| Publication | Date of Publication | Type |
|---|
Depthgram: visualizing outliers in high-dimensional functional data with application to fMRI data exploration
Statistics in Medicine | 2024-10-29 | Paper |
Censored functional data for incomplete follow-up studies
Statistics in Medicine | 2024-10-29 | Paper |
Band depth based initialization of K-means for functional data clustering
Advances in Data Analysis and Classification. ADAC | 2023-06-27 | Paper |
Homogeneity test for functional data
Journal of Applied Statistics | 2022-02-22 | Paper |
Initializing \(k\)-means clustering by bootstrap and data depth
Journal of Classification | 2021-10-26 | Paper |
Variable selection with P-splines in functional linear regression: application in graft-versus-host disease
Biometrical Journal | 2021-07-09 | Paper |
Functional boxplots based on epigraphs and hypographs
Journal of Applied Statistics | 2020-12-03 | Paper |
Robust depth-based tools for the analysis of gene expression data
Biostatistics | 2020-08-04 | Paper |
Sieve bootstrap prediction intervals
COMPSTAT | 2020-07-21 | Paper |
Missing Values Resampling for Time Series
Compstat | 2020-07-15 | Paper |
A Kendall correlation coefficient between functional data
Advances in Data Analysis and Classification. ADAC | 2020-03-02 | Paper |
| Spearman coefficient for functions | 2020-02-17 | Paper |
Data learning from big data
Statistics & Probability Letters | 2018-06-20 | Paper |
Robust unit root tests with autoregressive errors
Communications in Statistics. Theory and Methods | 2016-11-09 | Paper |
Robust functional supervised classification for time series
Journal of Classification | 2016-04-18 | Paper |
A half-region depth for functional data
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Comparing quantile residual life functions by confidence bands
Lifetime Data Analysis | 2015-10-15 | Paper |
Discussion of ``Multivariate functional outlier detection
Statistical Methods and Applications | 2015-09-25 | Paper |
On the Concept of Depth for Functional Data
Journal of the American Statistical Association | 2015-05-29 | Paper |
Unit root bootstrap tests under infinite variance
Journal of Time Series Analysis | 2014-11-20 | Paper |
Portfolio selection through an extremality stochastic order
Insurance Mathematics & Economics | 2014-04-10 | Paper |
Percentile residual life orders
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Supervised classification for functional data: a weighted distance approach
Computational Statistics and Data Analysis | 2012-12-07 | Paper |
Robust depth-based estimation in the time warping model
Biostatistics | 2012-08-08 | Paper |
The percentile residual life up to time \(t_{0}\): ordering and aging properties
Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
Depth-based inference for functional data
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Bootstrap prediction for returns and volatilities in GARCH models
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
Journal of Applied Statistics | 2007-09-11 | Paper |
Introducing model uncertainty by moving blocks bootstrap
Statistical Papers | 2007-02-13 | Paper |
Bootstrap predictive inference for ARIMA processes
Journal of Time Series Analysis | 2005-05-20 | Paper |
Resampling time series using missing values techniques
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
| scientific article; zbMATH DE number 2063760 (Why is no real title available?) | 2004-03-30 | Paper |
On sieve bootstrap prediction intervals.
Statistics & Probability Letters | 2004-02-14 | Paper |
Random coefficient regressions: parametric goodness-of-fit tests.
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
Forecasting time series with sieve bootstrap
Journal of Statistical Planning and Inference | 2003-03-26 | Paper |
On the explosion rate of maximum-bias functions
The Canadian Journal of Statistics | 2000-08-10 | Paper |
Bootstrap tests for unit roots based on LAD estimation
Journal of Statistical Planning and Inference | 2000-06-07 | Paper |
Goodness of fit tests in random coefficient regression models
Annals of the Institute of Statistical Mathematics | 1999-01-01 | Paper |
Stability under contamination of robust regression estimators based on differences of residuals.
Journal of Statistical Planning and Inference | 1998-01-01 | Paper |
Unit root bootstrap tests for AR (1) models
Biometrika | 1997-11-18 | Paper |
Differentiable functionals and smoothed bootstrap
Annals of the Institute of Statistical Mathematics | 1997-10-26 | Paper |
On the estimation of the influence curve
The Canadian Journal of Statistics | 1995-08-22 | Paper |
The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
Test | 1995-05-10 | Paper |
On robustness properties of bootstrap approximations
Journal of Statistical Planning and Inference | 1994-05-19 | Paper |
Stable limits for empirical processes on Vapnik-Červonenkis classes of functions
Journal of Multivariate Analysis | 1993-06-29 | Paper |
On the type hypothesis for the strong law of large numbers
Statistics & Probability Letters | 1987-01-01 | Paper |
Generalizacion del teorema de Hanson y Russo para B-variables aleatorias
Trabajos de Estadistica | 1986-01-01 | Paper |
