Contact information of Universidad Carlos III de Madrid. Departamento de EstadÃstica
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .
Content
2024
- 44814 International vulnerability of inflation
by Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther
- 44217 Extreme temperatures and the profitability of large European firms
by Bellocca, Gian Pietro Enzo & Poncela Blanco, Maria Pilar
- 44216 Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets
by Feng, Wenxiu
- 43947 Fitting complex stochastic volatility models using Laplace approximation
by Romero, Eva
- 43887 A stochastic volatility model for volatility asymmetry and propagation
by Romero, Eva
- 43837 A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity
by Deng, Yaguo
- 43805 Clustering and forecasting of day-ahead electricity supply curves using a market-based distance
by Li, Zehang & Elías, Antonio & Morales, Juan M.
- 43773 A Quantile Neural Network Framework for Twostage Stochastic Optimization
by Tsay, Calvin
2023
- 38943 Observability analysis for structural system identification based on state estimation
by Alahmad, Ahmad & Porras, Rocío & Lozano Galant, José Antonio & Turmo, José
- 38783 Deep Learning and Bayesian Calibration Approach to Hourly Passenger Occupancy Prediction in Beijing Metro: A Study Exploiting Cellular Data and Metro Conditions
by Sun, He
- 37975 Economic activity and C02 emissions in Spain
by Juan, Aranzazu de & Poncela, Maria Pilar
- 37968 Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula
by González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir
- 37758 Penalized function-on-function partial leastsquares regression
by Hernandez Roig, Harold Antonio & Aguilera Morillo, María del Carmen & Aguilera, Ana M. & Preda, Cristian
- 37391 Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals
by Curbelo Benitez, Ernesto Angel & Martino, Luca & Llorente Fernandez, Fernando
- 37255 Modelling physical activity profiles in COPD patients: a new approach to variable-domain functional regression models
by Hernandez Amaro, Pavel & Aguilera Morillo, María del Carmen & Esteban Gonzalez, Cristobal & Arostegui, Inma
- 36274 Risk Management of Energy Communities with Hydrogen Production and Storage Technologies
by Feng, Wenxiu
- 36250 Measuring efficiency of Peruvian universities: a stochastic frontier analysis
by Orosco Gavilán, Juan Carlos
2022
- 36251 Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
by Poncela Blanco, Maria Pilar & Fresoli, Diego Eduardo
- 35665 Multivariate Functional Outlier Detection using the FastMUOD Indices
by Ojo, Oluwasegun Taiwo & Fernández Anta, Antonio & Genton, Marc G.
- 35488 Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country
by Herrera, Sixto
- 35411 Before and after default: information and optimal portfolio via anticipating calculus
by Salmerón Garrido, José Antonio & Nunno, Giulia Di & D'Auria, Bernardo
- 35324 Data-driven stabilizations of goodness-of-fit tests
by Fernández de Marcos Giménez de los Galanes, Alberto
- 35044 Economic activity and climate change
by De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir
- 34083 An anticipative Markov modulated market
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 33693 Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
by Corredera, Alberto
- 31230 An experimental analysis of contagion in financial markets
by Peeters, Ronald & Vorstaz, Marc
2021
- 33787 A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro
by Sunhe, Flor
- 33624 Anticipative information in a Brownian-Poisson market: the binary information
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 33508 Optimal stopping of an Ornstein-Uhlenbeck bridge
by D'Auria, Bernardo & Guada Azze, Abel
- 33469 A quantile based dimension reduction technique
by Aguilera Morillo, María del Carmen
- 33130 Some results on optimally exercising American put options for time-inhomogeneous processes
by D'Auria, Bernardo & Guada, Abel
- 32258 How to explain the cross-section of equity returns through Common Principal Components
by Cueto, José Manuel
- 32210 Dynamic factor models: does the specification matter?
by Poncela, Pilar
- 32148 Expecting the unexpected: economic growth under stress
by Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir
- 31804 Integrated nested Laplace approximations for threshold stochastic volatility models
by Zea Bermudez, Patrícia de & Rue, Havard
2020
- 31648 Adaptative predictability of stock market returns
by Casas Villalba, Maria Isabel
- 31647 What do international energy prices have in common after taking into account the key drivers?
