Publications

A. Azze, B. D'Auria, Eduardo García-Portugués (2025). Optimal stopping of Gauss–Markov bridges. Advances in Applied Probability.

M. Febrero-Bande, Pedro Galeano, Eduardo García-Portugués, W. González-Manteiga (2024). Testing for linearity in scalar on function regression with responses missing at random. Computational Statistics.

M. Denuit, J. Huyghe, J. Trufin, Thomas Verdebout (2024). Testing for auto-calibration with Lorenz and concentration curves. Insurance Mathematics & Economics.

H. Nguyen, A. Virbickaite, M. C. Ausín, Pedro Galeano (2024). Structured factor copulas for modeling the systemic risk of European and United States banks. International Review of Financial Analysis.

Silvia Novo, G. Aneiros, P. Vieu (2024). Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation. arXiv preprint arXiv:2402.11292.

L. Marra, Andrea Meilán-Vila, Discetti S. (2024). Self-tuning model predictive control for wake flows. Journal of Fluid Mechanics.

G. Bernard, Thomas Verdebout (2024). Power enhancement for dimension detection of Gaussian signals. Statistica Sinica.

A. Azze, B. D'Auria, Eduardo García-Portugués (2024). Optimal stopping of an Ornstein–Uhlenbeck bridge. Stochastic Processes and Their Applications.

A. Azze, B. D'Auria, Eduardo García-Portugués (2024). Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes. Stochastics.

G. Bernard, Thomas Verdebout (2024). On testing the equality of latent roots of scatter matrices under ellipticity. Journal of Multivariate Analysis.

G. Bernard, Thomas Verdebout (2024). On some multivariate sign tests for scatter matrix eigenvalues. Econometrics and Statistics.

M. Boucher, Andrea Meilán-Vila, V. Meurice, Thomas Verdebout (2024). On a modified Watson test for spherical location. Statistical Papers, to appear.

Eduardo García-Portugués, D. Paindaveine, Thomas Verdebout (2024). On a class of Sobolev tests for symmetry of directions, their detection thresholds, and asymptotic powers. arXiv preprint arXiv:2108.09874v2.

Eduardo García-Portugués, P. Lafaye De Micheaux, S. G. Meintanis, Thomas Verdebout (2024). Nonparametric tests of independence for circular data based on trigonometric moments. Statistica Sinica.

M. Hallin, H. Liu, Thomas Verdebout (2024). Nonparametric measure-transportation-based methods for directional data. Journal of the Royal Statistical Society Series B (Statistical Methodology).

Andrea Meilán-Vila, R. M. Crujeiras, M. Francisco-Fernández (2024). Nonparametric estimation for a functional-circular regression model. Statistical Papers.

Ewa Strzalkowska-Kominiak, E. M. Molanes López, E. Letón (2024). Non-parametric estimation of the bivariate distribution for censored gap times given covariates. SORT.

José E. Chacón, J. Fernández Serrano (2024). Mode-based estimation of the center of symmetry. arXiv preprint arXiv:2406.08241.

C. Hou, L. Marra, G. Y. Cornejo Maceda, P. Jiang, Y. Liu, G. Hu, J. Chen, A. Ianiro, S. Discetti, Andrea Meilán-Vila, B. R. Noack (2024). Machine-learned flow estimation with sparse data — exemplified for the rooftop of a UAV vertiport. arXiv:2410.02427.

Rebeca Peláez, R. Cao, J. M. Vilar (2024). Length-of-stay times in hospital for COVID-19 patients using the smoothed Beran’s estimator with bootstrap bandwidth selection. REVSTAT, to appear.

Eduardo García-Portugués, Andrea Meilán-Vila (2024). Kernel density estimation with polyspherical data and its applications. arXiv:2411.04166.

Silvia Novo, G. Aneiros (2024). fsemipar: An R package for SoF semiparametric regression. arXiv preprint arXiv:2405.14048.

