DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2016: Efficiency evaluation of Spanish hotel chains

Yaguo Deng, Helena Veiga and Michael Peter Wiper

2016: Vine copula models for predicting water flow discharge at King George Island, Antarctica

Mario Gómez Díaz, María Concepción Ausín Olivera and M. Carmen Domínguez

2016: Discovering common trends in a large set of disaggregates: statistical procedures and their properties

Guillermo Carlomagno and Antoni Espasa

2016: Modelling latent trends from spatio-temporally grouped data using composite link mixed models

Diego Armando Ayma Anza, María Durbán, Dae-Jin Lee and Jan Van de Kassteele

2016: A Bootstrap Approach for Generalized Autocontour Testing

Joao Henrique Gonçalves Mazzeu, Gloria Gonzalez-Rivera, Esther Ruiz and Helena Veiga

2016: Model uncertainty approach in mortality projection with model assembling methodologies

Andrés Gustavo Benchimol, Pablo J. Alonso, Juan Miguel Marín Díazaraque and Irene Albarrán Lozano

2016: Directional multivariate extremes in environmental phenomena

Raúl Andrés Torres Díaz, Carlo de Michele, Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas

2016: Monitoring variance by EWMA charts with time varying smoothing parameter

Willy Ericson Ugaz Sánchez, Andrés Modesto Alonso Fernández and Ismael Sánchez Rodríguez-Morcillo

2016: D-Trace precision matrix estimator with eigenvalue control

Vahe Avagyan

2016: Small area estimation of general parameters under complex sampling designs

María Guadarrama, Isabel Molina and J.N.K. Rao

2016: Remittances in Mexico and their unobserved components

Francisco Corona and Pedro Paulo Orraca Romano

2016: Determining the number of factors after stationary univariate transformations

Francisco Corona, Pilar Poncela and Esther Ruiz

2016: A Partial parametric path algorithm for multiclass classification

Ling Liu, Belén Martín Barragán and Francisco Javier Prieto Fernández

2016: ABC and Hamiltonian Monte-Carlo methods in COGARCH models

Juan Miguel Marín Díazaraque, M. T. Rodríguez-Bernal and E. Romero

2015: Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk

Luiz Hotta, Carlos Trucíos and Esther Ruiz

2015: Retail competition with switching consumers in electricity markets

Carlos Ruiz Mora, Francisco Javier Nogales Martín and Francisco Javier Prieto Fernández

2015: Portfolio selection with proportional transaction costs and predictability

Xiaoling Mei and Francisco Javier Nogales Martín

2015: D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties

Vahe Avagyan, Andrés Modesto Alonso Fernández and Francisco J. Nogales

2015: Forecasting a large set of disaggregates with common trends and outliers

Guillermo Carlomagno and Antoni Espasa

2015: An analysis of the dynamics of efficiency of mutual funds

Jorge Galan, Sofia Ramos and Helena Veiga

2015: MGARCH models: tradeoff between feasibility and flexibility

Daniel de Almeida, Luiz Hotta and Esther Ruiz

2015: A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT

Stefano Cabras and Juan de Dios Tena

2015: Penalized functional spatial regression

María del Carmen Aguilera Morillo, María Durbán and Ana M. Aguilera

2015: Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

M. Gómez, María Concepción Ausín Olivera and María del Carmen Domínguez

2015: On the importance of the probabilistic model in identifying the most decisive game in a tournament

Francisco Corona, Juan de Dios Tena and Michael Peter Wiper

2015: Ranking Edges and Model Selection in High-Dimensional Graphs

Ginette Lafit, Francisco Javier Nogales Martín and Rubén Zamar

2015: Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries

Andrés Gustavo Benchimol, Irene Albarrán Lozano, Juan Miguel Marín Díazaraque and Pablo J. Alonso

2015: Penalized composite link mixed models for two-dimensional count data

Diego Armando Ayma Anza, María Durbán, Dae-Jin Lee and Paul Eilers

2015: Model uncertainty and the forecast accuracy of ARMA models: A survey

Joao Henrique Gonçalves Mazzeu, Esther Ruiz and Helena Veiga

2015: Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter

Willy Ericson Ugaz Sánchez and Ismael Sánchez

2015: A Random Walk Test for Functional Time Series

Nicola Mingotti, Rosa Elvira Lillo Rodríguez and Juan Romo

2015: A Comparison of Small Area Estimation Methods for Poverty Mapping

Maria Guadarrama Sanz, Isabel Molina Peralta and J. N. K. Rao

2015: Bayesian Linear Regression with Conditional Heteroskedasticity

Yanyun Zhao

2015: Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance

Esdras Joseph, Pedro Galeano and Rosa Elvira Lillo Rodríguez

2015: Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment

Esther Ruiz and Pilar Poncela

2015: A Directional Multivariate Value at Risk

Raúl Andrés Torres Díaz, Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas

2014: A Bayesian nonparametric modelling to estimate student response to ICT investment

Stefano Cabras and Juan de Dios Tena

2014: Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model

Audrone Virbickaite, Hedibert F. Lopes, María Concepción Ausín Olivera and Pedro Galeano

2014: Score driven asymmetric stochastic volatility models

Xiuping Mao, Esther Ruiz and Helena Veiga

2014: Disentangled jump-robust realized covariances and correlations with non-synchronous prices

Harry Vander Elst and David Veredas

2014: A Bootstrap Likelihood approach to Bayesian Computation

Weixuan Zhu, Juan Miguel Marín Díazaraque and Fabrizio Leisen

2014: A game theoretic approach to group centrality

Ramón Jesús Flores Díaz, Elisenda Molina Ferragut and Juan Tejada

2014: Goodness-of-fit test for randomly censored data based on maximum correlation

Ewa Strzalkowska-Kominiak and Aurea Grané Chávez

2014: Heterogeneous effects of risk-taking on bank efficiency: a stochastic frontier model with random coefficients

Miguel Sarmiento and Jorge Galan

2014: Identification of asymmetric conditional heteroscedasticity in the presence of outliers

M. Angeles Carnero, Ana Pérez and Esther Ruiz

2014: Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations

Cristina García de la Fuente, Pedro Galeano and Michael Peter Wiper

2014: Functional outlier detection with a local spatial depth

Carlo Sguera, Pedro Galeano and Rosa Elvira Lillo Rodríguez

2014: The pairwise approach to model a large set of disaggregates with common trends

Guillermo Carlomagno and Antoni Espasa

2014: Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix

Vahe Avagyan, Andrés Modesto Alonso Fernández and Francisco J. Nogales

2014: A projection method for multiobjective multiclass SVM

Belén Martín Barragán, Francisco Javier Prieto Fernández and Ling Liu

2014: Independent components techniques based on kurtosis for functional data analysis

Daniel Peña, Francisco J. Prieto and Carolina Rendón

2014: Selecting and combining experts from survey forecasts

Julieta Fuentes, Pilar Poncela and Julio Rodríguez

2014: Recombining partitions from multivariate data: a clustering method on Bayes factors

Adolfo Álvarez and Daniel Peña

2014: Outliers in multivariate Garch models

Aurea Grané Chávez, Belén Martín-Barragán and Helena Veiga

2014: The uncertainty of conditional returns, volatilities and correlations in DCC models

Diego Eduardo Fresoli and Esther Ruiz

2014: Homogeneity test for functional data based on depth measures

Ramón Jesús Flores Díaz, Rosa Elvira Lillo Rodríguez and Juan Romo