The following pages link to Daniel Peña (Q197280):
Displaying 50 items.
- (Q231060) (redirect page) (← links)
- (Q588385) (redirect page) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- A conversation with George C. Tiao (Q906538) (← links)
- Bayesian curve estimation by model averaging (Q959195) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (Q990886) (← links)
- Bayesian likelihood robustness in linear models (Q1015863) (← links)
- Detecting defects with image data (Q1020746) (← links)
- Robust estimation for ARMA models (Q1020981) (← links)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach (Q1305674) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- A simple diagnostic tool for local prior sensitivity (Q1382246) (← links)
- Descriptive measures of multivariate scatter and linear dependence (Q1400014) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Statistical research in Europe: 1985--1997 (Q1580825) (← links)
- The kurtosis coefficient and the linear discriminant function (Q1582657) (← links)
- (Q1703844) (redirect page) (← links)
- Fast and robust estimators of variance components in the nested error model (Q1703845) (← links)
- Discussion of Fréchet's article (1940) \textit{Sur une limitation très générale de la dispersion de la médiane} (Q1732728) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- A conversation with Dennis Cook (Q2038307) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Rejoinder on ``Data science, big data and statistics'' (Q2273157) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- On the connection between model selection criteria and quadratic discrimination in ARMA time series models (Q2373672) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- A note on prediction and interpolation errors in time series (Q2573992) (← links)
- A Dirichlet random coefficient regression model for quality indicators (Q2581654) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression (Q2722251) (← links)
- Outliers in multivariate time series (Q2739331) (← links)
- (Q2746488) (← links)
- (Q2766502) (← links)
- (Q2780242) (← links)
- Common seasonality in multivariate time series (Q2828606) (← links)
- (Q2906619) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- A simple method to identify significant effects in unreplicated two-level factorial designs (Q3135652) (← links)
- (Q3200435) (← links)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- Missing Values Resampling for Time Series (Q3298727) (← links)
- Sobre la robustificacion interna del algoritmo de Plackett-Kalman para la estimacion recursiva del modelo de regresion lineal (Q3354976) (← links)
- On the logical development of statistical models (Q3357258) (← links)
- Sobre la interpretacion de modelos ARIMA univariantes (Q3357402) (← links)