José E. Chacón, C. Tenreiro (2024). Estimation of density functionals via cross-validation. Statistica Neerlandica.

Bruno Ebner, M. D. Jiménez-Gamero, B. Milošević (2024). Eigenvalues approximation of integral covariance operators with applications to weighted $L^2$ statistics. arXiv preprint arXiv:2408.08064.

Pedro Galeano, D. Peña (2024). Detecting outliers in high dimensional time series by dynamic factor models. Recent Advances in Econometrics and Statistics.

Bruno Ebner, L. Eid, B. Klar (2024). Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution. Statistical Papers.

Rebeca Peláez, G. Aneiros, J. M. Vilar (2024). Bootstrap prediction regions for daily curves of electricity demand and price using functional data. International Journal of Electrical Power & Energy Systems.

José E. Chacón, J. Fernández Serrano (2024). Bayesian taut splines for estimating the number of modes. Computational Statistics & Data Analysis.

L. Marra, G. Y. Maceda Cornejo, Andrea Meilán-Vila, V. Guerrero, S. Rashwan, B. R. Noack, S. Discetti, A. Ianiro (2024). Actuation manifold from snapshot data. Journal of Fluid Mechanics.

Bruno Ebner, N. Henze, S. Meintanis (2024). A unified approach to goodness-of-fit testing for spherical and hyperspherical data. Statistical Papers.

Alberto Fernández-de-Marcos, Eduardo García-Portugués (2024). A stereographic test of spherical uniformity. Statistics & Probability Letters.

M. Cuparić, Bruno Ebner, B. Milošević (2024). A new flexible class of kernel-based tests of independence. arXiv preprint arXiv:2401.11540.

Eduardo García-Portugués, M. Sørensen (2024). A family of toroidal diffusions with exact likelihood inference. arXiv preprint arXiv:2409.02705.

Eduardo García-Portugués, A. Prieto-Tirado (2023). Toroidal PCA via density ridges. Statistics and Computing.

Bruno Ebner (2023). The test of exponentiality based on the mean residual life function revisited. Journal of Nonparametric Statistics.

Bruno Ebner, A. Fischer, R. E. Gaunt, B. Picker, Y. Swan (2023). Stein's method of moments. arXiv preprint arXiv:2305.19031.

A. Anastasiou, A. Barp, F.-X. Briol, Bruno Ebner, R. E. Gaunt, F. Ghaderinezhad, J. Gorham, A. Gretton, C. Ley, Q. Liu, L. Mackey, C. J. Oates, G. Reinert, Y. Swan (2023). Stein's method meets computational statistics: A review of some recent developments. Statistical Science.

P. Zoubouloglou, Eduardo García-Portugués, J. S. Marron (2023). Scaled torus principal component analysis. Journal of Computational and Graphical Statistics.

Rebeca Peláez, I. Van Keilegom, R. Cao, J. M. Vilar (2023). Probability of default estimation in credit risk using mixture cure models. Computational Statistics & Data Analysis.

C. Francq, Thomas Verdebout, J.-M. Zakoian (2023). Portmanteau tests for semiparametric nonlinear conditionally heteroscedastic time series models. Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi.

Bruno Ebner, N. Henze (2023). On the eigenvalues associated with the limit null distribution of the Epps--Pulley test of normality. Statistical Papers.

D. Paindaveine, Thomas Verdebout (2023). On the asymptotic behavior of the leading eigenvector of Tyler’s shape estimator under weak identifiability. Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler.

Alberto Fernández-de-Marcos, Eduardo García-Portugués (2023). On new omnibus tests of uniformity on the hypersphere. TEST.

Eduardo García-Portugués, P. Navarro-Esteban, J. A. Cuesta-Albertos (2023). On a projection-based class of uniformity tests on the hypersphere. Bernoulli.

