (02/2016)
  • Bayesian analysis of a disability model for lung cancer survival (02/2016)
  • Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies (02/2016)
  • Wavelet-Based Clustering of Sea Level Records (02/2016)
  • A comparison of small área estimation methods for poverty mapping (01/2016)
  • Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements (01/2016)
  • Evaluating the performance of the skewed distributions to forecast Value at Risk in the global financial crisis (01/2016)
  • Functional boxplots based on epigraphs and hypographs (01/2016)
  • Generalized dynamic principal components (01/2016)
  • On the uniform consistency of the zonoid depth (01/2016)
  • Robust unit root tests with autoregressive errors (01/2016)
  • A new multiple single-nucleotide polymorphisms based predictive model for grades III to IV and extensive graft versus host disease after identical HLA-allogeneic stem-cell (12/2015)
  • Parameter uncertainty in multiperiod portfolio optimization with transaction costs (12/2015)
  • Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking (12/2015)
  • Unscaled Bayes factors for multiple hypothesis testing in microarray experiments (12/2015)
  • A directional multivariate value at risk (11/2015)
  • Correlations between oil and stock markets: A wavelet-based approach (11/2015)
  • Financial density selection (11/2015)
  • P-spline estimation of functional classification methods for improving the quality in the food industry (11/2015)
  • Short Personality and Life Event scale for detection of suicide attempters (11/2015)
  • Wavelets-based clustering of air quality monitoring sites (11/2015)
  • Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters (10/2015)
  • Restructuring bank networks after mergers and acquisitions: A capacitated delocation model for closing and resizing branches (10/2015)
  • Twenty years of P-splines (10/2015)
  • Empirical phi-divergence test statistics for testing simple and composite null hypotheses (09/2015)
  • Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm (09/2015)
  • From cumulative cultural transmission to evidence-based medicine: evolution of medicinal plant knowledge in Southern Italy (09/2015)
  • Pure threshold strategies for a two-node tandem network under partial information (09/2015)
  • Bootstrap multi-step forecasts of non-Gaussian VAR models (08/2015)
  • Discussion of "Multivariate functional outlier detection" (07/2015)
  • Likelihood ratio comparisons among spacings related to both one or two samples (07/2015)
  • Management efficiency in football: an empirical analysis of two extreme cases (07/2015)
  • Optimal centering and tolerance synthesis for non-independent and non-normal variables (07/2015)
  • Piercesare Secchi, Simone Vantini and Valeria Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan (07/2015)
  • Robust tests for the equality of two normal means based on the density power divergence (07/2015)
  • Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework (06/2015)
  • Classification of longitudinal data through a semiparametric mixed¿effects model based on lasso-type estimators (06/2015)
  • Data cloning estimation of GARCH and COGARCH models (06/2015)
  • Profile identification via weighted related metric scaling: an application to dependent Spanish children (06/2015)
  • Sae: An R Package for Small Area Estimation (06/2015)
  • Small area estimation under a Fay-Herriot model with preliminary testing for the presence of random area effects (06/2015)
  • Diagnostics in a simple correspondence analysis model: An approach based on Cook's distance for log-linear models (04/2015)
  • Effect of Influenza-Induced Fever on Human Bioimpedance Values (04/2015)
  • Robust transmission expansion planning (04/2015)
  • The Mahalanobis Distance for Functional Data With Applications to Classification (04/2015)
  • Bayesian nonparametric models of circular variables based on dirichlet process mixtures of normal distributions (03/2015)
  • Modulation of genetic associations with serum urate levels by body-mass-index in humans (03/2015)
  • Strategic bidding for a large consumer (03/2015)
  • Bayesian inference methods for univariate and multivariate GARCH Models: a Survey (02/2015)
  • Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process (02/2015)
  • General variable neighborhood search applied to the picking process in a warehouse (02/2015)
  • Using Cook's distance in polytomous logistic regression (02/2015)
  • A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes (01/2015)
  • A new minimal training sample scheme for intrinsic Bayes factors in censored data (01/2015)
  • Analysis of robust optimization for decentralized microgrid energy management under uncertainty (01/2015)
  • Comparing two treatments in terms of the likelihood ratio order (01/2015)
  • Dynamic effects in inefficiency: evidence from the Colombian banking sector (01/2015)
  • Forecasting mortality rates: Mexico 2001-2010 (01/2015)
  • On the Kaplan-Meier estimator based on ranked set samples (12/2014)
  • Outlier detection and robust estimation in linear regression models with fixed group effects (12/2014)
  • Spatial depth-based classification for functional data (12/2014)
  • A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem (11/2014)
  • Comparison of objective Bayes factors for variable selection in parametric regression models for survival analysis (11/2014)
  • Inefficiency persistence and heterogeneity in Colombian electricity utilities (11/2014)
  • Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities (11/2014)
  • On the Properties of the SAVE Directions (11/2014)
  • Regional inflation dynamics using space-time models (11/2014)
  • ¿Es la eco-innovación una estrategia inteligente de especialización para Andalucía? Una aproximación desde el análisis multivariante (11/2014)
  • Beran-based approach for single-index models under censoring (10/2014)
  • Functional PCA and Base-Line Logit Models (10/2014)
  • Robust functional supervised classification for time series (10/2014)
  • Shape outlier detection and visualization for functional data: the outliergram (10/2014)
  • A risk-based simulation and multi-objective optimization framework for the integration of distributed renewable generation and storage (09/2014)
  • An integrated framework of agent-based modelling and robust optimization for microgrid energy management (09/2014)
  • Bayesian modeling of bacterial growth for multiple populations (09/2014)
  • Overview of object oriented data analysis (09/2014)
  • Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models (09/2014)
  • Rejoinder to the discussion of: Overview of object-oriented data analysis (09/2014)
  • T(H)17 cells are increased in the peripheral blood of patients with SAPHO syndrome (09/2014)
  • A Quasi likelihood approximation of posterior distributions for likelihood-intractable complex models (08/2014)
  • Bayesian estimation of inefficiency heterogeneity in stochastic frontier models (08/2014)
  • Multiple break detection in the correlation structure of random variables (08/2014)
  • On idiosyncratic stochasticity of financial leverage effects (08/2014)
  • On rank driven dynamical systems (08/2014)
  • Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain (07/2014)
  • Comments on: Extensions of some classical methods in change point analysis [book review] (06/2014)
  • Forensic Analysis of Venezuelan Elections during the Chávez Presidency (06/2014)
  • Pyramidal values (06/2014)
  • Small area estimation of general parameters with application to poverty indicators: a hierarchical Bayes approach (06/2014)
  • Fast training procedure for Viola-Jones type object detectors using Laplacian clutter models (05/2014)
  • Gaussian weak classifiers based on co-occurring Haar-like features for face detection (05/2014)
  • LASSO-type estimators for semiparametric nonlinear mixed-effects models estimation (05/2014)
  • New influence measures in polytomous logistic regression models based on phi-divergence measures (05/2014)
  • Trajectory composition of Poisson time changes and Markov counting systems (05/2014)
  • Identifiability of the MAP(2)/G/1 queueing system (04/2014)
  • Stock return serial dependence and out-of-sample portfolio performance (04/2014)
  • Allocation policies of redundancies in two-parallel-series and two-series-parallel systems (03/2014)
  • Outliers, GARCH-type models and risk measures: a comparison of several approaches (03/2014)
  • Suavizamiento controlado de tasas de mortalidad con P-splines: Aplicaciones para México y el Reino Unido = Smoothing controlled mortality rates P-splines: Applications to Mexico and the United Kingdom (03/2014)
  • Testing for statistical arbitrage in credit derivatives markets (03/2014)
  • Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals (02/2014)
  • A necessary power divergence-type family of tests for testing elliptical symmetry (01/2014)
  • A new distance for data sets in a reproducing Kernel Hilbert Space Context (01/2014)
  • A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (01/2014)
  • Big data y estadistica: ¿tendencia o cambio? (01/2014)
  • Capital investment and managerial efficiency, a simple model for sport clubs (01/2014)
  • Generalizing the Mahalanobis distance via density kernels (01/2014)
  • Interpretable support vector machines for functional data (01/2014)
  • On the classifying space for proper actions of groups with cyclic torsion (01/2014)
  • Pairwise dynamic time warping for event data (01/2014)
  • Bioprospecting: evolutionary implications from a post-Olmec pharmacopoeia and the relevance of widespread Taxa (12/2013)
  • Comments on: Short-term forecasting the daily load curve for residential electricity usage in the smart grid [book review] (12/2013)
  • Forecasting aggregates and disaggregates with common features (12/2013)
  • Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions (12/2013)
  • A necessary power divergence type family tests of multivariate normality (11/2013)
  • Empirical copulas for consecutive survival data (11/2013)
  • Functional analysis techniques to improve similarity matrices in discrimination problems (09/2013)
  • Prevalence of anaemia associated with chronic obstructive pulmonary disease: study of associated variables (09/2013)
  • Reinforcement learning for microgrid energy management (09/2013)
  • Solving discretely-constrained nash-cournot games with an application to power markets (09/2013)
  • A single-index model procedure for interpolation intervals in time series (08/2013)
  • Closed queueing networks under congestion: nonbottleneck independence and bottleneck convergence (08/2013)
  • Generation investment equilibria with strategic producers : part II, case studies (08/2013)
  • Generation investment equilibria with strategic producers. Part I: formulation (08/2013)
  • Revealing Rival Marginal Offer Prices Via Inverse Optimization (08/2013)
  • Size matters: optimal calibration of shrinkage estimators for portfolio selection (08/2013)
  • Software Reliability Modeling with Software Metrics Data via Gaussian Processes (08/2013)
  • Change-point detection in multinomial data using phi-divergence test statistics (07/2013)
  • DepthTools: an R package for a robust analysis of gene expression data (07/2013)
  • Hypothesis testing in a generic nesting framework for general distributions (07/2013)
  • Oil price asymmetric effects: answering the puzzle in international stock markets (07/2013)
  • Contract design and supply chain coordination in the electricity industry (06/2013)
  • Choosing a random distribution with prescribed risks (05/2013)
  • Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases (05/2013)
  • Solving discretely constrained, mixed linear complementarity problems with applications in energy (05/2013)
  • Comparing univariate and multivariate models to forecast portfolio Value-at-Risk (04/2013)
  • Testing statistical hypotheses based on the density power divergence (04/2013)
  • Accuracy of specific BIVA for the assessment of body composition in the United States population (03/2013)
  • Gathering radio messages in the path (03/2013)
  • Interacting multiple try algorithms with different proposal distributions (03/2013)
  • Psychometrical assessment and item analysis of the General Health Questionnaire in victims of terrorism (03/2013)
  • Asymptotic properties of a goodness-of-fit test based on maximum correlations (02/2013)
  • IMP-3 expression in keratoacanthomas and squamous cell carcinomas of the skin: an immunohistochemical study (02/2013)
  • Likelihood ratio order of spacings from two heterogeneous samples (02/2013)
  • Maximum likelihood estimation for conditional distribution single-index models under censoring (02/2013)
  • Small area estimation with spatio-temporal Fay-Herriot models (02/2013)
  • Statistical signal extraction and filtering (02/2013)
  • Surveying FIFA instructors' behavioral intention toward the Multimedia Teaching Materials (02/2013)
  • A vector of Dirichlet processes (01/2013)
  • Consumption of the dietary flavonoids quercetin, luteolin and kaempferol and overall risk of cancer -a review and meta-analysis of the epidemiological data (01/2013)
  • Extreme-based clustering of environmental time series (01/2013)
  • Introduction to flash indicators (01/2013)
  • Monitoring correlation change in a sequence of random variables (01/2013)
  • On the generalization of the mahalanobis distance (01/2013)
  • Optimal centering and tolerance design for correlated variables (01/2013)
  • Prediccion de clusters de series temporales demográficas (01/2013)
  • Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies (12/2012)
  • Comment on "The impact of minimum wage on employment in Poland", by Aleksandra Majchrowska and Zbigniew Zólkiewski (12/2012)
  • Effect of a Smoking Ban and School-Based Prevention and Control Policies on Adolescent Smoking in Spain: A Multilevel Analysis (12/2012)
  • Exact goodness-of-fit tests for censored data (12/2012)
  • Imputación de ingresos en la Gran Encuesta Integrada de Hogares (geih) de 2010 = Income Imputation in the 2010 Great Integrated Household Survey (geih) (12/2012)
  • Networks and collective action (12/2012)
  • Ruin probabilities in a finite-horizon risk model with investment and reinsurance (12/2012)
  • Tests for comparing time series of unequal lengths (12/2012)
  • Time changes that result in multiple points in continuous-time Markov counting processes (12/2012)
  • Decision taking under pressure: evidence on football manager dismissals in Argentina and their consequences (11/2012)
  • Poisson loglinear modeling with linear constraints on the expected cell frequencies (11/2012)
  • Regional wind power forecasting based on smoothing techniques, with application to the spanish peninsular system (11/2012)
  • Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series (11/2012)
  • Tracking Temporal Trend Breaks of Anthropogenic Change in Mussel Watch (MW) Databases (11/2012)
  • Combining scales to assess suicide risk (10/2012)
  • Revisiting several popular GARCH models with leverage effect: differences and similarities (10/2012)
  • The decreasing percentile residual life ageing notion (10/2012)
  • A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers (09/2012)
  • Comments on: Some recent theory for autoregressive count time series by Dag Tjostheim. DISCUSSION (09/2012)
  • Confirmatory factor analysis of the General Health Questionnaire (GHQ-12) in Spanish adolescents (09/2012)
  • Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (09/2012)
  • Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models (09/2012)
  • New results about weakly equivalent MAP2 and MAP3 processes (09/2012)
  • Sequential order statistics: ageing and stochastic orderings (09/2012)
  • Suicide attempters classification: Toward predictive models of suicidal behavior (09/2012)
  • Trends in ozone concentrations in the Iberian Peninsula by quantile regression and clustering (09/2012)
  • A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime (08/2012)
  • Asymmetry, realised volatility and stock return risk estimates (08/2012)
  • Nearest-neighbors medians clustering (08/2012)
  • Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies (08/2012)
  • New formulation and a branch-and-cut algorithm for the multiple allocation p-hub median problem (07/2012)
  • Optimal portfolios with minimum capital requirements (07/2012)
  • Portfolio selection through an extremality stochastic order (07/2012)
  • Preliminary test estimators and phi-divergence measures in pooling binomial data (07/2012)
  • Robust depth-based estimation in the time warping model (07/2012)
  • Supervised classification for functional data: a weighted distance approach (07/2012)
  • A Context Dependent Pair Hidden Markov Model for Statistical Alignment. (06/2012)
  • A matching prior for the shape parameter of the skew-normal distribution (06/2012)
  • An Experimental Evaluation of Three Classifiers for Use in Self-Updating Face Recognition Systems (06/2012)
  • Bayesian Model Selection for Beta Autoregressive Processes (06/2012)
  • Discussion of "Analysing visual receptive fields through generalised additive models with interactions" by María Xose Rodríguez-Alvarez, Carmen Cadarso-Suarez and Francisco Gonzalez (06/2012)
  • Fast EB method for estimating complex poverty indicators in large populations (06/2012)
  • Improving quality of university rankings (06/2012)
  • Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis (06/2012)
  • Trimmed regions induced by parameters of a probability (05/2012)
  • Two-sided reflection of Markov-modulated Brownian motion (05/2012)
  • A multimarket approach for estimating a new Keynesian Phillips Curve (04/2012)
  • A note on the structure of the quadratic subspace in discriminant analysis (04/2012)
  • Comparing quantile residual life functions by confidence bands (04/2012)
  • Individual and contextual factors associated to smoking on school premises (04/2012)
  • Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (04/2012)
  • Modeling the enrollment demand of masters programs for the Spanish public university system (04/2012)