by Camacho, Maximo
- 31056 Valuation in the energy sector: Fundamentals or bubbles?
by Ramos, Sofía & Huang, I-Chuan
- 30793 A solution method for the shared Resource Constrained Multi-Shortest Path Problem
by Laguna, Manuel & Alonso Ayuso, Antonio
- 30644 Factor extraction using Kalman filter and smoothing: this is not just another survey
by Poncela Blanco, Maria Pilar
- 30572 Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer
by Aguilera Morillo, María del Carmen & Álvarez, Enrique & López Taruella, Sara & Del Monte Millán, María & Picornell, Antonio C. & Martín, Miguel
- 30537 Adaptive quadrature schemes for Bayesian inference via active learning
by Llorente Fernández, Fernando & Martino, Luca
- 30349 Direct versus iterated multi-period Value at Risk
by Nieto Delfin, Maria Rosa
- 30332 Quantile Consumption-Capital Asset Pricing
by Ramos, Sofía B.
2019
- 29291 Comparing Forecasts of Extremely Large Conditional Covariance Matrices
by Moura, Guilherme V. & Santos, André A. P.
- 29054 Prediction regions for interval-valued time series
by González-Rivera, Gloria & Luo, Yun
- 29023 Growth with heterogenous interdependence
by Manjón Antolín, M. & Martinez Ibañez, Oscar
- 28805 Insider information and its relation with the arbitrage condition and the utility maximization problem
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 28803 Optimal exercise of American options under stock pinning
by D'Auria, Bernardo & Guada-Azze, Abel
- 28776 Models for expected returns with statistical factors
by Cueto, José Manuel
- 28630 Out-of-sample prediction in multidimensional P-spline models
by Lee, Dae-Jin
- 28579 A Depth for Censured Functional Data
by Paganoni, Anna M. & Sangalli, Laura M.
- 28500 Shrinkage reweighted regression
by Laniado Rodas, Henry
- 28428 Quantile regression : a penalization approach
by Aguilera Morillo, María del Carmen
- 28322 Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models
by Phillips, Garry David Alan & Wang, Dandan
- 28234 Exploring option pricing and hedging via volatility asymmetry
by Casas, Isabel
- 28214 Data cloning estimation for asymmetric stochastic volatility models
by Zea Bermudez, Patrícia de
- 28198 Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football
by Reade, J. James
2018
2017
- 25985 Modeling and forecasting the oil volatility index
by Mariti, Massimo B.
- 25819 Optimal portfolio with insider information on the stochastic interest rate
by D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio
- 24678 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
by Senra, Eva
- 24672 Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path
by Alonso González, Pablo J.
- 24622 Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems
by Ramírez-Cobo, Pepa
- 24614 Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence
by Rodríguez Caballero, Carlos Vladimir
- 24613 Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
by Laniado Rodas, Henry
- 24607 A general framework for prediction in penalized regression
by Lee, Dae-Jin
- 24585 Estimating non-stationary common factors : Implications for risk sharing
by Corona, Francisco & Poncela, Pilar
- 24522 Clustering Big Data by Extreme Kurtosis Projections
by Rendon Aguirre, Janeth Carolina
- 24521 Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League
by Corona, Francisco & Forrest, David
- 24029 BIAS correction for dynamic factor models
by Bastos, Guadalupe & García-Martos, Carolina
- 24028 Electricity prices forecasting by averaging dynamic factor models
by Bastos, Guadalupe & García-Martos, Carolina
2016
- 23897 Efficiency evaluation of Spanish hotel chains
by Deng, Yaguo
- 23812 Vine copula models for predicting water flow discharge at King George Island, Antarctica
by Domínguez, M. Carmen
- 23457 A Bootstrap Approach for Generalized Autocontour Testing
by González-Rivera, Gloria & Veiga, Helena
- 23448 Modelling latent trends from spatio-temporally grouped data using composite link mixed models
by Ayma Anza, Diego Armando & Durbán, María & Lee, Dae-Jin & Van de Kassteele, Jan
- 23434 Model uncertainty approach in mortality projection with model assembling methodologies
by Alonso, Pablo J.
