sample of publications
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articles
- The zonoid region parameter depth. STATISTICAL PAPERS. 2022
- Data Depth and Multiple Output Regression, the Distorted M-Quantiles Approach. Mathematics. 10:1-19. 2022
- A stochastic order for interval valued random mappings and applications. APPLIED MATHEMATICAL MODELLING. 107:429-440. 2022
- Simultaneous monitoring of origin and scale in left-bounded processes via depth. AStA-Advances in Statistical Analysis. 105:649-673. 2021
- Expectile depth: Theory and computation for bivariate datasets. JOURNAL OF MULTIVARIATE ANALYSIS. 184:1-17. 2021
- How to explain the cross-section of equity returns through common principal components. Mathematics. 9:1-22. 2021
- Depth and outliers for samples of sets and random sets distributions. Australian and New Zealand Journal of Statistics. 63:55-82. 2021
- Models for Expected Returns with Statistical Factors. Journal of Risk and Financial Management. 13:314. 2020
- Shuffle, cut, and learn: Crypto Go, a card game for teaching cryptography. Mathematics. 8:1-13. 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. Boletin de Estadistica e Investigacion Operativa (Boletin de Estadistica e Investigacion 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
- Biological Age Imputation by Data Depth. In: Building Bridges between Soft and Statistical Methodologies for Data Science. SPRINGER. 2023
- 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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books
- Book of Abstracts XVIII Congreso de Biometría CEBMADRID. MADRID. 2022
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conference contributions
- Data depth for mixed-type data through multidimensional scaling. An application to biological age imputation = Profondità dei dati per dati misti attraverso la scalatura multidimensionale. Un'applicazione all'imputazione dell'età biologica. 294-297. 2023
- Biological age imputation by data depth. 89. 2022
- Expectile trimming 2014
- Depth-Based Joint (mu,sigma)-Control Charts 2011
- Depth Functions and Random Convex Hulls. 47. 2008
- El riesgo financiero de una cartera modelada como un conjunto aleatorio 2008
- Location-Scale Trimming 2008
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working papers