  • On the infinitesimal dispersion of multivariate Markov counting systems (04/2012)
  • SAR models with nonparametric spatial trends : A P-spline approach (04/2012)
  • Bayesian Software Reliability Prediction Using Software Metrics Information (03/2012)
  • Can we evaluate the predictability of financial markets? (03/2012)
  • Nutritional and psycho-functional status in elderly patients with Alzheimer's disease (03/2012)
  • Reply to the commentary: "Regression residual vs. Bayesian analysis of medicinal floras" (02/2012)
  • Short or long-term contract? : firm's optimal choice (02/2012)
  • A conditionally heteroskedastic independent factor model with an application to financial stock returns (01/2012)
  • Age of first suicide attempt in men and women: an admixture analysis (01/2012)
  • Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (01/2012)
  • Can the Holmes-Rahe Social Readjustment Rating Scale (SRRS) be used as a suicide risk scale? : an exploratory study (01/2012)
  • Estimating GARCH volatility in the presence of outliers (01/2012)
  • On the idempotency of some composite functors (01/2012)
  • Subsampling inference for the mean of heavy-tailed long-memory time series (01/2012)
  • Tail index estimation in the presence of long-memory dynamics (01/2012)
  • Unit root bootstrap tests under infinite variance (01/2012)
  • Extreme value and cluster analysis of European daily temperature series (12/2011)
  • Limiting behavior of the search cost distribution for the move-to-front rule in the stable case (12/2011)
  • Optional Accounting Criteria under IFRSs and Corporate Charasteristics: Evidence from Spain (12/2011)
  • Summarising changes in air temperature over Central Europe by quantile regression and clustering (12/2011)
  • The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress (12/2011)
  • Tras las huellas de un paper: orígenes, desarrollo e impacto de las publicaciones en colaboración entre Argentina y España (12/2011)
  • XIII Conferencia ISSI (12/2011)
  • Comparing residual quantile residual life functions by confidence bands (11/2011)
  • Forensic Analysis of the Venezuelan Recall Referendum (11/2011)
  • Maximizing upgrading and downgrading margins for ordinal regression (11/2011)
  • The percentile residual life up to time t(o): Ordering and aging properties (11/2011)
  • Computing a classic index for finite-horizon bandits (10/2011)
  • Data depth in multivariate statistics (10/2011)
  • Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence (10/2011)
  • Maximal flows in branching tress and binary search trees (09/2011)
  • Optimal operation of a pumped-storage hydro plant that compensates the imbalances of a wind power producer (09/2011)
  • Automatic detection of basal cell carcinoma using telangiectasia analysis in dermoscopy skin lesion images (08/2011)
  • Detecting relevant variables and interactions in supervised classification (08/2011)
  • Estimation of Mean Squared Error of Model-Based Small Area Estimators (08/2011)
  • Inference of the Youden index and associated threshold using empirical likelihood for quantiles (08/2011)
  • The cellular structure of the classifying spaces of finite groups (08/2011)
  • Improving the accuracy of suicide attempter classification (07/2011)
  • A Bayesian regression model for circular data based on the projected normal distribution (06/2011)
  • A stochastic model for the environmental transnational pollution control problem (06/2011)
  • Impact of importing foreign talent on performance levels of local co-workers (06/2011)
  • Percentile Residual Life Orders (06/2011)
  • Improving Sale Performance Prediction using Support Vector Machines (05/2011)
  • Risk factors in oil and gas industry returns: International evidence (05/2011)
  • The percentile residual life up to time t0: Ordering and aging properties (05/2011)
  • A half-region depth for functional data (04/2011)
  • Prediction intervals in conditionally heteroscedastic time series with stochastic components (04/2011)
  • A directional test of exponentiality based on maximum correlations (03/2011)
  • A new class of minimum power divergence estimators with applications to cancer surveillance (03/2011)
  • Equilibrium Customer Strategies and Social-Profit Maximization in the Single Server Constant Retriak Queue (03/2011)
  • Modelling Attendance at Spanish Professional Football League (03/2011)
  • Vectors of two-parameter Poisson-Dirichlet processes (03/2011)
  • Bayesian analysis of multiple hypothesis testing with applications to microarray experiments (02/2011)
  • Non linear models of disability and age applied to census data (02/2011)
  • Springtime connections between the large-scale sea-level pressure field and gust wind speed over Iberia and the Balearics (02/2011)
  • A Realistic Model for Official Interest Rate Movements and their Consequences (01/2011)
  • A note on variance bounding for continuous time Markov Chains (01/2011)
  • Bayesian analysis of aggregate loss models (01/2011)
  • Combining and scaling descent and negative curvature directions (01/2011)
  • Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems (01/2011)
  • Estimando relaciones entre variables económicas (utilizando integrales, límites, inversión de matrices, maximización numérica y derivadas) (01/2011)
  • Exploratory data analysis with MATLAB, Second Edition, Wendy L. Martinez, Angel R. Martinez, Jeffrey L. Solka (01/2011)
  • Identification of TAR Models Using Recursive Estimation (01/2011)
  • Impacto territorial de la dependencia en España: población afectada y costes asociados a su atención (01/2011)
  • Interview with Professor Andrew Harvey (01/2011)
  • Nonparametric Estimation of Surface Integrals (01/2011)
  • On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data (01/2011)
  • P-spline ANOVA-type interaction models for spatio-temporal smoothing (01/2011)
  • Solving Large p-Median Problems with a Radius Formulation (01/2011)
  • Springtime couple modes of regional wind in the Iberian Peninsula and largescale (01/2011)
  • First Passage of a Markov Additive Process and Generalized Jordan Chains (12/2010)
  • Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator (12/2010)
  • Impact on Competitive Balance from Allowing Foreign Players in a Sports League: Evidence from European Soccer (11/2010)
  • Non-Linear Time Series Clustering based on Non-Parametric Forecast Densities (11/2010)
  • Time-Varying Joint Distribution through Copulas (11/2010)
  • Wavelet-Based Detection of Outliers in Financial Time Series (11/2010)
  • Eigenvectors of a Kurtosis Matrix as Interesting Directions to Reveal Cluster Structure (10/2010)
  • Location with Preferences (10/2010)
  • The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection (10/2010)
  • Analizan las características de la población dependiente española con derecho a ayudas = Analysis of Characteristics of Dependent Individuals Claiming Benefits in Spain (09/2010)
  • Bayesian Inference for Double Pareto Lognormal Queues (09/2010)
  • Index Policies for Admission and Routing of Soft Real-Time Traffic to Parallel Queues (09/2010)
  • Nonidentifiability of the Two-State Markovian Arrival Process (09/2010)
  • Small Area Estimation of Poverty Indicators (09/2010)
  • Smoothed Empirical Likelihood Confidence Intervals for the Relative Distribution with Left-Truncated and Right-Censored Data (09/2010)
  • Inequalities for the Ruin Probability in a Controlled Discrete-Time Risk Process (08/2010)
  • Poisson Loglinear Modeling with Linear Constraints on the Expected Cell Frequencies (08/2010)
  • Clustering Time Series of Sea Levels: Extreme Value Approach (07/2010)
  • Forecasting National Team Medal Totals at the Summer Olympic Games (07/2010)
  • Small Area Estimation under Fay-Herriot Models with Non-parametric Estimation of Heteroscedasticity (07/2010)
  • Variable Selection for Multivariate Statistical Process Control (07/2010)
  • Binarized Support Vector Machines (06/2010)
  • Classification of Genomic Sequences via Wavelet Variance and a Self-Organizing Map with an Application to Mitochondrial DNA (06/2010)
  • La inversión en I+D+i: fundamentos teóricos y patrones de comportamiento entre los países europeos = Investiment in R&D and its Link with Income: Theory and Inquiry about the Behaviour of the European Economies (06/2010)
  • Minimum Phi-Divergence Estimators and Phi-Divergence Test Statistics in Contingency Tables with Symmetry Structure: An Overview (06/2010)
  • Conditionally Heterocedastic Unobserved Component Models and their Reduced Form (05/2010)
  • Individual Identification using Personality Traits (05/2010)
  • On the Conjecture of Kochar and Korwar (05/2010)
  • On the Structure of the Quadratic Subspace in Discriminant Analysis (05/2010)
  • Forecasting Spanish Inflation using the Maximum Disaggregation Level by Sectors and Geographical Areas (04/2010)
  • Intimate Partner Violence: Last Year Prevalence and Association with Socio-Economic Factors among Women in Madrid, Spain (04/2010)
  • Participación en el mercado laboral español de las personas con discapacidad y en situación de dependencia = Participation of Handicapped and Dependent People in the Spanish Labor Market (04/2010)
  • Robust Depth-Based Tools for the Analysis of Gene Expression Data (04/2010)
  • El efecto de la crisis sobre la volatilidad y el riesgo del IBEX35 (03/2010)
  • Robust Wavelet-Domain Estimation of the Fractional Difference Parameter in Heavy-Tailed Time Series: An Empirical Study (03/2010)
  • Differences in Maternal and Paternal Age between Schizophrenia and other Psychiatric Disorders (02/2010)
  • Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management (02/2010)
  • A New Measure of Leverage Cells in Multinomial Loglinear Models (01/2010)
  • Empirical Wavelet Analysis of Tail and Memory Properties of LARCH and FIGARCH Models (01/2010)
  • Haar-Like features with Optimally Weighted Rectangles for Rapid Object Detection (01/2010)
  • La realidad de la atención a la dependencia en España (01/2010)
  • Measures of Influence in the Functional Linear Model with Scalar Response (01/2010)
  • Multi-Armed Restless Bandits, Index Policies and Dynamic Priority Allocation (01/2010)
  • Shifts in Individual Parameters of a GARCH Model (01/2010)
  • La población dependiente en España: estimación del número y coste global asociado a su cuidado = Dependent Persons in Spain: Estimation of the Number and Costs for their Care (12/2009)
  • Multi-sample Rényi test statistics (12/2009)
  • Bayesian Estimation of Finite Time Ruin Probabilities (11/2009)
  • On-line Evaluation of the Stability of an Inspection Process (11/2009)
  • Capability Indices and Nonconforming Proportion in Univariate and Multivariate Processes (10/2009)
  • Homogeneity/Heterogeneity Hypotheses for Standardized Mortality Ratios Based on Minimum Power-divergence Estimators (10/2009)
  • Is There any Common Knowledge News in the Euro/Dollar Market? (10/2009)
  • On the Asymptotic Distribution of Cook's Distance in Logistic Regression Models (10/2009)
  • Strongly Closed Subgroups of Finite Groups (10/2009)
  • Variable Neighborhood Search for Order Batching in a Warehouse (10/2009)
  • Empirical Likelihood for Non-Smooth Criterion Functions (09/2009)
  • Modelling Monetary Transmission in UK Manufacturing Industry (09/2009)
  • Similarity-based Fisherfaces (09/2009)
  • A Note on the Properties of Power-Transformed Returns in Long-Memory Stochastic Volatility Models with Leverage Effect (08/2009)
  • Bootstrap for Estimating the MSE of the Spatial EBLUP (08/2009)
  • Comments on: Goodness-of-fit Tests in Mixed Modes (08/2009)
  • Spline Smoothing in Small Area Trend Estimation and Forecasting (08/2009)
  • Comments on: On a Mixture of the fix-and-relax Coordination and Lagrangean Substitution Schemes for Multistage Stochastic Mixed Integer Programming (07/2009)
  • A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations (06/2009)
  • Dimension Reduction in Time Series and the Dynamic Factor Model (06/2009)
  • On the Concept of Depth for Functional Data (06/2009)
  • Portfolio Selection with Robust Estimation (06/2009)
  • Projection Error Term in Gower's Interpolation (06/2009)
  • Statistical Tolerance Synthesis with Correlated Variables (06/2009)
  • Testing for Conditional Heteroscedasticity in the Components of Inflation (06/2009)
  • A Comparison of the Spanish, the French and the German Valuation Scales to Measure Dependency and Public Support for People with Disabilities (05/2009)
  • Uncertainty under a Multivariate Nested-Error Regression Model with Logarithmic Transformation (05/2009)
  • Price Manipulation in an Experimental Asset Market (04/2009)
  • Statistical Alignment with a Sequence Evolution Model Allowing Rate Heterogeneity along the Sequence (04/2009)
  • The Shared Reward Dilemma on Structured Populations (04/2009)
  • Bootstrap Prediction Intervals in State-Space Models (03/2009)
  • Bounds for the Ruin Probability ofa a Discrete-time Risk Process (03/2009)
  • Time Series Analysis Via Mechanistic Models (03/2009)
  • Model-Based Clustering of Baltic Sea-Level (02/2009)
  • A Generalized Approach to Portfolio Optimization: Improving Performance By Constraining Portfolio Norms (01/2009)
  • A Robust Partial Least Squares Regression Method with Applications (01/2009)
  • Bayesian Likelihood Robustness in Linear Models (01/2009)
  • Coments on Testing for the Existence of Cluster by Fuentes and Casella (01/2009)
  • Comments on Invariant Coordinate Selection (01/2009)
  • Comparison of Times Series with Unequal Lengths in the Frequency Domain (01/2009)
  • Copulas in Finance and Insurance (01/2009)
  • Estimadores de áreas pequeñas basados en modelos para la Encuesta de Población Activa (01/2009)
  • Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models (01/2009)
  • Gradual Learning and the Evolution of Cooperation in the Spatial Continuous Prisoner's Dilemma (01/2009)
  • Local Linear Regression for Functional Predictor and Scalar Response (01/2009)
  • Mean-Squared Errors of Small-Area Estimators under a Unit-Level Multivariate Model (01/2009)
  • Smooth-car Mixed Models for Spatial Count Data (01/2009)
  • The Mediterranean Zone: Insurance Markets' Current Status and Prospects for the Future (01/2009)
  • Modelo factorial dinámico threshold = Threshold Dynamic Factor Model (12/2008)
  • Objective Bayesian Inference for the Half-Normal and Half-t Distributions (12/2008)
  • Principal Alarms in Multivariate Statistical Process Control Using Independent Component Analysis (11/2008)
  • Relative Density Estimation for Left Truncated and Right Censored Data (11/2008)
  • Adaptive Combination of Forecasts with Application to Wind Energy (10/2008)
  • Energy Forecasting (10/2008)
  • Forecasting the Electricity Load from One Day to One Week Ahead for the Spanish System Operator (10/2008)
  • A Method for Dimension Reduction in Quadratic Classification Problems (09/2008)
  • Bayesian Analysis of Dynamic Factor Models: An Application to Air Pollution and Mortality in São Paulo, Brazil (09/2008)
  • Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications (09/2008)
  • Nonconvex Optimization Using Negative Curvature within a Modified Linesearch (09/2008)
  • An Assessment Study of the Wavelet-Based Index of Magnetic Storm Activity (WISA) and its Comparison to the Dst Index (08/2008)
  • Analytic and Bootstrap Approximations of Prediction Errors Under a Multivariate Fay-Herriot Model (08/2008)
  • Market Concentration, Macroeconomic Uncertainty and Monetary Policy (08/2008)
  • Karhunen-Loève basis in goodness-of-fit tests decomposition: An evaluation (06/2008)
  • Outlier Detection in Functional Data by Depth Measures with Application to Identify Abnormal NOx Levels (06/2008)
  • Plug-In Bandwidth Selector for the Kernel Relative Density Estimator (06/2008)
  • A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs (05/2008)
  • Bootstrap Mean Squared Error of a Small-Area EBLUP (05/2008)
  • Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process (04/2008)
  • On the Proximity of a Probability to a Capacity Functional: Proximity Functions (04/2008)
  • Wavelet-Domain Test for Long-Range Dependence in the Presence of a Trend (04/2008)
  • M/M/¿ queues in semi-Markovian random environment (03/2008)
  • Multi-Group Support Vector Machines with Measurement Costs: A Biobjective Approach (03/2008)
  • The Influence of Dependence on Data Network Models (03/2008)
  • The Shared Reward Dilemma (03/2008)
  • Emergence and Resilience of Cooperation in the Spatial Prisoner's Dilemma Via a Reward Mechanism (02/2008)
  • Modelling Long-Memory Volatilities with Leverage Effect: A-LMSV Versus FIEGARCH (02/2008)
  • Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas (02/2008)
  • On Decomposition Methods for a Class of Partially Separable Nonlinear Programs (02/2008)
  • A Time Series Bootstrap Procedure for Interpolation Intervals (01/2008)
  • Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches (01/2008)
  • Bayesian Prediction of the Transient Behaviour and Busy Period in Short- and Long-Tailed GI/G/1 Queueing Systems (01/2008)
  • Bootstrap bandwidth selectors for two kernel-type relative density estimators (01/2008)
  • Consistency of the alfa-Trimming of a Probability: Applications to Central Regions (01/2008)
  • Principal Alarms in Multivariate Statistical Process Control (01/2008)
  • Solving Dynamic Stochastic Economic Models by Mathematical Programming Decomposition Methods (01/2008)
  • Spatial Matching of Multiple Configurations of Points with a Bioinformatics Application (01/2008)
  • Wavelet-Based Confidence Intervals for the Self-Similarity Parameter (01/2008)

• book chapters 

  • Biological Age Imputation by Data Depth. In: Building Bridges between Soft and Statistical Methodologies for Data Science (08/2023)
  • Bayesian adaptive design for a clinical trial on cardiology. In: Book of Abstracts XVIII Congreso de Biometría CEBMADRID (05/2022)