P. Morala, J. A. Cifuentes, R. E. Lillo, Iñaki Úcar (2023). NN2Poly: A polynomial representation for deep feed-forward artificial neural networks. IEEE Transactions on Neural Networks and Learning Systems.

José E. Chacón, A. I. Rastrojo (2023). Minimum adjusted Rand index for two clusterings of a given size. Advances in Data Analysis and Classification.

J. S. Allison, Bruno Ebner, M. Smuts (2023). Logistic or not logistic?. Statistica Neerlandica.

D. Dobler, Bruno Ebner (2023). Is the Gompertz family a good fit to your data?. arXiv preprint arXiv:2302.01639.

Bruno Ebner, Y. Swan (2023). Independent additive weighted bias distributions and associated goodness-of-fit tests. arXiv preprint arXiv:2304.13179.

Eduardo García-Portugués, Andrea Meilán-Vila (2023). Hippocampus shape analysis via skeletal models and kernel smoothing. Statistical Methods at the Forefront of Biomedical Advances.

R. G. Andrzejak, A. Espinoso, Eduardo García-Portugués, A. Pewsey, J. Epifanio, M. G. Leguia, K. Schindler (2023). High expectations on phase locking: Better quantifying the concentration of circular data. Chaos.

Bruno Ebner, A. Fischer, N. Henze, C. Mayer (2023). Goodness‑of‑fit tests for the Weibull distribution based on the Laplace transform and Stein's method. Annals of the Institute of Statistical Mathematics.

M. Rozynek, D. Gut, I. Kucybala, Ewa Strzalkowska-Kominiak, Z. Tabor, A. Urbanik, S. Klek, W. Wojciechowski (2023). Fully automated 3D body composition analysis and its association with overall survival in head and neck squamous cell carcinoma patients. Frontiers in Oncology.

Alberto Fernández-de-Marcos, Eduardo García-Portugués (2023). Data-driven stabilizations of goodness-of-fit tests. Computational Statistics & Data Analysis.

José E. Chacón, J. Fernández Serrano (2023). Bump hunting through density curvature features. TEST.

W. González-Manteiga, R. M. Crujeiras, Eduardo García-Portugués (2023). A review of goodness-of-fit tests for models involving functional data. Trends in Mathematical, Information and Data Sciences.

J. Borodavka, Bruno Ebner (2023). A general maximal projection approach to uniformity testing on the hypersphere. arXiv preprint arXiv:2301.03482.

G. Aneiros, Silvia Novo, P. Vieu (2022). Variable selection in functional regression models: A review. Journal of Multivariate Analysis.

C. Cutting, D. Paindaveine, Thomas Verdebout (2022). Testing uniformity on high-dimensional spheres: The non-null behaviour of the Bingham test. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques.

Bruno Ebner, N. Henze, D. Strieder (2022). Testing normality in any dimension by Fourier methods in a multivariate Stein equation. The Canadian Journal of Statistics.

D. Paindaveine, J. Rasoafaraniaina, Thomas Verdebout (2022). Preliminary multiple-test estimation, with applications to $k$-sample covariance estimation. Journal of the American Statistical Association.

Thomas Verdebout (2022). On weighted sign tests for rotational symmetry on hyperspheres. Directional Statistics for Innovative Applications: A Bicentennial Tribute to Florence Nightingale.

J. S. Allison, S. Betsch, Bruno Ebner, I. J. H. Visagie (2022). On testing the adequacy of the inverse Gaussian distribution. Mathematics.

Rebeca Peláez, R. Cao, J. M. Vilar (2022). Nonparametric estimation of the conditional survival function with double smoothing. Journal of Nonparametric Statistics.

R. Cao, José E. Chacón (2022). Introduction to the special issue on Data Science for COVID-19. Journal of Nonparametric Statistics.

Andrea Meilán-Vila, M. Francisco-Fernández, R. M. Crujeiras (2022). Goodness-of-fit tests for multiple regression with circular response. Journal of Statistical Computation and Simulation.

