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J. M. Vilar

Bootstrap prediction regions for daily curves of electricity demand and price using functional data
Length-of-stay times in hospital for COVID-19 patients using the smoothed Beran’s estimator with bootstrap bandwidth selection
Probability of default estimation in credit risk using mixture cure models
Bootstrap bandwidth selection and confidence regions for double smoothed default probability estimation
Nonparametric estimation of the conditional survival function with double smoothing
Nonparametric estimation of probability of default with double smoothing
Probability of default estimation in credit risk using a nonparametric approach

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