  • Apertura [El desafío de la paz: Colombia, Guatemala, Ucrania y El Salvador a la luz de los Objetivos de Desarrollo Sostenible]. In: El desafío de la paz: Colombia, Guatemala, Ucrania y El Salvador a la luz de los Objetivos de Desarrollo Sostenible (01/2022)
  • Estudio comparativo sobre tratamiento procesal a víctimas de violencia sexual en España, Grecia e Italia. In: Reformulando el tratamiento procesal de las víctimas de violencia sexual en procesos penales (01/2022)
  • From spatiotemporal smoothing to functional spatial regression: a penalized approach. In: Geostatistical Functional Data Analysis (01/2022)
  • Obstáculos que enfrentan las víctimas de delito sexual en las etapas del proceso penal. In: Reformulando el tratamiento procesal de las víctimas de violencia sexual en procesos penales (01/2022)
  • Health and wellbeing profiles across Europe. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (12/2021)
  • Presentación. In: Análisis econométrico y big data (06/2021)
  • 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 (06/2021)
  • Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras. In: Nuevo métodos de predicción económica con datos masivos (02/2021)
  • Presentación. In: Nuevo métodos de predicción económica con datos masivos (02/2021)
  • A Cramér--von Mises test of uniformity on the hypersphere. In: Statistical Learning and Modeling in Data Analysis (11/2020)
  • From High-dimensional to Functional Data: StringingVia Manifold Learning. In: Functional andHigh-Dimensional Statistics and Related Fields (06/2020)
  • Goodness-of-fit tests forfunctional linear models based on integrated projections. In: Functional andHigh-Dimensional Statistics and Related Fields (06/2020)
  • The Shapley value as a tool for evaluating groups: axiomatization and applications. In: Handbook of the Shapley Value (12/2019)
  • La ineficacia del sistema español en la compensación a través del proceso. In: La reparación económica a la víctima en el sistema de justicia (01/2019)
  • Toroidal diffusions and protein structure inference. In: Applied directional statistics: modern methods and case studies (09/2018)
  • Fraud Detection, Electoral. In: Wiley StatsRef: Statistics Reference Online (06/2018)
  • Band depths based on multiple time instances. In: The mathematics of the uncertain: a tribute to Pedro Gil (01/2018)
  • Latest advances on Objective Bayesian model selection for survival regression. In: BIOSTAT at 25: invited essays in theoretical, biomedical and social statistics (01/2018)
  • Mortality projection using Bayesian model averaging. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (01/2018)
  • On the combination of depth-based ranks. In: The mathematics of the uncertain: a tribute to Pedro Gil (01/2018)
  • Smoothing-based tests with directional random variables . In: The mathematics of the uncertain: a tribute to Pedro Gil (01/2018)
  • Using deepest dependency paths to enhance life expectancy estimation. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (01/2018)
  • Parameter estimation of the functional linear model with scalar response with responses missing at random. In: Functional statistics and related fields (01/2017)
  • Projecting dynamic life tables using data cloning. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance. (01/2017)
  • 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 (08/2016)
  • Empirical bayes and hierarchical bayes estimation of poverty measures for small areas. In: Analysis of poverty data by small area methods (01/2016)
  • Small- versus big-data factor extraction in dynamic factor models: an empirical assessment. In: Dynamic factor models (01/2016)
  • Bayesian inference of Markov processes. In: Wiley StatsRef: Statistics Reference Online (12/2015)
  • A subordinated stochastic process model. In: Bayesian statistics from methods to models and applications (01/2015)
  • Markov chain Monte Carlo, introduction. In: Wiley Stats Ref: Statistics Reference Online (01/2015)
  • More is not always better: Kalman filtering in dynamic factor models. In: Unobserved components and time series econometrics (01/2015)
  • The risk of longevity and it practical application to solvency II: European harmonization for management purposes. In: Julio Castelo Matrán, International Insurance Prize, VII (01/2015)
  • Time series segmentation procedures to detect, locate and estimate change-points. In: Empirical economic and financial research: theory, methods and practice (01/2015)
  • A dynamic page-refresh index policy for web crawlers. In: ASMTA 2014: Analytical and Stochastic Modeling Techniques and Applications (06/2014)
  • Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation (01/2014)
  • Applications of Principal Component Analysis (PCA) in food science and technology. In: Mathematical and Statistical Methods in Food Science and Technology (01/2014)
  • Can personal dependency paths help to estimate life expectancy free of dependency?. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (01/2014)
  • Risk factors in the oil industry: an upstream and downstream analysis. In: The interrelationship between financial and energy markets (01/2014)
  • Decreasing percentile residual life aging notion: properties and estimation. In: Stochastic orders in reliability and risk : in honor of Professor Moshe Shaked (01/2013)
  • Default priors based on pseudo-likelihoods for the Poisson-GPD Model. In: Advances in theoretical and applied statistics (01/2013)
  • Estimación del efecto casual del uso de ordenadores en los resultados de los estudiantes en el test PISA 2012. In: PISA 2012. Volumen II, Análisis secundario (01/2013)
  • Finding outliers in linear and nonlinear time series. In: Robustness and complex data structures (01/2013)
  • Risk measures and stochastic orders using integrals of distorted quantile functions. In: Recent developments in modeling and applications in statistics (01/2013)
  • Sampla spacings with applications in multiple-outlier models. In: Stochastic orders in reliability and risk : in honor of Professor Moshe Shaked (01/2013)
  • Modelling the Skewed Exponential Power Distribution in Finance. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (07/2012)
  • Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion. In: Economic Time Series: Modeling and Seasonality (03/2012)
  • Explaining and Forecasting National Team Medals Totals at the Summer Olympic Games. In: International Handbook on the Economics of Mega-sporting Events (01/2012)
  • Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach. In: Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma (01/2012)
  • Influencia de la colaboración internacional para los países latinoamericanos. Análisis de la cooperación Europa-Latinoamérica por área temática (Wos 2002-2006). In: Agenda 2011. Temas de indicadores de ciencia y tecnología (11/2011)
  • The M/M/^∞ Queue. In: Wiley Encyclopedia of Operations Research and Management Science (02/2011)
  • Model-Based Clustering of Extreme Sea Level Heights. In: Sea Level Rise, Coastal Engineering, Shorelines and Tides (01/2011)
  • Multiple Comparison of Change Trends in Cancer Mortality/Incidence Rates Taking with Overlapping Regions and Time-Periods. In: Modern Mathematical Tools and Techniques in Capturing Complexity (01/2011)
  • Robust Henderson III Estimators of Variance Components in the Nested Error Model. In: Modern Mathematical Tools and Techniques in Capturing Complexity (01/2011)
  • Bayesian Prediction of Risk Measurements Using Copulas. In: Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance (11/2010)
  • Comentarios a "¿Brotes verdes? ¿Dónde, cuándo y cómo?" de Máximo Camacho, Gabriel Pérez-Quirós y Pilar Poncela. In: La crisis de la economía española: análisis económico de la Gran Recesión (06/2010)
  • Data Depth: Multivariate Statistics and Geometry. In: New Perspectives in Stochastic Geometry (02/2010)
  • Implementing Business Intelligence in Electricity Markets. In: Business Intelligence in Economic Forecasting: Technologies and Techniques (01/2010)
  • Lorenz Curves of Extrema. In: Combining Soft Computing and Statistical Methods in Data Analysis (01/2010)
  • Discapacidad, dependencia y empleo. In: Ensayos sobre economía, discapacidad y empleo = Essays on Economics, Disability and Employment (01/2009)
  • Outliers and the estimation of minimum capital risk requirements. In: Investigaciones en Seguros y gestión de riesgos (01/2009)
  • Principal Components Selection for Estimating the Functional Linear Model with Scalar Response. In: Statistical Methods for the Analysis of Large Data-Sets (01/2009)
  • Stochastic scheduling. In: Encyclopedia of Optimization (01/2009)
  • An Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series. In: Advances in Mathematical and Statistical Modeling (10/2008)
  • Influence in the Functional Linear Model with Scalar Response. In: Functional and Operational Statistics (10/2008)
  • Local Linear Regression for Functional Predictor and Scalar Response. In: Functional and Operational Statistics (10/2008)
  • An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobile Users with Partial Observations. In: 4th Euro-NGI Conference on Next Generation Internet Networks: Proceedings: 28-30 April 2008: Kraków, Poland (04/2008)
  • Modeling Disease Dynamics: Cholera as a Case Study. In: Statistical Advances in the Biomedical Sciences: Clinical Trials, Epidemiology, Survival Analysis, and Bioinformatics (02/2008)
  • An Index Policy for Multiarmed Multimode Restless Bandits. In: ValueTools'08: Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools (01/2008)
  • Computing an Index Policy for Multiarmed Bandits with Deadlines. In: ValueTools '08: Proceedings of the 3rd International ICST Workshop on Tools for Solving Structured Markov Chains (01/2008)

• books 

  • Book of Abstracts. V International Workshop on Proximity Data, Multivariate Analysis and Classification (07/2023)
  • Notes for nonparametric statistics (07/2023)
  • Notes for predictive modeling (07/2023)
  • Análisis y visualización de los ODS en distintos territorios (04/2023)
  • El sistema de justicia ante la victimización sexual (01/2023)
  • Book of Abstracts XVIII Congreso de Biometría CEBMADRID (05/2022)
  • Estudio sobre las mujeres mayores de 65 años víctimas de violencia de género (01/2019)
  • La reparación económica a la víctima en el sistema de justicia (01/2019)
  • 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 (12/2018)
  • Mathematical and statistical methods for actuarial sciences and finance (01/2018)
  • El impacto económico y social de las Universidades públicas madrileñas en la región. Análisis en el corto plazo (11/2016)
  • Nonparametric Statistics: 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), Cádiz, June / Ricardo Cao, Wenceslao González Manteiga, Juan Romo editors (01/2016)
  • Small area estimation (10/2015)
  • The Risk of Longevity and its Practical Application to Solvency II: European Harmonization for Management Purposes (01/2015)
  • El riesgo de longevidad y su aplicación práctica a solvencia II: modelos actuariales avanzados para su gestión (11/2014)
  • Proceedings of 47th SIS Scientific Meeting of the Italian Statistical Society (01/2014)
  • The interrelationship between financial and energy markets (01/2014)
  • Complementarity Modeling in Energy Market (01/2013)
  • Bayesian analysis of stochastic process models (01/2012)
  • Book of abstracts and detailed programme: 5-8 July, 2010, Colmenarejo, Madrid, Spain (01/2010)
  • Metodos estocasticos de estimacion de las provisiones técnicas en el marco de solvencia II (01/2010)
  • Propuestas para la reforma de la Universidad Española (01/2010)
  • Stochastic Orderings and Aging Notions Based on Percentile Residual Life Functions (12/2009)
  • Predicción de tablas de mortalidad dinámicas mediante un procedimiento bootstrap (03/2008)
  • Análisis del riesgo en seguros en el marco de Solvencia II: técnicas estadísticas avanzadas Monte Carlo y Bootstrapping (01/2008)
  • Splines con penalizaciones (P-splines): teoría y aplicaciones (01/2008)

• conference contributions 

  • An effective framework for multivariate shape-constrained regression using P-splines (01/2023)
  • Distance-based regression with robust Gower's distance (01/2023)
  • New Lagrange multipliers specification test for conventional and high dimensional one-way random-effects models (01/2023)
  • A Networked Global Economy: The Role of Social Capital in Economic Growth (01/2022)
  • A new general and multivariable approach to categorize predictor variables. Optimal categorization of physical activity in COPD patients (01/2022)
  • Bayesian adaptive design for a clinical trial on cardiology (01/2022)
  • Biological age imputation by data depth (01/2022)
  • CAMEO: Curiosity Augmented Metropolis for Exploratory Optimal Policies (01/2022)
  • CAMEO: Curiosity Augmented Metropolis for Exploratory Optimal Policies (01/2022)
  • Constrained smoothing and out-of-range prediction using P¿splines: an application to COVID-19 evolution (01/2022)
  • Modeling COPD hospitalizations using variable domain functional regression (01/2022)
  • Modelling multiple seasonalities of NO2 hourly pollution levels (01/2022)
  • Older Women Images and Technologies to Increase Gender Peace in Crisis and COVID-19 Times (01/2022)
  • Safe importance sampling based on partial posteriors and neural variational approximations (01/2022)
  • A Nearest Neighbors Quadrature for Posterior Approximation via Adaptive Sequential Design (01/2021)
  • O tratamento á vítima de delito sexual en España: a ineficacia do sistema de xustiza (01/2021)
  • On the computation of marginal likelihood via mcmc for model selection and hypothesis testing (01/2021)
  • Technology, Gender and COVID-19. Analysis of perceived health in adults and older people (01/2021)
  • Actitudes de las personas mayores sobre su calidad de vida, salud y futuro en tiempos del COVID­19 (01/2020)
  • Advances in financial econometrics (01/2020)
  • Factor extraction using Kalman filter and smoothing (01/2020)
  • Forecastingvalue-at-risk and expected shortfall: A Bayesian approach (01/2020)
  • From the Lipschitz to the Lipschitz lower semicontinuity modulus for linear semi-infinite systems (01/2020)
  • Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras (01/2020)
  • Predicción y clasificación basada en distancias parcialmente observadas: aplicaciones al mercado eléctrico (01/2020)
  • The BRIk and FABRIk algorithms for improving $k$-means clustering recovery (01/2020)
  • Una introducción a las seriestemporales funcionales (01/2020)
  • Lipschitz lower semicontinuity moduli for feasible set mappings in linear semi-infinite optimization (01/2019)
  • On aggregation of groups and categories in contingency tables (01/2019)
  • Robust multivariate analysis of mixed type data (01/2019)
  • A general framework for pediction in multidimensional smoothing (01/2018)
  • Bayesian hierarchical vine copula models for the analysis of glacier discharge (01/2018)
  • Data cloning estimation for asymmetric stochastic volatility models (01/2018)
  • Derivative estimation for longitudinal data analysis: examining features of blood preassure measured repeatedly during pregnancy (01/2018)
  • Enhancing interpretability in factor analysis by means of mathematical optimization (01/2018)
  • Estimating threshold stochastic volatility models using integrated nested Laplace approximations (01/2018)
  • Estimation, imputation and prediction for the functional linear model with scalar response with missing responses (01/2018)
  • Functional data analysis of resistive switching processes (01/2018)
  • Growth, heterogeneous technological interdependence, and spatial externalities: theory and evidence (01/2018)
  • Influence of grouping in the sparse-group lasso regularization method (01/2018)
  • Looking for gender bias (01/2018)
  • MINLP to visualize dynamic proximities and frequencies (01/2018)
  • Multivariate outlier detection with robust Mahalanobis distance based on shrinkage (01/2018)
  • New developments on robustness and functional data analysis (01/2018)
  • Non-invasive Detection and Monitoring of Sustained Glycemic Fluctuations using Mm-Wave Spectroscopy (01/2018)
  • Nuevos modelos de optimización matemática para la gestión del tráfico aéreo (01/2018)
  • On optimal tests for rotational symmetry against new classes of hyperspherical distributions (01/2018)
  • On robust nonparametric techniques for dealing with the analysis of high dimensional data (01/2018)
  • Panorama
    estadístico sobre el trabajo doméstico: situación jurídico-laboral y socioeconómica (01/2018)
  • Prediction regions for interval-valued time series (01/2018)
  • Quantile consumption-capital asset pricing model (01/2018)
  • Simultaneous and correlated events modelled by the Batch Markov-Modelated Poisson Process (01/2018)
  • The sparse group LASSO regularization method in quantile regression models (01/2018)
  • Using deepest dependency paths to enhance life expectancy estimation (01/2018)
  • Variational inference for high dimensional structured factor copulas (01/2018)
  • A bootstrap approach to the inference on dependence in a multivariate functional setting (01/2017)
  • Bayesian analysis of the stationary MAP2 (01/2017)
  • Censored functional data (01/2017)
  • Cleaning a large set of time series for common, cluster and specific outliers (01/2017)
  • Clustering time series by dependence measures (01/2017)
  • Combining information at different scales in spatial epidemiology: a Composite Link Generalized Additive Model approach (01/2017)
  • Directional multivariate extremes in environmental phenomena (01/2017)
  • Estimating non-stationary common factors: implications for risk sharing (01/2017)
  • Goodness of fit of approximate bayesian computational models (01/2017)
  • High-dimensional functional data (01/2017)
  • Modelling latent trends in dynamic disease maps: a composite mixed model approach (01/2017)
  • Modelling protein structure evolution by toroidal diffusions (01/2017)
  • Overcoming numerical instability in one-step policy improvement for admission and routing to queues with firm deadlines (01/2017)
  • Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure (01/2017)
  • Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure (01/2017)
  • Panel data with cross-sectional dependence characterized by a multilevel factor structure (01/2017)
  • Parameter estimation of the functional linear model with scalar response with responses missing at random (01/2017)
  • Resampling uncertainty of Principal Components factors (01/2017)
  • Visualizing dynamic data: A Mathematical optimization approach (01/2017)
  • A bootstrap approach for Generalized autocontour testing (01/2016)
  • A bootstrap approach for generalized autocontour testing (01/2016)
  • A procedure for clustering time series (01/2016)
  • An Application of the Extreme Value Theory in the Estimating of Liquidity Risk (01/2016)
  • Analyzing dependence for multivariate functional data (01/2016)
  • Analyzing dependence for multivariate functional data (01/2016)
  • Analyzing high-dimensional functional data (01/2016)
  • Antimicrobial properties of RGO modified with Polysulfone Brushes and their nanocomposites (01/2016)
  • Applying supersaturated designs under restricted randomization to a tribocorrosion experiment (01/2016)
  • Approximate bayesian computation for phase-type distributions (01/2016)
  • Asymmetric stochastic volatility models: properties and estimation (01/2016)
  • Capital injection strategy in the classical risk process controlled by reinsurance and investment in the financial market (01/2016)
  • Colinealidad y tipificacion en regresión lineal (01/2016)
  • Common seasonality in multivariate time series (01/2016)
  • Common seasonality in multivariate time series (01/2016)
  • Dependence patterns related to the BMAP (01/2016)
  • Determining the number of factors after stationary univariate transformations (01/2016)
  • Disaggregation of spatial and spatio-temporal counts in epidemiology: a penalized composite link model approach (01/2016)
  • Discovering common trends in a large set of disaggregates: statistical procedures and their properties (01/2016)
  • Energy industry's market value and oil price (01/2016)
  • Energy industry's market value and oil price (01/2016)
  • Estimation of directional multivariate extremes at high level (01/2016)
  • Fast estimation of adaptive P-spline models (01/2016)
  • Functional modelling of reset processes in Resistive Random AccessMemories (RRAMs) (01/2016)
  • Goodness of fit in ABC setting (01/2016)
  • Goodness-of-fit tests for models with functional data (01/2016)
  • Inferencia bayesiana para modelos GARCH con errores SNI (01/2016)
  • MGARCH models: trade-off between feasibility and flexibility (01/2016)
  • Measuring the uncertainty of principal components in dynamic factor models (01/2016)
  • Modelling Stock Dependence using Factor Copulas (01/2016)
  • Modelling high dimensional stock dependence using factor copulas (01/2016)
  • Modelling high dimensional stock dependence using factor copulas (01/2016)
  • Multi-classification of human body motions from acceleration curves (01/2016)
  • Nonparametric density estimation with directional data under rotational symmetry (01/2016)
  • Optimal restricted-randomised response surface designs allowing for pure-error estimation of the variance components (01/2016)
  • Outlier detection in high-dimensional time series (01/2016)
  • Outlier detection in high-dimensional time series (01/2016)
  • Poverty mapping in small areas under a twofold nested error regression model (01/2016)
  • Rank-regularized estimation of mixtures of multivariate von Mises (01/2016)
  • Recent advances in robust statistics (01/2016)
  • Recent advances in robust statistics (01/2016)
  • Retail equilibrium with switching consumers in electricity markets (01/2016)
  • Robust and scalable methods in fMRI statistical analysis (01/2016)
  • Small area estimation of general parameters under complex sampling designs (01/2016)
  • Smooth composite link modles for spatio-temporal dissagregation of epidemiological data (01/2016)
  • Spatio-temporal adaptive penalized splines with application to Neuroscience (01/2016)
  • Statistical techniques for the analysis of complex biomedical signals (01/2016)
  • Supersaturated multi-stratum designs: construction and modelling (01/2016)
  • The Spanish Economic Perspectives (01/2016)
  • The memory of extrapolating P-splines (01/2016)
  • The memory of extrapolating P-splines (01/2016)
  • The role of the loss function in value‐at‐risk comparisons (01/2016)
  • Un algoritmo de optimización multiobjetivo para el diseño de experimentos deestratos multiples (01/2016)
  • Un teorema de verificacion para la indexabilidad de restless bandits con estado real (01/2016)
  • 22 years of forecasting experience at the Bulletin of Inflation and Macroeconomic Analysis (01/2015)
  • A Markovian process representation of multiple testing (01/2015)
  • A directional multivariate extremes identification[/expand] (01/2015)
  • A new multiple single nucleotide polymorphisms based predictive model for grades III to IV and extensive Graft versus host disease after identical HLA allogenetic stemm cell transplantation (01/2015)
  • A note on collinearity and centering in linear regression (01/2015)
  • Adapting the Bernstein copula to modeling cylindrical and spherical data with applications (01/2015)
  • An online application for applying functional data analysis without expert knowledge (01/2015)
  • Average forest value for directed graph restricted games (01/2015)
  • Big data analysis from a statistical perspective: opportunities and challenges (01/2015)
  • Big data and statistical advances (01/2015)
  • Clasificación multinomial de datos funcionales mediante regresión penalizada de mínimos cuadrados parciales (01/2015)
  • Conditional predictive p-values an ABC revisi (01/2015)
  • Copula-based models for the analysis of glacier discharge at King George Island, Antarctica (01/2015)
  • Correlations between oil and stock markets: a wavelet-based approach (01/2015)
  • DPLN: data analysis in insurance and finance (01/2015)
  • Dating multiple change points in time series correlations with applications to financial returns (01/2015)
  • Depth and functional data analysis (01/2015)
  • Detección de outliers en muy alta dimension : aplicacion al analisis de matrices de conectividad en neurociencias (01/2015)
  • Directional approach to identify extremes (01/2015)
  • Distances between functional samples based on depth measures (01/2015)
  • Estimation of poverty in small areas under skewed distributions (01/2015)
  • Evaluating organizational leadership in social networks (01/2015)
  • Forecasting a large set of disaggregates with common trends and outliers (01/2015)
  • Forecasting with generalized additive models (01/2015)
  • Functional outlier detection with a local spatial depth (01/2015)
  • Generalized dynamic principal components (01/2015)
  • Generalized dynamic principal components (01/2015)
  • High-dimensional outliers and depth: the outliergram (01/2015)
  • Homogeneity test for functional data (01/2015)
  • Influence of the dependence patterns in the reliability of the BMAP (01/2015)
  • Modeling N electrical component failures using non-stationary Markovianarrival processes (01/2015)
  • Modelización de fallos mediante el proceso MAP no estacionario = Failure modeling with the non-stationary MAP (01/2015)
  • Multivariate risk measures: a directional approach for a value at risk (01/2015)
  • Nuevas tendencias en la modelización actuarial: de los GAM a los métodos DB (01/2015)
  • On risk processes controlled by investment and reinsurance (01/2015)
  • Ponencia (01/2015)
  • Poverty mapping at local level with suitable modelling of income (01/2015)
  • Probabilistic Scheduling Model for Reduction of No-Showns in Psychiatric (01/2015)
  • Proportional switching in FIFO networks (01/2015)
  • Proportional switching in FIFO networks (01/2015)
  • Random walk test for functional autoregressive processes of order one (01/2015)
  • Regresión penalizada para datos funcionales con dependencia espacial (01/2015)
  • Robust analysis of high-dimensional functional data (01/2015)
  • Robust dynamic principal components (01/2015)
  • Robust regression based on depth measures for the fMRI problem (01/2015)
  • Small area estimation of complex parameters under complex sampling designs (01/2015)
  • Spatial disaggregation of mortality data using penalized composite link mixed models (01/2015)
  • Splines con penalizaciones: una herramienta flexible en bioestadística (01/2015)
  • Statistical analysis of networks with R (01/2015)
  • Stochastic bounds for times elapsed between successive failuresof components in reliability systems (01/2015)
  • Supersaturated split-plot designs: construction and statistical modelling (01/2015)
  • The conditional predictive $p-$value in ABC (01/2015)
  • The non-stationary Markovian arrival process in failure modeling (01/2015)
  • The pairwise approach to model and forecast a large set of disaggregates with common trends (01/2015)
  • Un nuevo modelo predictivo basado en el perfil genómico de polimorfismos en genes de citocinas permite predecir la incidencia de EICR en trasplante hematopoyético alogénico (01/2015)
  • Un nuevo modelo predictivo basado en el perfil genómico de porlimorfismos en genes de citocinas permite predecir la incidencia de EICR post-trasplante hematopoyético (01/2015)
  • Using P-splines for variable selection in functional regression (01/2015)
  • A Bayesian nonparametric modelling to estimate students' response to ICTinvestment (01/2014)
  • A Dynamic Page-Refresh Index Policy for Web Crawlers (01/2014)
  • A bayesian nonparametric modelling to estimate students' response to ICT investment (01/2014)
  • A directional multivariate VAR (01/2014)
  • A directional multivariate Value at Risk (01/2014)
  • A near optimal dynamic policy for cache refresh scheduling (01/2014)
  • A new goodness-of-fit process for VARMA(P,Q) Models (01/2014)
  • A pairwise approach to model and forecast a large set of disaggregates with common trends (01/2014)
  • A random walk test for functional time series (01/2014)
  • An abc/quasi-likelihood approach for linkage/gwas study of a Sardinian genetic isolate (01/2014)
  • An overview of small area estimation methods for poverty mapping (01/2014)
  • Can personal dependency paths help to estimate life expectancy free of dependency? (01/2014)
  • Centrality and Social Capital dependence on network functionality: a game theoretical approach (01/2014)
  • Comments on "A powerful simple model of moving deasonality for model based seasonal adjustment by D.F.Findley and D.P. Lytras" (01/2014)
  • Consideraciones sobre la economia española: situacion actual y cuestiones pendientes (01/2014)
  • Copula-based models for the analysis of glacier discharge at King George Island, Antarctica (01/2014)
  • Correlation median for functions (01/2014)
  • Dating multiple change points in the correlation matrix (01/2014)
  • Dimensionality: curse or blessing? : an empirical assessment when estimating factors in DFM (01/2014)
  • Dimensionality: curse or blessing? An empirical assessment when estimating factors in DFM (01/2014)
  • Directional multivariate Value at Risk and copulas (01/2014)
  • Dynamic principal components in the time domain for non stationery time series (01/2014)
  • Empirical best estimation under a nested error linear regression model with log transformation (01/2014)
  • Estimación del efecto causal del uso de ordenadores en los resultados delos estudiantes en la prueba PISA 2012 (01/2014)
  • Expectile trimming (01/2014)
  • Failure modeling of an electrical N-component framework by the non-stationaty Markovian arrival process (01/2014)
  • Goodness-of-fit for randomly censored data based on maximun correlation (01/2014)
  • High-dimensional data analysis (01/2014)
  • Homogeneity test for functional data based on depth measures (01/2014)
  • IDMS: The Sardinian Index of Multiple Deprivation (01/2014)
  • Improving the graphical lasso estimation for the precision matrix though roots of the sample covariance matrix (01/2014)
  • Kaplan-Meier estimator based on ranked set samples (01/2014)
  • Linear discriminant analysis based on penalized functional PLS (01/2014)
  • Mejorando la Educación entre todos (01/2014)
  • Nonparametric estimation of covariate-specific summary indices of ROC curves through regression models (01/2014)
  • Nonparametric inference for covariate-specific summary indices of ROC curves (01/2014)
  • One for all: nesting asymmetric stochastic volatility models (01/2014)
  • One for all: nesting asymmetric stochastic volatility models (01/2014)
  • P-spline smoothing for functional data with spatial dependence (01/2014)
  • Particle learning for Bayesian non-parametric Markov switching stochastic volatility model (01/2014)
  • Particle learning for Bayesian non-parametric Markov switching stochastic volatility model (01/2014)
  • Particle learning for Bayesian nonparametric stochastic volatility model (01/2014)
  • Penalized splines: a flexible tool in Biostatistics (01/2014)
  • Random walk testing for time series of functions (01/2014)
  • Robust transmission expansion planning (01/2014)
  • Robustness of phi-divergence test statistics based on exponentiallytilted empirical likelihood estimators (01/2014)
  • Semi-parametric particle filters (01/2014)
  • Small area estimation and poverty mapping procedures (01/2014)
  • Smoothing and forecasting mortality rate. (01/2014)
  • Spearman coefficient for functions (01/2014)
  • Stochastic modellings in software reliability (01/2014)
  • Strategic bidding of a large electricity consumer: a complementarity approach (01/2014)
  • The Mahalanobis distance for functional data with applications to classification (01/2014)
  • The Shapley group value (01/2014)
  • The pairwise approach to model and forecast a large set of disaggregates with common trends (01/2014)
  • The stochastic capacitated branch restructuring problem (01/2014)
  • Two dimensional representation of functional data for outlier detection (01/2014)
  • Two new concepts in video podcasts- Minimalist slides and modular teaching mini-videos (01/2014)
  • Using PLS regression in the noisy functional data context (01/2014)
  • Using complementarity modeling for planning and policy analysis of electricity & energy markets (01/2014)
  • Visualization of shape outliers in functional data samples (01/2014)
  • Zellner-siow priors for variablle selection with censored data (01/2014)
  • A Bayesian perspective of the Generalized Symmetry point, and optimal criterion for classification in diagnostic tests (01/2013)
  • A bayesian non-parametric approach to asymmetric dynamis conditional correlation model with application to portfolio selection (01/2013)
  • A default proposal distribution for ABA-MCMC (01/2013)
  • A processor-sharing heuristic for multipath congestion control (01/2013)
  • A review of poverty mapping procedures (01/2013)
  • A stochastic mixed 0-1 formulation for the capacitated bank network restructuring model (01/2013)
  • A stochastic mixed 0-1 formulation for the capacitated branch restructuring model (01/2013)
  • A stochastic mixed 0-1 model for the capacitated branch restructuring problem with uncertanty (01/2013)
  • Adjustement of overdispersion models using loglinear models (01/2013)
  • Aproximacion de alto orden asintotico para el contraste de significacion bayesiano de hipotesis nulas puntuales con parametros molestos (01/2013)
  • Bayesian analysis of dynamic effects in inefficiency: Evidence from the Colombian banking sector (01/2013)
  • Bayesian analysis of dynamic effects in inefficiency: evidence from the colombian banking sector (01/2013)
  • Bayesian analysis of the MAP_2/G/1 queueing system (01/2013)
  • Bootstrap random walk test for functional time series (01/2013)
  • Bootstrap random walk tests for functional time series (01/2013)
  • COMEDIAN para datos funcionales (01/2013)
  • Caracterización y estimación del proceso MAP no estacionario (01/2013)
  • Coalitional games for the management of anonymous access in online social networks (01/2013)
  • Comparing generalized pareto models fitted to extreme observation: an application to the largest temperatures in Spain (01/2013)
  • Configuracion optima entre las componentes de sistemas paralelo-series y series-paralelo utilizando ordenaciones estocásticas (01/2013)
  • Continuous-state restless bandits, indexability, and infinite-dimensional linear programming (01/2013)
  • Dimension reduction in functional data classification (01/2013)
  • Directional depth and extremality for multivariate observations (01/2013)
  • Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows (01/2013)
  • Dynamic factor models (01/2013)
  • Dynamic principal components in time domain (01/2013)
  • Estimación del punto de simetría generalizado para la clasificación en los tests de disgnostico continuos (01/2013)
  • Estimadores de minima Phi-divergencia en modelos loglineales con modelos de muestreo complejo. Aplicaion para el modelo de Althman y Cohen. (01/2013)
  • Factor models for multivariate time series analysis (01/2013)
  • Forecasting disaggregates by sectors and regions: the case of inflation in the Euro area and in Spain (01/2013)
  • Forecasting disaggregates by sectors and regions: the case of inflation in the Euro area and in Spain (01/2013)
  • Forecasting disaggregates by sectors and regions: the case of inflation in the euro area and Spain (01/2013)
  • Funtores homotopicos idempotentes y espacios clasificadores (01/2013)
  • Generation investment equilibria with strategic producers in an Electricity Pool: An EPEC Approach (01/2013)
  • Group power, centrality and social capital (01/2013)
  • GsymPoint: An R Package for estimating the Generalized Symmetry Point as the optimal cutpoint (01/2013)
  • Home advantage and the importance of an away goal in a two-legged knockout tournament (01/2013)
  • Home advantage and the impotance of an away goal in a two-legged knockout tournament (01/2013)
  • Idempotent functors and classifying spaces (01/2013)
  • Improving the quality of biscuit production: application of different functional data analysis approaches (01/2013)