- 23419 Directional multivariate extremes in environmental phenomena
by Michele, Carlo de & Laniado Rodas, Henry
- 23410 D-Trace precision matrix estimator with eigenvalue control
by Avagyan, Vahe
- 22731 Small area estimation of general parameters under complex sampling designs
by Guadarrama, María & Molina, Isabel & Rao, J.N.K.
- 22674 Remittances in Mexico and their unobserved components
by Corona, Francisco & Orraca, Pedro
- 22390 A Partial parametric path algorithm for multiclass classification
by Martín Barragán, Belén
- ws1602 Determining the number of factors after stationary univariate transformations
by Corona, Francisco & Poncela, Maria Pilar
- ws1601 ABC and Hamiltonian Monte-Carlo methods in COGARCH models
by Rodríguez-Bernal, M. T. & Romero, E.
- ws1519 Discovering common trends in a large set of disaggregates: statistical procedures and their properties
by Carlomagno, Guillermo
2015
- 21775 D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
by Avagyan, Vahe & Nogales, Francisco J.
- 21206 Penalized functional spatial regression
by Aguilera Morillo, María del Carmen & Durbán, María & Aguilera, Ana M.
- 21174 On the importance of the probabilistic model in identifying the most decisive game in a tournament
by Corona, Francisco
- ws1523 Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk
by Hotta, Luiz & Trucíos, Carlos
- ws1518 Forecasting a large set of disaggregates with common trends and outliers
by Carlomagno, Guillermo
- ws1517 An analysis of the dynamics of efficiency of mutual funds
by Galán, Jorge & Ramos, Sofía B. & Veiga, Helena
- ws1516 MGARCH models: tradeoff between feasibility and flexibility
by Almeida, Daniel de & Hotta, Luiz
- ws1513 Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica
by Gómez, M. & Domínguez, M. C.
- ws1511 Ranking Edges and Model Selection in High-Dimensional Graphs
by Zamar, Rubén
- ws1510 Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries
by Alonso, Pablo J.
- ws1509 Penalized composite link mixed models for two-dimensional count data
by Lee, Dae-Jin & Ayma Anza, Diego Armando & Durbán, María & Eilers, Paul
- ws1508 Model uncertainty and the forecast accuracy of ARMA models: A survey
by Veiga, Helena
- ws1507 Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter
by Sánchez, Ismael
- ws1505 A Comparison of Small Area Estimation Methods for Poverty Mapping
by Guadarrama Sanz, Maria & Rao, J. N. K.
- ws1502 Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
by Poncela, Pilar
- ws1501 A Directional Multivariate Value at Risk
by Laniado Rodas, Henry
2014
- ws142819 Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model
by Lopes, Hedibert F.
- ws142517 A Bootstrap Likelihood approach to Bayesian Computation
by Leisen, Fabrizio
- ws142416 Disentangled jump-robust realized covariances and correlations with non-synchronous prices
by Vander Elst, Harry & Veredas, David
- ws142215 A game theoretic approach to group centrality
by Tejada, Juan
- ws142114 Goodness-of-fit test for randomly censored data based on maximum correlation
by Strzalkowska-Kominiak, Ewa & Grané, Aurea
- ws142013 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
by Sarmiento, Miguel & Galán, Jorge E.
- ws141912 Identification of asymmetric conditional heteroscedasticity in the presence of outliers
by Carnero Fernández, María Ángeles & Pérez, Ana
- ws141309 The pairwise approach to model a large set of disaggregates with common trends
by Carlomagno, Guillermo
- ws141208 Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix
by Avagyan, Vahe & Nogales, Francisco J.
