J. M. Vilar

Latest

• 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