  • Increased peripheral T(H)17 Cells in SAPHO syndrome: a novel target for treatment? (01/2013)
  • Mapping spaces of nilpotent spaces and idempotent functors (01/2013)
  • Model-based estimation of poverty indicators for small areas: overview (01/2013)
  • Modelling volatility and correlations (01/2013)
  • Multidimensional P-spline interacton mixed models for predicting aboveground in poplar short-rotation coppiece (01/2013)
  • Multiple break detection in the correlation structure of random variables (01/2013)
  • Nested bariable neighborhood search for classification and clustering (01/2013)
  • Nesting asymmetric stochastic volatility models (01/2013)
  • Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions (01/2013)
  • Nonparametric inference for covariate adjusted summary indices of ROC curves (01/2013)
  • Outliers in multivariate GARCH models (01/2013)
  • P-spline mixed models: a Flexible approach for spatio-temporal data (01/2013)
  • Particle learning for bayesian non-parametric Markov switching stochastic volatility models with financial applications (01/2013)
  • Phi-divergence statistics for ordered binomial probabilities (01/2013)
  • Poder y centralidad de grupos (01/2013)
  • Pyramidal values (01/2013)
  • Quasi-likelihood for "intractable" posteriors (01/2013)
  • Reducción de la dimensión en clasificación con datos funcionales (01/2013)
  • Robust analysis of high-dimensional data (01/2013)
  • Robust lasso variable selection for functional data (01/2013)
  • Robust tests of hypothesis: the density power divergence approach (01/2013)
  • Robust unit root tests with autoregressive innovations (01/2013)
  • Selección de variables con LASSO en regresión funcional (01/2013)
  • Set estimation (01/2013)
  • Small area estimation under a Fay-Herriot model with preliminary testing for the presence of random area effects (01/2013)
  • Some index policies for stochastic machine maintenance problems with imperfect maintenance and performance shocks (01/2013)
  • Spatial depth-based outlier detection for functional data (01/2013)
  • Spatial depth-based outlier detection for functional data (01/2013)
  • Spatio-temporal seasonal data modelling and forecasting with penalized smooth ANOVA models (01/2013)
  • Statistical estimation of non-stationary MAP2s (01/2013)
  • Statistical methods for detecting electoral anomalies: the example of Venezuela (01/2013)
  • Stochastic leverage models via iterated filtering (01/2013)
  • Subsampling inference for the autocorrelations of GARCH processes (01/2013)
  • Supply chain coordination under uncertainty in the electricity industry (01/2013)
  • The Mahalanobis distance for functional data with applications to classification (01/2013)
  • The Mahalanobis distance for functional data with applications to classification (01/2013)
  • The disaggegation map approach to identify non-pervasive common features in a large set of disaggregates (01/2013)
  • The uncertainty of conditional correlations in DCC models (01/2013)
  • A Context Dependent Pair Hidden Markov Model for Statistical Alignment (01/2012)
  • A Radius Formulation for a p-median Problem with Distance Selection (01/2012)
  • A Single Index Model Procedure for Interpolation Intervals in Time Series (01/2012)
  • A Vehicle Routing Model with Stop Nodes (01/2012)
  • ABC-MCMC Algorithms with Quasi-Likelihoods (01/2012)
  • Analysis of Dependence Evolution in Spanish Disabled Population through Funcional Data Analysis (01/2012)
  • Aplicaciones de las técnicas de estimación de áreas pequeñas a partir de datos reales (01/2012)
  • Asymmetric Long-run Effects in the Oil Industry (01/2012)
  • Average Forest Value for Directed Graph Restricted Games (01/2012)
  • Bayesian Modelling for Financial Time Series with Skewness and High Kurtosis with the Skew Slash Distribution (01/2012)
  • Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH (01/2012)
  • Bayesian Nonparametric Copulas for Multivariate Time Series (01/2012)
  • Bivariate Density Approximation using Random Bernstein Polynomials (01/2012)
  • Bootstrapping Prediction Intervals (01/2012)
  • Boxplots for Functions based on Halfgraph Orders (01/2012)
  • Comentarios sobre la estructura del espacio cuadrático en análisis discriminante (01/2012)
  • Continuous Variable Neighborhood Search for tuning Support Vector Machines (01/2012)
  • Contraste de independencia para datos funcionales (01/2012)
  • Contrastes de bondad de ajuste basados en la correlación máxima de Hoe ffding (01/2012)
  • Controlled Diffusion Processes with Markovian Switchings (01/2012)
  • Cook's Distance in Polytomous Logistic Regression (01/2012)
  • Default Bayesian Analysis of the Disability Model for the Progression of Stage IV Non-Small Cells Lung Cancer (01/2012)
  • Delocation Models for Closing and Resizing Redundant Branches during Bank Restructuring (01/2012)
  • Dependence Measures for Functional Observations (01/2012)
  • Eficiencia de los contrastes tipo Phi-divergencias para modelos loglineales con restricciones de orden (01/2012)
  • Empirical Best Estimation under a Nested Error Linear Regression Model with Log Transformation (01/2012)
  • Empirical Likelihood Approach using Phi-divergences (01/2012)
  • Equilibrium Strategies for a Tandem Network under Different Information Levels (01/2012)
  • Estadístiques i prediccions macroeconòmiques en les comunitats autònomes (01/2012)
  • Estimating Effiency (01/2012)
  • Estimation of the Conditional Distribution of Two Censored gap Times based on a Nonparametric Approach (01/2012)
  • Exchangeable Occupancy Models and Discrete Processes with the Generalized Uniform Order Statistics Property (01/2012)
  • Extremality Stochastic Order and its Applications (01/2012)
  • Heterogeneity in Bayesian Stochastic Frontier Models (01/2012)
  • Heterogeneity in Bayesian Stochastic Frontier Models (01/2012)
  • Heterogeneity in Bayesian Stochastic Frontier Models (01/2012)
  • Heurísticas para el problema de planificación de la extracción de bloques en minas a cielo abierto (01/2012)
  • Hierarchical Bayes Estimation of Poverty Indicators in Small Areas (01/2012)
  • Hierarchical Bayes Small Area Estimation of Poverty Indicators (01/2012)
  • Identifiability of the Two-State Batch Markovian Arrival Processes (BMAP) (01/2012)
  • Index-based Dynamic Energy Management in a Multimode Sensor Network (01/2012)
  • Inference of the Symmetry Point with Different Costs for the Specificity and Sensitivity (01/2012)
  • Interpretabilidad de los clasificadores SVM para datos funcionales (01/2012)
  • Maximum Likelihood Estimation of Stochastic Volatility Models Via Iterated Filtering (01/2012)
  • Measuring the Extremality of a Curve (01/2012)
  • Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting (01/2012)
  • Model Validation for Multinomial Logistic Regression using the Cook's Distance (01/2012)
  • Modeling Monthly Electricity Demand and Building MacroeconomiIc ndicators based on Electricity Consumption: Interaction between Monthly Econometric and Daily Time Series Models (01/2012)
  • Modeling Monthly Electricity Demand: Interaction Between Monthly Econometric and Daily Time Series (01/2012)
  • Modeling operational risk losses (01/2012)
  • Models per les pèrdues en finances (01/2012)
  • Multiple Break Detection in the Correlation Structure of Time Series (01/2012)
  • Multiple Testing based on Depth (01/2012)
  • Multivariate Copula Models in ROC Analysis (01/2012)
  • On Bilateral Barters and Market Equilibrium (01/2012)
  • On the Issue of How Many Variables to Use When Estimating Common Factors using the Kalman Fiter (01/2012)
  • On the Issue of How Many Variables to Use when Estimating Common Factors Using the Kalman Filter (01/2012)
  • On the Issue of how many Variables to use when Estimating Common Factors using the Kalman Filter (01/2012)
  • On the p-Median Problem with Uncertainty in the Cost Matrix (01/2012)
  • Optimal Portfolio Selection through Rotations (01/2012)
  • Ordering Curves: Boxplots for Functional Data (01/2012)
  • Outlier Detection in ARIMA and Seasonal ARIMA Models by Bayesian Information Type Criteria (01/2012)
  • Pairwise Dynamic Time Warping for Event Data (01/2012)
  • Portfolio Selection for Elliptically Distributed Assets (01/2012)
  • Portfolio Selection through an Extremality Order (01/2012)
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children (01/2012)
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children (01/2012)
  • Pyramidal Value for Directed Graph Restricted Games (01/2012)
  • Redes sociales, acción colectiva y poder de votación (01/2012)
  • Robust Classification for Functional Data Via Spatial Depth-Based Methods (01/2012)
  • Robust Functional Classification for Time Series (01/2012)
  • Seasonal Modulation Smoothing Mixed Models for Times Series Forecasting (01/2012)
  • Several Ageing Notions of Sequential Order Statistics (01/2012)
  • Single-index Model with Censored Data: A Comparative Study (01/2012)
  • Small Area Estimation of General Parameters, with Application to Poverty Mapping (01/2012)
  • Small Area Estimation of General Parameters, with Application to Poverty Mapping (01/2012)
  • Smoothing and Forecasting Seasonal Time Series with P-Spline Mixed Models (01/2012)
  • Sobre la identificabilidad del proceso de llegadas Markoviano en grupo con dos estados (01/2012)
  • Some Index Policies for Stochastic Machine Maintenance Problems with Imperfect Maintenance and Performance Shocks (01/2012)
  • Some Results on Ordering of Spacings from Two Samples (01/2012)
  • Spatial Depth-Based Classification for Functional Data (01/2012)
  • Spatial Depth-Based Classification for Functional Data (01/2012)
  • Subsampling Inference for the Autocovariances and Autocorrelations of Long-Memory Heavy-Tailed Time Series (01/2012)
  • Subsampling Inference for the Autocovariances and Autocorrelations of Long-Memory Time Series (01/2012)
  • Sufficient Indexability Conditions for Real-state Restless Bandit Projects via Infinite-dimensional LP-based Partial Conservation Laws (01/2012)
  • Test-statistics Based on Phi-divergence Measures for Trend in Proportions: An Alternative to the Cochran-Armitage Test (01/2012)
  • The Estimation of Prediction Error in Functional Settings through Bootstrap Methods (01/2012)
  • The Impact of the National Minimum Wage on the Labour Market Outcomes of Young Workers (01/2012)
  • The Intrinsic and the Fractional Bayes Factors for Model Selection with Right Censored Weibull Responses (01/2012)
  • Tuning Support Vector Machines using Variable Neighborhood Search (01/2012)
  • Visualización en análisis de datos funcionales: boxplot funcional y SVM interpretable (01/2012)
  • Wavelet-based Correlations: International Evidence between Stock Market and Oil Returns (01/2012)
  • Why using a General Model in Solvency II is not a Good Idea (01/2012)
  • A Bayesian Multi-State Model for Estimating the Progression of Stage IV Non-Small Cells Lung Cancer (01/2011)
  • A Default Bayesian Approach for Model Choice in Weibull Regression (01/2011)
  • A New Influence Measure in Polytomous Logistic Regression Models based on phi-Divergence Measures (01/2011)
  • A Semiparametric Bayesian Approach to the GARCH Model with Application to Value at Risk Estimation (01/2011)
  • A p-Median Model with Distance Selection (01/2011)
  • An Alternative Approach to Robust Small Area Estimation (01/2011)
  • Area under the ROC Curve using Logistic Regression with Random Effects: Estimation and Inference (01/2011)
  • Area-Level-Time-Space Models for Small Area Estimation of Poverty Indicators (01/2011)
  • Aspectos generales sobre la presencia de adtos atípicos en series temporales (01/2011)
  • Bayesian Multi-State Models for Assessing the Progression of Stage IV non Small-Cell Lung Cancer (01/2011)
  • Bayesian Weibull Survival and Multi-State Models for the Progression of Stage IV Non-Small Cells Lung Cancer (01/2011)
  • Biostatnet: una nueva red interdisciplinar de Bioestadística (01/2011)
  • Bootstrap Forecast of Multivariate VAR Models (01/2011)
  • Bredon Homology for Groups with Cyclic Torsion (01/2011)
  • CID sequences and Bayesian Non Parametrics (01/2011)
  • Calibration of Shrinkage Estimators for Portfolio Optimization (01/2011)
  • Classification and Discriminant Procedures for Dependent Data (01/2011)
  • Classifying Women as Suicide Attempters by Life Events (01/2011)
  • Combining Benchmarking and Chain-Linking for Short-Term Regional Forecasting (01/2011)
  • Combining Benchmarking and Chain-Linking for Short-Term Regional Forecasting: An Application to Spanish GDP (01/2011)
  • Comparing Stochastically the Components of Sequential k-out-of-n Systems (01/2011)
  • Conditionally Identically Distributed Sequences and Bayesian Nonparametric (01/2011)
  • Conditionally Identicaly Distributed Sequences and Bayesian Non Parametrics (01/2011)
  • Covariate-Adjusted Inference for the Youden Index and Associated Classification Threshold (01/2011)
  • Dependence for Functional Data (01/2011)
  • Depth-Based Joint (mu,sigma)-Control Charts (01/2011)
  • Detection of Central Dimension-Reduction Subspaces in Regression (01/2011)
  • Equilibrium Balking Strategies in Single-Server Queues with General Service and Vacation Times (01/2011)
  • Estimation of Complex Small Area Parameters with Application to Poverty Indicators (01/2011)
  • Extremality for Functional Data (01/2011)
  • Fibrations and Cellularization Functors (01/2011)
  • Finite-Horizon Risk Models with Investment and Reinsurance (01/2011)
  • Forecasting Aggregate and Disaggregates with Common Features (01/2011)
  • Forecasting GDP: Disaggregation, Indicators and Monthly Information (01/2011)
  • Forecasting Volatility: A Continuous Time Model Versus Discrete Time Models (01/2011)
  • Forecasting Volatility: Continuous Time vs Discrete Time (01/2011)
  • Forensic Analysis of the Venezuelan Recall Referendum (01/2011)
  • Functional Kendall's Tau with Applications (01/2011)
  • Index-Based Admission Control and Load Balancing of Firm Real-Time Jobs in Multi-Clusters (01/2011)
  • Insurance Regulation and Business Profiles: Organizational Form and Solvency Risk (01/2011)
  • Interpretable Support Vector Machines for Functional Data (01/2011)
  • Interpretable Support Vector Machines for Functional Data (01/2011)
  • Modelado de fenómenos meteorológicos extremos a efectos del análisis estructural (01/2011)
  • Modeling Time Series of Discretized Wind Directions using a Wrapped Poisson HMM (01/2011)
  • Multivariate Extremes: A Directional Approach (01/2011)
  • New Formulation for the Multiple Allocation p-hub Median Problem (01/2011)
  • On Bayesian Inference and Prediction for Computer Software (01/2011)
  • On the Issue of How Many Variables to Use When Estimating Common Factors Using the Kalman Filter (01/2011)
  • Percentile Residual Life Orders and the Decreasing Percentile Residual Life Aging Notion (01/2011)
  • Phi-Divergence Test Statistic for Loglinear Models Subject to Constraints of Likelihood Ratio Order (01/2011)
  • Preliminary Phi-Divergence Test Estimators in a Contingency Table with Symmetry Structure (01/2011)
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Spanish Dependent Children (01/2011)
  • Proposal and Validation of an Analogous Downsaling Methodology for Gust Wind Speedprediction over Iberia (01/2011)
  • Robust Functional Classification for Time Series (01/2011)
  • Robust Functional Classification for Time Series (01/2011)
  • Robustness and Density Power Divergence Measures (01/2011)
  • Second Order Delta Method for Estimating the Youden Index and Optimal Threshold (01/2011)
  • Sensor Scheduling for Hunting Elusive Hiding Targets: A Restless Bandit Index Policy (01/2011)
  • Small Area Estimation for Complex Surveys (01/2011)
  • Sparse Similarity-Based Fisherfaces (01/2011)
  • Stochastic Models for the Environmental Transnational Pollution Control Problem (01/2011)
  • Stochastic Models for the Environmental Transnational Pollution Control Problem (01/2011)
  • Subsampling Inference for the Autocovariances of Long-Memory Time Series (01/2011)
  • Synchronized Barrier Strategies for Dividend Pay-Out: The Markov-Modulated Brownian Motion Model (01/2011)
  • The Decreasing Percentile Residual Life Aging Notion: Properties and Estimation (01/2011)
  • The Impact of the National Minimum Wage on the Labor-Market Outcomes of Young Workers (01/2011)
  • The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets (01/2011)
  • The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets (01/2011)
  • The State of Art of the Drought Studies in Spain (01/2011)
  • The Use of the Youden Index in Diagnostic Studies (01/2011)
  • Time Series Classification (01/2011)
  • Time Series Models for Compass Wind Directions (01/2011)
  • Weather Pattern Classification and Relationships with Observational Wind Speed over Iberia (01/2011)
  • Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs (01/2010)
  • Brownian Queues with Modulated Buffer (01/2010)
  • Characterization of Bathtub Distributions Via Percentile Residual Life Functions (01/2010)
  • Clasificación de series temporales mediante análisis de datos funcionales: una aplicación en Geología (01/2010)
  • Inference for the Difference of Two Percentile Residual Life Functions (01/2010)
  • Inference for the Difference of Two Percentile Residual Life Functions (01/2010)
  • Markov Modulated Brownian Motion with Application to Fluid Queues in Random Environment (01/2010)
  • Markov-Modulated Two-Sided Skorohod Reflection of Brownian Motion (01/2010)
  • Multivariate Data Order Based on Extremality (01/2010)
  • Multivariate Order Based on Extremality Notion (01/2010)
  • On the Multivariate Extremality Measure (01/2010)
  • Outliers in GARCH models and the estimation of risk measures (01/2010)
  • Robust Analysis of Functional Data (01/2010)
  • Sobre el coeficiente Tau-Kendall para datos funcionales (01/2010)
  • The decreasing percentile residual life aging notion (01/2010)
  • Two sided Markov-modulated reflection of Brownian motion. Applications to fluid queues (01/2010)