- ws141107 A projection method for multiobjective multiclass SVM
by Martín Barragán, Belén
- ws141006 Independent components techniques based on kurtosis for functional data analysis
by Prieto, Francisco J. & Rendón, Carolina
- ws140905 Selecting and combining experts from survey forecasts
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws140804 Recombining partitions from multivariate data: a clustering method on Bayes factors
by Álvarez, Adolfo
- ws140503 Outliers in multivariate Garch models
by Grané, Aurea & Martín-Barragán, Belén & Veiga, Helena
- ws140202 The uncertainty of conditional returns, volatilities and correlations in DCC models
by Fresoli, Diego Eduardo
2013
- ws133430 The Shapley group value
by Molina, Elisenda & Tejada, Juan
- ws133026 Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines
by Rodríguez-Álvarez, María Xosé & Lee, Dae-Jin & Kneib, Thomas & Durbán, María & Eilers, Paul
- ws132925 Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach
by Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin
- ws132723 Data cloning estimation of GARCH and COGARCH models
by Rodríguez Bernal, M. T. & Romero, Eva
- ws132622 Allocation policies of redundancies in two-parallel-series and two-series-parallel systems
by Laniado Rodas, Henry
- ws132220 A multivariate extension of a vector of Poisson- Dirichlet processes
by Leisen, Fabrizio
- ws132119 Parameter uncertainty in multiperiod portfolio optimization with transaction costs
by Miguel, Victor de & Nogales, Francisco J.
- ws131716 New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces
by Huertas, E. J. & Torrado Robles, Nuria & Leisen, Fabrizio
- ws131615 Multiperiod portfolio selection with transaction and market-impact costs
by Miguel, Víctor de & Nogales, Francisco J.
- ws131514 A new distance for data sets (and probability measures) in a RKHS context
by Martos, Gabriel
- ws130908 Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows
by Marques, Helena & Pino, Gabriel
- ws130807 Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain
by Pino, Gabriel
- ws130706 Recombining partitions via unimodality tests
by Álvarez, Adolfo
- ws130605 Predictability of stock market activity using Google search queries
by Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena
- ws130504 Correlations between oil and stock markets : a wavelet-based approach
by Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena
- ws130403 Dependency evolution in Spanish disabled population : a functional data analysis approach
by Alonso González, Pablo
- ws130102 Bayesian inference and data cloning in population projection matrices
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws130101 Multivariate risk measures : a constructive approach based on selections
by Molchanov, Ilya
- 35531 Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach
by Chen, Liang & Ramos Ramirez, Andrey David
- 18886 A new goodness-of-fit process for varma (p,q) models: construction and empirical properties
by Nguyen, Huong
2012
- ws122519 Seasonal modulation mixed models for time series forecasting
by Lee, Dae-Jin & Durbán, María
- ws122418 Pyramidal values
by Molina, Elisenda & Tejada, Juan
- ws122317 More is not always better : back to the Kalman filter in dynamic factor models
by Poncela, Pilar
- ws122216 Sparse partial least squares in time series for macroeconomic forecasting
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws122115 A vector of Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio & Spanó, Dario
- ws122014 Invariance properties of random vectors and stochastic processes based on the zonoid concept
by Molchanov, Ilga & Schmutz, Michael & Stucki, Kaspar
- ws121913 A p-median problem with distance selection
by Benati, Stefano & García, Sergio
- ws121812 Portfolio selection through and extremality stochastic order
by Pellerey, Franco & Laniado Rodas, Henry
- ws121711 Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
by Anselmi, Jonatha & D'Auria, Bernardo & Walton, Neil
- ws121610 Bayesian modelling of bacterial growth for multiple populations
by Palacios, Ana Paula & Quinto, Emiliano
- ws121209 National minimum wage and labour market outcomes of young workers
by Fidrmuc, Jan
- ws120805 Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy
by Villar, Sofía S.
- ws120603 Discriminant analysis of multivariate time series using wavelets
by Maharaj, Elizabeth Ann
- ws120502 Asymmetric long-run effects in the oil industry
by Ramos, Sofía B. & Veiga, Helena
- ws120201 On the identifiability of the two-state BMAP
by Rodríguez César, Joanna Virginia & Ramírez-Cobo, Pepa
- ws110805 Forecasting aggregates and disaggregates with common features
by Mayo, Iván
- 13958 Comparisons among spacings from two populations
by Torrado Robles, Nuria
2011
- ws114332 Robust Henderson III estimators of variance components in the nested error model
by Pérez, Betsabé & Molina, Isabel
- ws114130 Combining benchmarking and chain-linking for short-term regional forecasting
by Quilis, Enrique M.
- ws113729 Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view
by Alonso, Pablo J.
- ws113628 Profile identification via weighted related metric scaling : an application to dependent Spanish children
by Alonso, Pablo J.
