Juan Vilar

Available identifiers

Publication	Date of Publication	Type
Cost-sensitive thresholding over a two-dimensional decision region for fraud detection	2024-01-18	Paper
Probability of default estimation in credit risk using mixture cure models	2023-11-28	Paper
Nonparametric estimation of the conditional survival function with double smoothing	2022-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q5063389	2022-03-21	Paper
Bootstrap confidence intervals in functional nonparametric regression under dependence	2016-09-07	Paper
Generalised variance function estimation for binary variables in large-scale sample surveys	2016-04-27	Paper
Non-linear time series clustering based on non-parametric forecast densities	2014-04-14	Paper
Time series clustering based on nonparametric multidimensional forecast densities	2013-05-29	Paper
A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence	2012-05-18	Paper
Modelling consumer credit risk via survival analysis	2009-11-16	Paper
Classifying time series data: a nonparametric approach	2009-10-13	Paper
Finite sample performance of density estimators from unequally spaced data	2000-01-01	Paper

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