  • A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups (01/2009)
  • Análisis estadístico robusto para datos de microarrays (01/2009)
  • Bandas de confianza bootstrap para la diferencia de funciones de vida cuantílica residual (01/2009)
  • Bandas de confianza bootstrap para la diferencia de funciones percentílicas de vida residual (01/2009)
  • Modelling intra-daily volatility by functional data analysis: an empirical application to the Spanish stock market (01/2009)
  • Refinamientos robustos de k-medias mediante profundidad (01/2009)
  • Self learning mini-videos through Internet and mobile telephones: a help to the student in the Bologna process (01/2009)
  • Two sided reflection of a Markov Modulated Brownian Motion (01/2009)
  • A Functional Data Approach for Discrimination of Times Series (01/2008)
  • A Goodness-of-Fit Process for ARMA(p,q) Time Series Models Based on a Modified Residual Autocorrelation Sequence (01/2008)
  • A Location Model with Preferences (01/2008)
  • ARIMA-GARCH and Unobserved Component Models with GARCH Disturbances: Are their Prediction Intervals Different? (01/2008)
  • Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches (01/2008)
  • Admission Control and Routing to Parallel Queues with Delayed Information Via Marginal Productivity Indices (01/2008)
  • An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobilie Users with Partial Observations (01/2008)
  • An Index Policy for Multiarmed Multimode Restless Bandits (01/2008)
  • Are There Arbitrage Opportunities in Credit Derivatives Markets? (01/2008)
  • Are There Arbitrage Opportunities in Credit Derivatives Markets? (01/2008)
  • Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process (01/2008)
  • Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process (01/2008)
  • Bayesian Nonparametric Estimation of Bacterial Growth Curves Using Neural Networks (01/2008)
  • Bayesian the Problem of Matching Two Configurations by Using a Bayesian Non-Linear Model (01/2008)
  • Biobjective Approach for SVM-Based Binary Classification and Ordinal Regression (01/2008)
  • Bootstrap Estimation of the Mean Squared Error Under a Spatial Fay-Herriot Model (01/2008)
  • Bootstrap Forecast in Conditionally Heteroscedastic Unobserved Component Models (01/2008)
  • Capability Indices in Univariate and Multivariate Processes (01/2008)
  • Comparison of Principal Component Analysis and Independent Component Analysis for Financial Time Series (01/2008)
  • Computing an Index Policy for Multiarmed Bandits with Deadlines (01/2008)
  • Controlling the International Stock Pollutant in Markov Decision Process with Policies Depending on Target Values (01/2008)
  • Controlling the International Stock Pollutant in Markov Decision Processes with Policies Depending on Target Values (01/2008)
  • Depth Functions and Random Convex Hulls (01/2008)
  • Diffusion Processes with Markovian Switchings Applied to Biochemical Processes (01/2008)
  • Diseño óptimo de tolerancias con variables correladas (01/2008)
  • El riesgo financiero de una cartera modelada como un conjunto aleatorio (01/2008)
  • Empirical Likelihood for Non-Smooth Criterion Functions (01/2008)
  • Empirical Wavelet Analysis of Tail and Memory Properties of LARCH and FIGARCH Models (01/2008)
  • Far Eastern Econometric Society (01/2008)
  • Funciones cuantílicas de vida residual: propiedades y aplicaciones (01/2008)
  • Functional Learning of Kernels for Information Fusion Purposes (01/2008)
  • Functional data classification based on reproducing kernel regularization (01/2008)
  • Generalized Jordan Chains with Applications to MAP with One-Sided Jump (01/2008)
  • Heterogeneity on Risk Profiles as a Reason to Customise the Standard Approach in Solvency II: An Analysis of the Spanish Insurance Undertakings (01/2008)
  • Impact on Competitive Balance from Allowing Foreign Players in a Sports League (01/2008)
  • Integración en el mercado laboral de las personas con discapacidad y en situación de dependencia. Análisis y comparación de resultados con datos del mercado español (01/2008)
  • International Workshop on Applied Probability. (01/2008)
  • La asignación eficiente de la inversión en I+D+I por objetivos socioeconómicos dentro de la Unión Europea: el caso español (01/2008)
  • La relatividad del concepto de dependiente: efecto de la elección de distintos baremos de valoración europeos sobre la población española (01/2008)
  • Local Linear Regression for Functional Predictor and Scalar Response (01/2008)
  • Location with Preferences (01/2008)
  • Location-Dispersion Plots in Quadratic Classification Problems (01/2008)
  • Location-Scale Trimming (01/2008)
  • Matrix Polynomial Theory Applied to Markov Modulated Brownian Motion (01/2008)
  • Nonlinear Time Series Clustering Based On Nonparametric Forecast Densities (01/2008)
  • On the Resolution of the P-Median Problem (01/2008)
  • Optimal Dynamic Promotion and the Knapsack Problem for Perishable Items (01/2008)
  • Optimizacion of Dynamic and Stochastic Systems (01/2008)
  • Overdispersed Continuous Time Models with Epidemiological Applications (01/2008)
  • P-spline ANOVA Type Interaction Models for Spatio-Temporal Smoothing (01/2008)
  • Percentile Residual Life Stochastic Orders (01/2008)
  • Ponencia (01/2008)
  • Ponencia (01/2008)
  • Ponencia invitada (01/2008)
  • Poverty Analysis of Spanish Households with Long Term Care People: A Regional Perspective (01/2008)
  • Representing Functional Data Using Support Vector Machines (01/2008)
  • Resistance to Learn and the Origin of Cooperation (01/2008)
  • Rewarding Cooperation in Social Dilemmas (01/2008)
  • Robust Discriminant Analysis Based on Partial Least Squares (01/2008)
  • Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting (01/2008)
  • Selection of Eigenfunctions in the Fucntional Linear Model with Scalar Response (01/2008)
  • Simulacion de estrategias de gestion de recursos marinos: el caso del molusco loco (concholepas concholepas) (01/2008)
  • Smooth CAR Mixed-Models for Spatial Count Data (01/2008)
  • Solving the P-Median Problem Via a Radius Formulation (01/2008)
  • Solving the P-Median Problem with a Radius Formulation (01/2008)
  • Stability of N-Player Evolutionary Games and the Distribution of Visits of Markov Chains (01/2008)
  • Stochastic Orders Based on the Percentile Residual Life Function (01/2008)
  • Stochastic Orders Based on the Percentile Residual Life Function (01/2008)
  • Table Placement at the EWI Dinner (01/2008)
  • The Gaussian Mixture Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation and Portfolio Selection (01/2008)
  • The Relationship between ARIMA-GARCH and Unobserved Component Models with GARCH Disturbances (01/2008)
  • Unit Roots and Cointegrating Matrix Estimation Using Subspace Methods (01/2008)

• projects 

  • Asesoramiento metodológico e implementación de modelos de Ciencia de Datos en el ámbito del proyecto denominado Sistema de predicción autónomo de gestión operativa y comercial para el sector de la distribución (06/2024)
  • Contrato Menor 2024/SER00821. Metodología para la evaluación de riesgos del sector industrial y adaptación al cambio climático en el ámbito estuarino (06/2024)
  • Contrato entre la asociacion coordinadora latinoamericana y del caribe y UC3M-Marco referencial para la evaluación de proyectos de reducción de emisiones de gases de efectos invernadero integrados al ciclo operativo de las actividades productivas en finca- (03/2024)
  • Análisis descriptivo de series históricas de Nabia (11/2023)
  • Contrato Marco de Asesoramiento Técnico (10/2023)
  • Incertidumbre en modelos de factores dinámicos: Un índice de riesgo climático. - IDFM-CRI (09/2023)
  • Modelización Estadística Avanzada para Sistemas Complejos en Salud, Industria y Sociedad -ASMOCS (09/2023)
  • Modelización de dependencias en altas dimensiones. - HI-DEMO (09/2023)
  • Informe Pericial sobre: Informes del Mercado Inmobiliario Urbano de Uso Residencial y de Garaje-Aparcamiento 2021, 2022 Dirección General del Catastro (06/2023)
  • Contrato Marco de Asesoramiento Técnico (01/2023)
  • Estudio sobre la Vulnerabilidad Social (01/2023)
  • Evaluación de las necesidades de atención en personas dependientes o vulnerables mediante técnicas estadísticas basadas en distancias y profundidades (12/2022)
  • Paideia: Desarrollo de un sistema para la mejora del diagnóstico y el tratamiento de las enfermedades del neurodesarrollo a través de herramientas digitales (12/2022)
  • TRANSMODEL - Transferencia de software en machine learning y modelización estadística con aplicaciones en salud, demografía, economía y fiabilidad (12/2022)
  • Contrato de Asesoramiento entre Macroscope SL y la Universidad Carlos III de Madrid (10/2022)
  • Inferencia No Paramétrica para Datos Direccionales (09/2022)
  • Métodos de aprendizaje estadístico basados en distancias y profundidades para datos masivos de estructura compleja, con aplicaciones (09/2022)
  • On spline surrogate models and reformulation techniques for Mixed Integer Nonlinear. Optimization (09/2022)
  • Contrato marco para la prestación de servicios de consultoría en el ámbito de la estadística (07/2022)
  • Estudio de la relación entre el número de implantes cardiacos y la pandemia COVID (05/2022)
  • Estudio sobre el comportamiento biométrico de la población de rentistas con. incapacidad permanente (04/2022)
  • Daily Passenger Flow Forecast of Beijing Subway (03/2022)
  • Evaluación de las tablas de mortalidad de experiencia propia (03/2022)
  • Construcción de un modelo de evaluación de los precios de los coches en España (02/2022)
  • Creación de un área sobre Big Data en economía y finanzas en Funcas (02/2022)
  • Informe sobre la idoneidad de la metodología aplicada por Agroseguro en la determinación del nivel inicial de la reserva de estabilización (02/2022)
  • Demonstrations of the techniques of small area estimation, including software demonstrations (01/2022)
  • Prediction and control of turbulent flows with advanced statistical techniques (PREDATOR-CM-UC3M) (01/2022)
  • Desarrollo de un sistema de diagnóstico y tratamiento del Trastorno por Déficit de Atención e Hiperactividad basado en la Ciencia de Datos (12/2021)
  • Modelo de Planificación de los Servicios de Practicaje Portuario (11/2021)
  • Cartografía de la pobreza bajo escenarios complejos (09/2021)
  • Optimización bajo incertidumbre y control estocástico: aplicaciones a mercados estocásticos en el paradigma del Big Data (09/2021)
  • Small Area Estimation Guidelines (08/2021)
  • Contrato para la prestación de Servicios de Asesoramiento (07/2021)
  • DIDONE - The Sources of Absolute Music: Mapping Emotions in Eighteenth-Century Italian Opera (05/2021)
  • 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 (05/2021)
  • Climate change and economic challenges for the Spanish society (02/2021)
  • Estudio sobre la Vulnerabilidad Social (01/2021)
  • Machine Learning y ciencia de datos para pesca sostenible (01/2021)
  • Creación de un área sobre Big Data en economía y finanzas en Funcas (12/2020)
  • Proyecto Flexener (12/2020)
  • Statistical modelling for smart cities (12/2020)
  • Estudio sobre la tendencia de longevidad de la población española (11/2020)
  • Predicción de edad biológica mediante algoritmos estadísticos y de inteligencia artificial (10/2020)
  • Análisis de la tendencia en el riesgo de supervivencia en España a corto y medio plazo. como consecuencia del Covid-19 (09/2020)
  • Servicios de asesoría para la realización de un informe. sobre el valor añadido europeo del paquete de políticas Digital Services Act (08/2020)
  • Aprendizaje Estadístico con Big Data para Problemas Complejos en Economía y Empresa (06/2020)
  • Nuevas estrategias en regresión penalizada con aplicaciones en salud, demografía y economía (06/2020)
  • Predicción de series temporales no estacionarias de grandes dimensiones (06/2020)
  • Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones (06/2020)
  • SOLUCIÓN MACHINE LEARNING PARA EL DISEÑO DE ESTRATEGIAS DE VENTA (06/2020)
  • Acuerdo de colaboración en el área de Data Science (05/2020)
  • Pattern Identification in Turbulence for Flow control (01/2020)
  • Plan de contingencia para eliminar el gas natural del sistema eléctrico español: ¿Pueden las centrales termosolares sustituir a las centrales de ciclo combinado en los próximos años? (01/2020)
  • Finantial markets contagion: An experimental analysis (12/2019)
  • Asesorar y capacitar a los participantes en aspectos teóricos y prácticos de técnicas de estimación en áreas menores aplicadas a las temáticas pobreza y desnutrición (11/2019)
  • Game Theoretical approach to the Multi-cahannel Attribution Problem (11/2019)
  • Perfiles de precio de electricidad en mercados con alta integración renovable mediante modelos analíticos y machine learning (09/2019)
  • ASSESSMENT ON POVERTY MAPPING IN MOLDOVA (05/2019)
  • Estudios de vulnerabilidad social (01/2019)
  • Higia: Desarrollo de un sistema basado en reconocimiento de patrones y visión por ordenador para mejorar el diagnóstico del Trastorno por Déficit de Atención e Hiperactividad (01/2019)
  • Explotación estadística de las bases de datos de la empresa ADCOMM CENTURY (12/2018)
  • Cátedra DATA SCIENCE (09/2018)
  • 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 (09/2018)
  • Gestion eficiente de demandas en Smart Grids basada en modelos análiticos y Big Data (09/2018)
  • Riesgos operacionales (09/2018)
  • 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". (08/2018)
  • Análisis exploratorio Log Files (07/2018)
  • Creación del Servicio de Estudios y Análisis de Datos del Consejo General de la Abogacía Española (07/2018)
  • Modelización estadística para el dimensionamiento del almacenamiento energético. Grid To Data (G2D) (07/2018)
  • 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. (06/2018)
  • El valor de la información: estrategias óptimas y control estocástico (01/2018)
  • Nuevos modelos de predicción y optimización bajo incertidumbre en el entorno del Data Science (01/2018)
  • Study on the Limits of Data Disaggregation in Household Surveys for Population Subgroups and Geographical Areas and The Requirements to Overcome Them (11/2017)
  • Tablas de mortalidad (10/2017)
  • Predicción de demanda eléctrica desagregada y generación renovable distribuida en "Smart Grids". (09/2017)
  • Predicción del PIB y número de ocupados del País Vasco utilizando indicadores basados en extracción de señales mediante el filtro de Kalman (07/2017)
  • Desarrollo metodológico y producción de indicadores de actividad económica en Catalunya (04/2017)
  • Estudios sobre la vulnerabilidad social (03/2017)
  • Desarrollo de un novedoso sistema de gestión inteligente de eficiencia energética (01/2017)
  • Asesoría técnica en herramientas matemáticas y estadísticas (02/2016)
  • "Big data" y datos complejos en Empresa y Finanzas (01/2016)
  • Cartografía de la pobreza con alta precisión (01/2016)
  • Indicadores económicos: predicción con incertidumbre e inestabilidad (01/2016)
  • Demostración de técnicas de estimación en áreas pequeñas (08/2015)
  • Chequeo metodológico y de resultados de análisis sobre eficacia de fusiones bancarias para crear valor al accionista y sociedad 1987-2003 (06/2015)
  • Estudio sobre la vulnerabilidad social (05/2015)
  • Estudio de mercado para aceptación e introducción de nuevos productos aseguradores dentro de la comunidad universitaria (02/2015)
  • GLMs aplicados al cálculo de la tasa de mortalidad (02/2015)
  • Modelos aditivos generalizados para datos complejos y de alta dimensión (01/2015)
  • Selección de factores en la gestión del riesgo. Contribuciones al sector asegurador con especial atención a dependencia y longevidad (01/2015)
  • Small area estimation in the structural survey (11/2014)
  • Implantación de una herramienta de monitorización estadística de parques eólicos (09/2014)
  • Estudios sobre la vulnerabilidad social (06/2014)
  • Equilibrios óptimos en redes de gran tamaño (01/2014)
  • Optimización regularizada: nuevos modelos y métodos en el análisis de big data (01/2014)
  • Estudio sobre las posibles variables macroeconómicas que puedan anticipar la siniestralidad en el ramo de salud en España (12/2013)
  • Small area estimation in the structural survey (12/2013)
  • Estudios sobre vulnerabilidad social: boletines (09/2013)
  • Asesoría matemático/estadística sobre el algoritmo AppGree (07/2013)
  • Assesment on small area estimation methods (01/2013)
  • Estudio econométrico sobre los mercados locales relevantes de distribución de carburantes. Fase II (01/2013)
  • Implantación de aplicaciones estadísticas avanzadas para la gestión de parques eólicos (01/2012)
  • Métodos de suavizados flexibles y algoritmos eficientes en epidemoligía, demografía y medio ambiente (01/2012)
  • Estudios sobre la vulnerabilidad social: Informe Anual y Boletines (10/2011)
  • Optimización bajo incertidumbre en finanzas: nuevos modelos y tecnicas. (01/2011)
  • Optimización dinamica de modelos markovianos de tipo restless bandit mediante politicas indice de prioridad (01/2011)
  • Predicción de precios de energía eléctrica en el corto plazo (04/2010)
  • La incertidumbre en la predicción macroeconómica y financiera: bootstrap y modelos multivariantes (01/2010)
  • Estimación de eficiencia de producción de energía solar en planta fotovoltaica (11/2009)
  • Análisis de simulación bursátil (09/2009)
  • Gasto público, impuestos y productividad total de los factores de las empresas. Evidencia con microdatos de la base Amadeus (09/2009)
  • Realización de estudio sobre análisis de los factores determinantes en uso de un terminal móvil en la venta de juegos activos (07/2009)
  • Actualización del "Estudio de la Vida Media de Grandes Electródomésticos para el cálculo de las previsiones del residuo futuro" (06/2009)
  • Desarrollo de una metodología estadística para el análisis de encuestas de satisfacción e integración de datos objetivos de red. (05/2009)
  • Modelización y clasificación estadística de series temporales en el sector inmbiliario (04/2009)