- ws113527 Hypothesis testing in a generic nesting framework with general population distributions
by Martín, Nirian & Balakrishnan, Narayanaswami
- ws113426 Bootstrap forecast of multivariate VAR models without using the backward representation
by Pascual, Lorenzo & Fresoli, Diego Eduardo
- ws113325 Equilibrium strategies in a tandem queue under various levels of information
by Kanta, Spyridoula & D'Auria, Bernardo
- ws112922 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
by Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian
- ws112821 Free completely random measures
by Collet, Francesca & Leisen, Fabrizio
- ws112720 A Bayesian model for longitudinal circular data
by Núñez-Antonio, Gabriel & Gutiérrez-Peña, Eduardo
- ws112518 Forecasting volatility: does continuous time do better than discrete time?
by Bretó, Carles & Veiga, Helena
- ws112217 The international stock pollutant control: a stochastic formulation with transfers
by Casas, Omar J. & Romera, Rosario
- ws112116 Mixtures of g-priors for bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F.J.
- ws111914 Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
by Bretó, Carles & Ionides, Edward L.
- ws111813 Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica
by Sánchez, Ismael
- ws111712 Handwritten digit classification
by Giuliodori, Andrea
- ws111611 Exploring ICA for time series decomposition
by García-Ferrer, Antonio & González-Prieto, Ester
- ws111510 Calibration of shrinkage estimators for portfolio optimization
by Miguel, Victor de & Nogales, Francisco J.
- ws111409 A basic goodness-of-fit process fro VARMA (p,q) models
by Nguyen, Huong
- ws111107 Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
by D'Auria, Bernardo & Kella, Offer
- ws110906 A vehicle routing model with split delivery and stop nodes
by Berbotto, Leonardo & García, Sergio & Nogales, Francisco J.
- ws110704 Non-parametric methods for circular-circular and circular-linear
by Carnicero, José Antonio
- ws110603 On stochastic properties between some ordered random variables
by Torrado Robles, Nuria
- ws110402 Interacting multiple -- Try algorithms with different proposal distributions
by Casarin, Roberto & Craiu, Radu & Leisen, Fabrizio
- ws110101 Change point for multinomial data using phi-divergence test statistics
by Batsidis, Apostolos & Martín, Nirian & Pardo, Leandro & Zografos, Konstantinos
- 12776 A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
by D'Auria, Bernardo
- 12160 Beta-product Poisson-Dirichlet Processes
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
2010
- ws104830 Networks and collective action
by Koster, Maurice & Lindner, Ines & Molina, Elisenda
- ws104427 Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis
by Rodríguez Bernal, M. T.
- ws104125 Comparing sample and plug-in moments in asymmetric Garch Models
by Rodríguez, Mª José
- ws104024 Two-sided reflection problem for the Markov modulated Brownian motion
by D'Auria, Bernardo & Kella, Offer & Ivanovs, Jevgenijs & Mandjes, Michel
- ws103923 First passage of a Markov additive process and generalized Jordan chains
by D'Auria, Bernardo & Kella, Offer & Ivanovs, Jevgenijs & Mandjes, Michel
- ws103822 A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
by Galeano, Pedro & Ghosh, Pulak
- ws103721 Ruin probabilities in a finite-horizon risk model with investment and reinsurance
by Romera, Rosario & Runggaldier, Wolfgang
- ws103620 Exponential conditional volatility models
by Harvey, Andrew
- ws103519 Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people
by Grané, Aurea & Romera, Rosario
- ws103418 A semiparametric state space model
by Monteiro, André A.
- ws102915 Simplicial similarity and its application to hierarchical clustering
by López, Ángel
- ws102814 Bootstrap prediction intervals for VaR and ES in the context of GARCH models
by Nieto, María Rosa
- ws102713 Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification
by González, Javier & Muñoz, Alberto
- ws102511 Circular Bernstein polynomial distributions
by Carnicero, José Antonio
- ws102410 Non-linear models of disability and age applied to census data
by Alonso, Pablo J.
- ws102109 Bayesian hierarchical modelling of bacteria growth
by Palacios, Ana Paula
- ws101908 Multivariate extremality measure
by Laniado Rodas, Henry
Printed from https://ideas.repec.org/s/cte/wsrepe.html
