Co-author Network
Co-researcher Network
sample of publications
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articles
- Models for Expected Returns with Statistical Factors. Journal of Risk and Financial Management. 13:314. 2020
- Control charts based on parameter depths. APPLIED MATHEMATICAL MODELLING. 53:487-509. 2018
- Multivariate risk measures: a constructive approach based on selections. MATHEMATICAL FINANCE. 26:867-900. 2016
- On the uniform consistency of the zonoid depth. JOURNAL OF MULTIVARIATE ANALYSIS. 143:394-397. 2016
- Choosing a random distribution with prescribed risks. INSURANCE MATHEMATICS & ECONOMICS. 52:599-605. 2013
- Trimmed regions induced by parameters of a probability. JOURNAL OF MULTIVARIATE ANALYSIS. 107:306-318. 2012
- Data depth in multivariate statistics. Boletín de estadística e investigación operativa. 27:151-174. 2011
- On the Proximity of a Probability to a Capacity Functional: Proximity Functions. STOCHASTIC MODELS. 24:264-287. 2008
- Consistency of the alfa-Trimming of a Probability: Applications to Central Regions. BERNOULLI. 14:580-592. 2008
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book chapters
- Band depths based on multiple time instances. In: The mathematics of the uncertain: a tribute to Pedro Gil. SPRINGER. 67-78. 2018
- On the combination of depth-based ranks. In: The mathematics of the uncertain: a tribute to Pedro Gil. SPRINGER. 79-88. 2018
- Risk measures and stochastic orders using integrals of distorted quantile functions. In: Recent developments in modeling and applications in statistics. SPRINGER. 261-269. 2013
- Data Depth: Multivariate Statistics and Geometry. In: New Perspectives in Stochastic Geometry. UNIVERSITY OF OXFORD. 398-423. 2010
- Lorenz Curves of Extrema. In: Combining Soft Computing and Statistical Methods in Data Analysis. SPRINGER. 81-88. 2010
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conference contributions
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working papers