  • Asesoramiento estadístico en el estudio del efecto de factores individuales, familiares y del centro esclar, sobre el consumo de tabaco en adolescentes en la Comunidad de Madrid (02/2009)
  • CP08: Modelos de ayuda a la toma de decisiones en presencia de incertidumbre (01/2009)
  • CP08: Modelos estocásticos para el tratamiento estadístico de datos complejos y medidas de riesgo (01/2009)
  • Control Estadístico de Parques Eólicos (01/2009)
  • Mantenimiento y actualización de la herramienta de predicción "AECP" para la generación de energía eólica (01/2009)
  • Mejora del sistema de predicción de descargas atmosféricas en un parque eólico (01/2009)
  • Análisis Estadístico Muestras de Chapajo. (10/2008)
  • Informe anual sobre la vulnerabilidad social (09/2008)
  • Estudio de la vida media de grandes electrodomesticos para el cálculo de las previsiones del residuo futuro (06/2008)
  • Puestos Autónomos de Información. Impacto en Negocio. (03/2008)
  • Optimización de sistemas de grandes dimensiones mediante programación matemática. (01/2008)
  • Predicción en tiempo real para energía eólica y solar (01/2008)
  • Técnicas estadísticas para la estimación y clasificación en modelos complejos. (01/2008)
  • Base de datos sobre violencia de género. (12/2007)
  • Evaluación de grupo de control en un estudio de impacto en ventas derivado de la colocación de pantallas informativas. (11/2007)
  • Métodos estadísticos de decisión basados en conocimento. (10/2007)
  • Técnicas de Predicción y Gestión de Riesgos Relacionados con los Mercados de Gas y Electricidad. (10/2007)
  • Evaluación del impacto de instalación de pantallas en al punto de venta de Loterías y Apuestas del Estado (08/2007)
  • Evaluación proyecto europeo ARRIVAL (04/2007)
  • Cursos de Formación (Presenciales y No Presenciales) (02/2007)
  • Evaluación de promoción en puntos de venta (02/2007)
  • Incertidumbre en la predicción: aplicaciónes a series macroecnómicas y financieras de la Comunidad de Madrid (01/2007)
  • Modelos Avanzados para la Predicción en Tiempo Real de Energías Renovables (01/2007)
  • Modelos de optimización dinámica, estocástica y combinatoria de sistemas tecnológicos, logísticos y financieros (01/2007)
  • Métodos avanzados de predicción de la producción eólica con SIPREOLICO. (01/2007)
  • Selección de modelos estadísticos en condiciones de heterogeneidad (01/2007)
  • Técnicas no paramétricas y de computación intensiva en estadística (01/2007)
  • EURO-FGI: Design and Engineering of the Future Generetion Internet - Towards convergent multi-service networks (12/2006)
  • What Causes Asset Market Comovement? A Dynamic Copula Approach. (12/2006)
  • Asesoramiento estadístico en el estudio de las desigualdades socieconómicas y medioambientales en la mortalidad de la Comunidad de Madrid. (11/2006)
  • Incertidumbre en la construcción de modelos econométricos y de metodologías de predicción para series macroeconómicas y financieras (10/2006)
  • Predicción de la Producción de Energía Fotovoltaica (06/2006)
  • Modelización estadística y análisis de datos (01/2006)
  • Modelos Estadísticos para la Gestión de Energías Renovables (01/2006)
  • Métodología macroeconométrica sobre el tratamiento de problemás de nivel y heterocedasticidad con aplicación a Latino América (01/2006)
  • Técnicas no paramétricas y de computación intensiva en estadística (01/2006)

• supervised theses 

  • Privileged information on financial assets via enlargement of filtrations (01/2023)
  • Sobre expectiles, generalizaciones y algunas aplicaciones en análisis multivariante (12/2022)
  • Efficient Bayesian inference via Monte Carlo and machine learning algorithms (12/2022)
  • Scalable Outlier Detection Methods for Functional Data (11/2022)
  • Variable selection and predictive models in Big Data environments (01/2022)
  • Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal (07/2021)
  • Mediación conectada a los tribunales: aproximación a la mediación civil desde una perspectiva de calidad. (06/2021)
  • New Models and Methods of Mathematical Optimization in Air Traffic Flow Management (02/2021)
  • Dynamic Factor Models for Heterogeneous Data (12/2020)
  • Variable selection algorithms in generalized linear models (10/2020)
  • Modelling Approaches via (Batch) Markov modulated Poisson processes (07/2020)
  • DEPTH-BASED METHOD FOR FUNCTIONAL DATA ANALYSIS (04/2020)
  • A General Framework for Prediction in Generalized Additive Models (01/2020)
  • Bayesian inference for high dimensional factor copula models (07/2019)
  • Statistical learning methods for functional data with applications to prediction, classification and outlier detection (07/2019)
  • Measuring uncertainty of factors extracted using Principal Components (03/2019)
  • Bayesian modelling of glacial discharge in Antarctica
    using copulas (12/2017)
  • Robust and Sparse Estimation of Large Precision Matrices (09/2017)
  • Non-stationary Dynamic Factor Models (07/2017)
  • Clustering in High Dimension for Multivariate and Functional Data Using Extreme Kurtosis Projections (06/2017)
  • Contributions to Time Series Factor Modeling: Model Averaging and Bias Correction (05/2017)
  • Estimación de Tablas de Mortalidad Dinámicas y Análisis Actuarial del Riesgo de Longevidad (12/2016)
  • Gráficos de control EWMA adaptativos con parámetro de suavizado variable en el tiempo. (12/2016)
  • Smooth Generalized Linear Models for Aggregated Data (12/2016)
  • The Multivariate Directional Approach: High Level Quantile Estimation and Applications to Finance and Environmental Phenomena (12/2016)
  • Topics in density forecast in stationary parametric unvariate time series models (12/2016)
  • Essays on Expected Equity Returns and Volatility: Modeling and Prediction (09/2016)
  • Bootstrap forecast densities in univariate and multivariate volatility models (08/2016)
  • Discovering common features in a large set of disaggregates. Methodology, modeling and forecasting (05/2016)
  • Support vector machine tools for multi-class classification problems (05/2016)
  • New estimation methods for high dimensional inverse covariance matrices (02/2016)
  • Dynamic portfolio selection with transaction costs and estimation error (01/2016)
  • Flexible bayesian nonparametric priors an bayesian computational methods (11/2015)
  • Contributions to bayesian non-parametrics (07/2015)
  • Functional linear models (07/2015)
  • Distancias para datos funcionales= The Mahalanobis distance for functional data with applications in statistical problems (06/2015)
  • FDA, RKHSS and information geometry methods for the analysis of time series and probablity distributions (06/2015)
  • (Batch) Markovian arrival processes: the identifiability issue and other applied aspects (03/2015)
  • Asymmetric stochastic volatility models (03/2015)
  • Essays on forecasting with partial least squares methods (03/2015)
  • Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models (02/2015)
  • Modeling financial returns with skew-slash innovations (11/2014)
  • Spatial Depth-Based Methods for Functional Data (11/2014)
  • Bayesian analysis of heterogeneity in stochastic frontier models (10/2014)
  • Bootstrap forecasts of multivariate time series (07/2014)
  • Recombining observations in cluster analysis: The SAGRA method. (06/2014)
  • Dependence for Functional Data (04/2014)
  • Goodness of fit in multivariate time series (04/2014)
  • Parameter uncertainty in portfolio optimization (09/2013)
  • Time series segmentation procedures to detect, locate and estimate change-points (09/2013)
  • Extremality in Multivariate Statistics (12/2012)
  • Clasificación de la conducta suicida utilizando cuestionarios psicométricos (10/2012)
  • Models and inference for population dynamics (09/2012)
  • Restless bandit index policies for dynamic sensor scheduling optimization (07/2012)
  • Robust estimation and outlier detection in linear models for grouped data (02/2012)
  • Métodos estadisticos en series temporales no lineales con aplicación a la predicción de eneregía eólica (10/2011)
  • Statistical classification of images (09/2011)
  • Independent component analysis for time series (07/2011)
  • Semi-parametric and non-parametric methods for directional data (06/2011)
  • Stochastic comparisons and bayesian inference in software reliability (05/2011)
  • Volatility models with leverage effect (02/2011)
  • METODOS DE PREDICCION DE LA GENERACION AGREGADA DE ENERGIA EOLICA (11/2010)
  • Arbitraje estadístico en finanzas: Four Essays on the interaction between Credit Derivaties and Fixed Income Markets (07/2010)
  • Classification Techniques for Time Series and Functional Data (07/2010)
  • Measuring financial risk (07/2010)
  • Representing Functional Data in Reproducing Kernel Hilbert Spaces with Applications to Clustering, Classification and Times Series Problems (07/2010)
  • Similaridad y contraste mediante profundidad estadística (07/2010)
  • Multivariate volatility models in financial risk management and portfolio selection (06/2010)
  • Smoothing Mixed Models for Spatial and Spatio-Temporal Data (06/2010)
  • Combinación y Suavizado de Series de Tiempo para el Análisis Demográfico (05/2010)
  • Bootstrapping unobserved component models (04/2010)
  • Juegos markovianos discretos. Una aproximación a modelos de desarrollo sostenible (03/2010)
  • Methods for face detection and adaptive face recognition (01/2010)
  • Metodologia bayesiana aplicada al estudio de configuraciones espaciales en Bioinformática (01/2010)
  • Stochastic orderings and aging notions based on percentile residual life functions (11/2009)
  • Contributions to the problem of cluster analysis (07/2009)
  • Controlled Markov Models. An Application to the Ruin Problem (06/2009)
  • Marginal Productivity Index Policies for Dynamic Priority Allocation in Restless Bandit Models (06/2009)
  • Predicción en modelos de componentes inobservables condicionalmente heteróscedasticos (06/2009)
  • Adopción de las normas internacionales de información financiera por los grupos cotizados españoles: impacto y factores determinantes (01/2009)
  • Bayesian Modelling of Stochastic Processes in Teletraffic and Finance (01/2009)
  • Dynamic interest-rate modelling in Incomplete Markets (01/2009)
  • Smoothing Methods for the Analysis of Mortality Development (12/2008)

• working papers 

  • Fitting complex stochastic volatility models using Laplace approximation (06/2024)
  • A stochastic volatility model for volatility asymmetry and propagation (05/2024)
  • A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity (04/2024)
  • Clustering and forecasting of day-ahead electricity supply curves using a market-based distance (04/2024)
  • A Quantile Neural Network Framework for Two-stage Stochastic Optimization (03/2024)
  • Deep Learning and Bayesian Calibration Approach to Hourly Passenger Occupancy Prediction in Beijing Metro: A Study Exploiting Cellular Data and Metro Conditions (11/2023)
  • Observability analysis for structural system identification based on state estimation (11/2023)
  • Risk management in solar-based power plants with storage: a comparative study (09/2023)
  • Economic activity and C02 emissions in Spain (07/2023)
  • Effects of extreme temperature on the European equity market (07/2023)
  • Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula (07/2023)
  • Penalized function-on-function partial leastsquares regression (07/2023)
  • Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals (05/2023)
  • Modelling physical activity profiles in COPD patients: a new approach to variable-domain functional regression models (05/2023)
  • Data cloning for a threshold asymmetric stochastic volatility model (02/2023)
  • Measuring efficiency of Peruvian universities: a stochastic frontier analysis (01/2023)
  • Risk Management of Energy Communities with Hydrogen Production and Storage Technologies (01/2023)
  • Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (12/2022)
  • A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization (11/2022)
  • Multivariate Functional Outlier Detection using the FastMUOD Indices (09/2022)
  • Before and after default: information and optimal portfolio via anticipating calculus (07/2022)
  • Data depth and multiple output regression, the distorted M-quantiles approach (07/2022)
  • On data-driven chance constraint learning for mixed-integer optimization problems (07/2022)
  • Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country (07/2022)
  • Data-driven stabilizations of goodness-of-fit tests (06/2022)
  • Economic activity and climate change (06/2022)
  • Optimal day-ahead offering strategy for large producers based on market price response learning (04/2022)
  • An anticipative Markov modulated market (02/2022)
  • A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro (12/2021)
  • Anticipative information in a Brownian-Poisson market: the binary information (11/2021)
  • Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading (11/2021)
  • A quantile based dimension reduction technique (10/2021)
  • Optimal stopping of an Ornstein-Uhlenbeck bridge (10/2021)
  • Some results on optimally exercising American put options for time-inhomogeneous processes (07/2021)
  • Dynamic factor models: does the specification matter? (03/2021)
  • Expecting the unexpected: economic growth under stress (03/2021)
  • 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 (03/2021)
  • Integrated nested Laplace approximations for threshold stochastic volatility models (01/2021)
  • Adaptative predictability of stock market returns (12/2020)
  • What do international energy prices have in common after taking into account the key drivers? (12/2020)
  • Contagion in sequential financial markets: an experimental analysis (10/2020)
  • Valuation in the energy sector: Fundamentals or bubbles? (10/2020)
  • A solution method for the shared Resource Constrained Multi-Shortest Path Problem (09/2020)
  • Factor extraction using Kalman filter and smoothing: this is not just another survey (06/2020)
  • Forecasting gasoline prices with mixed random forest error correction models (06/2020)
  • Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer (06/2020)
  • Adaptive quadrature schemes for Bayesian inference via active learning (05/2020)
  • Direct versus iterated multi-period Value at Risk (05/2020)
  • Pull your small area estimates up by the bootstraps (05/2020)
  • Quantile Consumption-Capital Asset Pricing (05/2020)
  • A comment on the dynamic factor model with dynamic factors (03/2020)
  • Comparing Forecasts of Extremely Large Conditional Covariance Matrices (11/2019)
  • Growth with heterogenous interdependence (10/2019)
  • Prediction regions for interval-valued time series (10/2019)
  • Insider information and its relation with the arbitrage condition and the utility maximization problem (09/2019)
  • Models for expected returns with statistical factors (09/2019)
  • Optimal exercise of American options under stock pinning (09/2019)
  • A Depth for Censured Functional Data (07/2019)
  • Shrinkage reweighted regression (06/2019)
  • Multivariate expectile trimming and the BExPlot (05/2019)
  • Quantile regression : a penalization approach (05/2019)
  • Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models (04/2019)
  • Data cloning estimation for asymmetric stochastic volatility models (03/2019)
  • Exploring option pricing and hedging via volatility asymmetry (03/2019)
  • Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football (03/2019)
  • Detecting Gender Discrimination in Intrahousehold Resource Allocation (02/2019)
  • Variational Inference for high dimensional structured factor copulas (10/2018)
  • A short note on "Anticipative Portfolio Optimization" (09/2018)
  • Estimation of the common component in Dynamic Factor Models (06/2018)
  • An overview of uniformity tests on the hypersphere (04/2018)
  • On optimal tests for rotational symmetry against new classes of hyperspherical distributions (04/2018)
  • Growth in Stress (03/2018)
  • El impacto económico y social de las Universidades públicas madrileñas en la región : análisis en el corto y largo plazo (01/2018)
  • Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection (01/2018)
  • Modeling and forecasting the oil volatility index (11/2017)
  • Optimal portfolio with insider information on the stochastic interest rate (11/2017)
  • Discovering pervasive and non-pervasive common cycles (09/2017)
  • 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis (06/2017)
  • Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path (06/2017)
  • A general framework for prediction in penalized regression (05/2017)
  • Estimating non-stationary common factors : Implications for risk sharing (05/2017)
  • Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence (05/2017)
  • Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems (05/2017)
  • Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (05/2017)
  • On optimal test for rotational symmetry against new classes of hyperspherical distributions (05/2017)
  • Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas (05/2017)
  • Prediction Bands for Functional Data Based on Depth Measures (05/2017)
  • Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection (05/2017)
  • Clustering Big Data by Extreme Kurtosis Projections (04/2017)
  • Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League (04/2017)
  • Kernel depth funcions for functional data (04/2017)
  • BIAS correction for dynamic factor models (01/2017)
  • Electricity prices forecasting by averaging dynamic factor models (01/2017)
  • Proposal for the recalibration of mortality and longevity shocks under Solvency II framework. Technical Note (01/2017)
  • A generative angular model of protein structure evolution (12/2016)
  • Measuring the uncertainty of Principal Components in Dynamic Factor Models (12/2016)
  • Efficiency evaluation of Spanish hotel chains (11/2016)
  • Vine copula models for predicting water flow discharge in Antarctic glaciers (10/2016)
  • A Bootstrap Approach for Generalized Autocontour Testing (07/2016)
  • D-Trace precision matrix estimator with eigenvalue control (07/2016)
  • Directional multivariate extremes in environmental phenomena (07/2016)
  • Model uncertainty approach in mortality projection with model assembling methodologies (07/2016)
  • Modelling latent trends from spatio-temporally grouped data using composite link mixed models (07/2016)
  • Monitoring variance by EWMA charts with time varying smoothing parameter (07/2016)
  • Small area estimation of general parameters under complex sampling designs (04/2016)
  • A Partial parametric path algorithm for multiclass classification (02/2016)
  • Determining the number of factors after stationary univariate transformations (02/2016)
  • ABC and Hamiltonian Monte-Carlo methods in COGARCH models (01/2016)
  • A verification theorem for indexability of discrete time real statediscounted restless bandits (12/2015)
  • Portfolio selection with proportional transaction costs and predictability (11/2015)
  • Retail competition with switching consumers in electricity markets (11/2015)
  • Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk (11/2015)
  • D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties (10/2015)
  • Discovering common trends in a large set of disaggregates: statistical procedures and their properties (09/2015)
  • Forecasting a large set of disaggregates with common trends and outliers (09/2015)
  • A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT (07/2015)
  • An analysis of the dynamics of efficiency of mutual funds (07/2015)
  • MGARCH models: tradeoff between feasibility and flexibility (07/2015)
  • On the importance of the probabilistic model in identifying the most decisive game in a tournament (06/2015)
  • Penalized functional spatial regression (06/2015)
  • Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica (06/2015)
  • Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter (05/2015)
  • Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries (05/2015)
  • Model uncertainty and the forecast accuracy of ARMA models: A survey (05/2015)
  • Penalized composite link mixed models for two-dimensional count data (05/2015)
  • Ranking Edges and Model Selection in High-Dimensional Graphs (05/2015)
  • A Comparison of Small Area Estimation Methods for Poverty Mapping (04/2015)
  • A Random Walk Test for Functional Time Series (04/2015)
  • Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance (03/2015)
  • Dating multiple change points in the correlation matrix (02/2015)
  • A Directional Multivariate Value at Risk (01/2015)
  • Monitoring multivariate variance changes (01/2015)
  • Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment (01/2015)
  • A Bayesian nonparametric modelling to estimate student response to ICT investment (12/2014)
  • Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model (10/2014)
  • Score driven asymmetric stochastic volatility models (10/2014)
  • A Bootstrap Likelihood approach to Bayesian Computation (09/2014)
  • A game theoretic approach to group centrality (07/2014)
  • Goodness-of-fit test for randomly censored data based on maximum correlation (07/2014)
  • Heterogeneous effects of risk-taking on bank efficiency: a stochastic frontier model with random coefficients (07/2014)
  • Identification of asymmetric conditional heteroscedasticity in the presence of outliers (07/2014)
  • Phi-divergence test statistics for testing the validity of latent class models for binary data (07/2014)
  • Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations (06/2014)
  • Functional outlier detection with a local spatial depth (06/2014)
  • Influence analysis of robust wald-type tests (06/2014)
  • A projection method for multiobjective multiclass SVM (05/2014)
  • Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix (05/2014)
  • Independent components techniques based on kurtosis for functional data analysis (05/2014)
  • The pairwise approach to model a large set of disaggregates with common trends (05/2014)
  • Best prediction under a nested error model with log transformation (04/2014)
  • Generalized wald-type tests based on minimum density power divergence estimators (03/2014)
  • Recombining partitions from multivariate data: a clustering method on Bayes factors (03/2014)
  • An efficient asymptotic approach for testing monotone proportions assuming an underlying logit based order dose-response model (02/2014)
  • Outliers in multivariate Garch Models (02/2014)
  • The uncertainty of conditional returns, volatilities and correlations in DCC models (02/2014)
  • Wald type and phi-divergence based test-statistics for isotonic binomial proportions (02/2014)
  • Homogeneity test for functional data based on depth measures (01/2014)
  • A Kendall correlation coefficient for functional dependence (12/2013)
  • A new goodness-of-fit process for varma (p,q) models: construction and empirical properties (12/2013)
  • Co-jumps and Markov counting systems in random environments (12/2013)
  • On idiosyncratic stochasticity of financial leverage effects (12/2013)
  • Spearman coefficient for functions (12/2013)
  • Trajectory composition of Poisson time changes and Markov counting systems (12/2013)
  • How to boost the PhD labour market? : facts from the R&D and innovation policies side (11/2013)
  • The Shapley group value (11/2013)
  • Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines (09/2013)
  • Modelling long term trend and local spatial correlation : a mixed penalized spline and spatial econometrics approach (09/2013)
  • Data cloning estimation of GARCH and COGARCH models (07/2013)
  • Bayesian analysis of dynamic effects in inefficiency: evidence from the Columbian banking sector (06/2013)
  • Bayesian multivariate Bernstein polynomial density estimation (06/2013)
  • Parameter uncertainty in multiperiod portfolio optimization with transaction costs (06/2013)
  • The change-point problem and segmentation of processes with conditional heteroskedasticity (06/2013)
  • A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (05/2013)
  • Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain (05/2013)
  • Lasso variable selection for functional regression (05/2013)
  • Multiperiod portfolio selection with transaction and market-impact costs (05/2013)
  • One for all: nesting asymmetric stochastic volatility models (05/2013)
  • The Mahalanobis distance for functional data with applications to classification (05/2013)
  • Correlations between oil and stock markets: a wavelet-based approach (03/2013)
  • Predictability of stock market activity using Google search queries (03/2013)
  • Recombining partitions via unimodality tests (03/2013)
  • Dependency evolution in Spanish disabled population : a functional data analysis approach (02/2013)
  • Bayesian inference and data cloning in population projection matrices (01/2013)
  • Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (01/2013)
  • Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows (01/2013)
  • Exchangeable occupancy models and discrete processes with the generalized uniform order statistics property (01/2013)
  • Multivariate risk measures : a constructive approach based on selections (01/2013)
  • National minimum wage and employment of young workers in the UK (01/2013)
  • Pairwise Dynamic Time Warping for Event Data (11/2012)
  • Seasonal modulation mixed models for time series forecasting (11/2012)
  • More is not always better : back to the Kalman filter in dynamic factor models (10/2012)
  • Pyramidal values (10/2012)
  • Forecasting aggregates and disaggregates with common features (08/2012)
  • A vector of Dirichlet processes (07/2012)
  • Bayesian modelling of bacterial growth for multiple populations (06/2012)
  • Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence (06/2012)
  • Modeling financial time series with the skew slash distribution (06/2012)
  • National minimum wage and labour market outcomes of young workers (06/2012)
  • Portfolio selection through and extremality stochastic order (06/2012)
  • Bayesian estimation of inefficiency heterogeneity in stochastic frontier models (05/2012)
  • On the identifiability of the two-state BMAP (05/2012)
  • Spatial depth-based classification for functional data (05/2012)
  • Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy (04/2012)
  • Comparisons among spacings from two populations (03/2012)
  • Asymmetric long-run effects in the oil industry (02/2012)
  • Discriminant analysis of multivariate time series using wavelets (02/2012)
  • Lasso-type estimators for Semiparametric Nonlinear Mixed-Effects Models Estimation (02/2012)
  • A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime (12/2011)
  • Combining benchmarking and chain-linking for short-term regional forecasting (12/2011)
  • Robust Henderson III estimators of variance components in the nested error model (12/2011)
  • Hypothesis testing in a generic nesting framework with general population distributions (11/2011)
  • Profile identification via weighted related metric scaling : an application to dependent Spanish children (11/2011)
  • Riding successive product diffusion waves : building a tsunami via upgrade-rebate programs (11/2011)
  • Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view (11/2011)
  • Bootstrap forecast of multivariate VAR models without using the backward representation (10/2011)
  • Equilibrium strategies in a tandem queue under various levels of information (10/2011)
  • A Bayesian model for longitudinal circular data (09/2011)
  • Beta-product Poisson-Dirichlet Processes (09/2011)
  • A procedure for the change point problem in parametric models based on phi-divergence test-statistics (07/2011)
  • Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems (07/2011)
  • Forecasting volatility: does continuous time do better than discrete time? (07/2011)
  • Free completely random measures (07/2011)
  • Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence (07/2011)
  • Limiting behavior of the search cost distribution for the move-to-front rule in the stable case (07/2011)
  • The international stock pollutant control: a stochastic formulation with transfers (07/2011)
  • A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets (06/2011)
  • Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica (06/2011)
  • Handwritten digit classification (06/2011)
  • Calibration of shrinkage estimators for portfolio optimization (05/2011)
  • Exploring ICA for time series decomposition (05/2011)
  • A basic goodness-of-fit process for VARMA (p,q) models (04/2011)
  • A vehicle routing model with split delivery and stop nodes (04/2011)
  • Non-parametric methods for circular-circular and circular-linear (04/2011)
  • On stochastic properties between some ordered random variables (04/2011)
  • Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts (04/2011)
  • Interacting multiple -- Try algorithms with different proposal distributions (03/2011)
  • Interacting multiple-try algorithms with different proposal distributions (03/2011)
  • Change point for multinomial data using phi-divergence test statistics (01/2011)
  • Homotopy Idempotent Functors on Classifying Spaces (12/2010)
  • Networks and Collective Action (12/2010)
  • Multiple Hypothesis Testing and Clustering with Mixtures of Non-Central t-Distributions Applied in Microarray Data Analysis (11/2010)
  • Comparing Sample and Plug-in Moments in Asymmetric Garch Models (10/2010)
  • First Passage of a Markov Additive Process and Generalized Jordan Chains (10/2010)
  • Two-Sided Reflection Problem for the Markov Modulated Brownian Motion (10/2010)
  • A Semiparametric Bayesian Approach to the Analysis of Financial Time Series with Applications to value at Risk (09/2010)
  • A Semiparametric State Space Model (09/2010)
  • Sensitivity and Robustness in MDS Configurations for Mixed-Type Data: A Study of the Economic Crisis Impact on Socially Vulnerable Spanish People (09/2010)
  • The Percentile Residual Life up to Time t0: Ordering and Aging Properties (09/2010)
  • Comparing Quantile Residual Life Functions by Confidence Bands (06/2010)
  • Multivariate Extremality Measure (06/2010)
  • Simplicial Similarity and its Application to Hierarchical Clustering (06/2010)
  • Bootstrap Prediction Intervals for VaR and ES in the Context of GARCH Models (05/2010)
  • Characterization of Bathtub Distributions Via Percentile Residual Life Functions (05/2010)
  • Circular Bernstein Polynomial Distributions (05/2010)
  • Optimal Portfolios with Minimum Capital Requirements (05/2010)
  • Representing Functional Data in Reproducing Kernel Hilbert Spaces with Applications to Clustering and Classification (05/2010)
  • Bayesian Hierarchical Modelling of Bacteria Growth (04/2010)
  • Multitarget Tracking Via Restless Bandit Marginal Productivity Indices and Kalman Filter in Discrete Time (04/2010)
  • The Decreasing Percentile Residual Life Aging Notion (04/2010)
  • Asymmetric Effects of Oil Price Fluctuations in International Stock Markets (02/2010)
  • Bootstrap Prediction Mean Squared Errors of Unobserved States Based on the Kalman Filter with Estimated Parameters (01/2010)
  • Non-linear Models of Disability and Age Applied to Census Data (01/2010)
  • Outliers in Garch Models and the Estimation of Risk Measures (01/2010)
  • Graphical Identification of TAR Models (12/2009)
  • Recombining Dependent Data: An Order Statistics Approach (12/2009)
  • The Econometrics of Randomly Spaced Financial Data: A Survey (12/2009)
  • Time Series Segmentation by Cusum, AutoSLEX and AutoPARM Methods (12/2009)
  • A New Class of Minimum Power Divergence Estimators with Applications to Cancer Surveillance (11/2009)
  • Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk (11/2009)
  • Non-Identifiability of the Two State Markovian Arrival Process (11/2009)
  • Nonidentifiability of the two-state Markovian arrival process (11/2009)
  • Risk Factors in Oil and Gas Industry Returns: International Evidence (11/2009)
  • Are There Arbitrage Opportunities in Credit Derivatives Markets?: A New Test and an Application to the Case of CDS and ASPs (09/2009)
  • Controlling the International Stock Pollutant with Policies Depending on Target Values (09/2009)
  • Classification of Functional Data: A Weighted Distance Approach (07/2009)
  • Inequalities for the Ruin Probability in a Controlled Discrete-Time Risk Process (06/2009)
  • P-Spline Anova-Type Interaction Models for Spatio-Temporal Smoothing (06/2009)
  • An Index for Dynamic Product Promotion and the Knapsack Problem for Perishable Items (05/2009)
  • Exact Goodness-of-Fit Tests for Censored Data (05/2009)
  • Private Long Term Care Insurance: Theoretical Approach and Results Applied to the Spanish Case (04/2009)
  • Adjusted Empirical Likelihood Estimation of the Youden Index and Associated Threshold for the Bigamma Model (03/2009)
  • Modelling Intra-Daily Volatility by Functional Data Analysis: An Empirical Application to the Spanish Stock Market (03/2009)
  • On the Conjecture of Kochar and Korwar (03/2009)
  • Small area Estimation on Poverty Indicators (03/2009)
  • Clustering and Classifying Images with Local and Global Variability (01/2009)
  • Controlled Diffusion Processes with Markovian Switchings for Modeling Dynamical Engineering Systems (01/2009)
  • Eigenvectors of a Kurtosis Matrix as Interesting Directions to Reveal Cluster Structure (01/2009)
  • Firm-Specific Factors Influencing the Selection of Accounting Options Provided by the IFRS: Empirical Evidence from Spanish Market (01/2009)
  • Modelling Attendance at Spanish Professional Football League (01/2009)
  • Nearest-Neighbours Median Cluster Algorithm (01/2009)
  • Procesos estocásticos con aplicaciones al ámbito empresarial (01/2009)
  • Robust Estimation in Linear Regression Models with Fixed Effects (01/2009)
  • Wavelet-based Detection of Outliers in Volatility Models (01/2009)
  • A Multivariate Generalized Independent Factor GARCH Model with an Application to Financial Stock Returns (12/2008)
  • Locally Linear Approximation for Kernel Methods: The Railway Kernel (12/2008)
  • Marginal Productivity Index Policies for Problems of Admission Control and Routing to Parellel Queues with Delay (12/2008)
  • Measuring Financial Risk: Comparison of Alternative Procedures to Estimate VaR and ES (12/2008)
  • Copulas in Finance and Insurance (11/2008)
  • LIBOR Additive Model Calibration to Swaptions Markets (11/2008)
  • Percentile Residual Life Orders (11/2008)
  • Smooth-Car Mixed Models for Spatial Count Data (11/2008)
  • Unbalanced Groups in Nonparametric Survival Tests (10/2008)
  • A Methodology for Population Projections: An Application to Spain (09/2008)
  • Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulatior (09/2008)
  • Asymptotic Properties of a Goodness-of-Fit Test Based on Maximum Correlations (09/2008)
  • Goodness of Fit in Models for Mortality Data (09/2008)
  • On Identifiability of MAP Processes (09/2008)
  • The Effect of Short-Selling on the Aggregation of Information in a Experimental Asset Market (07/2008)
  • Bayesian Non-Linear Matching of Pairwise Microarray Gene Expressions (05/2008)
  • A Semi-Parametric Model for Circular Data Based on Mixtures of Beta Distributions (03/2008)
  • Bootstrap Prediction Intervals in State Space Models (03/2008)
  • Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting (03/2008)
  • Inference for Double Pareto Lognormal Queues with Applications (02/2008)
  • On Bayesian Estimation of Multinomial Probabilities Under Incomplete Experimental Information (02/2008)
  • A Functional Data Based Method for Time Series Classification (01/2008)
  • El perfil de crecimiento de un fenómeno económico (01/2008)
  • Estimating and Forecasting GARCH Volatility in the Presence of Outliers (01/2008)
  • Export Diversification and Price Uncertainty in Sub-Saharan Africa and Other Developing Countries: A Portfolio Approach (01/2008)
  • Forecasting Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas and Cointegration Relationships Between Regional and National Sectors: The Case of Spain (01/2008)
  • Forecasting Spanish Inflation Using Information from Different Sectors and Geographical Areas (01/2008)
  • Long Term Care in Spain: Extent, Costs and Challenges. (01/2008)