S. Betsch, Bruno Ebner, F. Nestmann (2022). Characterizations of non-normalized discrete probability distributions and their application in statistics. Electronic Journal of Statistics.

Rebeca Peláez, R. Cao, J. M. Vilar (2022). Bootstrap bandwidth selection and confidence regions for double smoothed default probability estimation. Mathematics.

S. Dabo-Niang, B. Thiam, Thomas Verdebout (2022). Asymptotic efficiency of some nonparametric tests for location on hyperspheres. Statistics & Probability Letters.

A. Baíllo, José E. Chacón (2022). A new selection criterion for statistical home range estimation. Journal of Applied Statistics.

Bruno Ebner, S. Liebenberg, J. Visagie (2022). A new omnibus test of fit based on a characterization of the uniform distribution. Statistics.

Pedro Galeano (2021). Una aplicación del análisis de series temporales funcionales a los precios horarios de la electricidad en el mercado MIBEL. Análisis Econométrico y Big Data.

P. Morala, J. A. Cifuentes, R. E. Lillo, Iñaki Úcar (2021). Towards a mathematical framework to inform neural network modelling via polynomial regression. Neural Networks.

H. Kaminska, L. A. Malek, M. Barczuk-Falecka, M. Bartoszek, Ewa Strzalkowska-Kominiak, M. Marszalek, E. Brzezik, M. Brzewski, B. Werner (2021). The role of cardiac magnetic resonance in evaluation of idiopathic ventricular arrhythmia in children. Journal of Clinical Medicine.

P. Dörr, Bruno Ebner, N. Henze (2021). Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces. Scandinavian Journal of Statistics.

M. Denuit, J. Trufin, Thomas Verdebout (2021). Testing for more positive expectation dependence with application to model comparison. Insurance Mathematics & Economics.

A. Baíllo, José E. Chacón (2021). Statistical outline of animal home ranges: An application of set estimation. Data Science: Theory and Applications.

Silvia Novo, G. Aneiros, P. Vieu (2021). Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables. TEST.

K. Pape, Pedro Galeano, D. Wied (2021). Sequential detection of parameter changes in dynamic conditional correlation models. Applied Stochastic Models in Business and Industry.

A. Pewsey, Eduardo García-Portugués (2021). Rejoinder on: Recent advances in directional statistics. TEST.

A. Pewsey, Eduardo García-Portugués (2021). Recent advances in directional statistics. TEST.

Rebeca Peláez, R. Cao, J. M. Vilar (2021). Probability of default estimation in credit risk using a nonparametric approach. TEST.

D. Paindaveine, J. Rasoafaraniaina, Thomas Verdebout (2021). Preliminary test estimation in uniformly locally asymptotically normal models. Scandinavian Journal of Statistics.

J. Ameijeiras-Alonso, C. Ley, A. Pewsey, Thomas Verdebout (2021). On optimal tests for circular reflective symmetry about an unknown central direction. Statistical Papers.

Bruno Ebner (2021). On combining the zero bias transform and the empirical characteristic function to test normality. ALEA.

Bruno Ebner, S. C. Liebenberg (2021). On a new test of fit to the beta distribution. Stat.

Andrea Meilán-Vila, M. Francisco-Fernández, R. M. Crujeiras, A. Panzera (2021). Nonparametric multiple regression estimation for circular response. TEST.

Rebeca Peláez, R. Cao, J. M. Vilar (2021). Nonparametric estimation of probability of default with double smoothing. SORT.

Andrea Meilán-Vila, R. M. Crujeiras, M. Francisco-Fernández (2021). Nonparametric estimation of circular trend surfaces with application to wave directions. Stochastic Environmental Research and Risk Assessment.

S. Betsch, Bruno Ebner, B. Klar (2021). Minimum $L^q$-distance estimators for non-normalized parametric models. The Canadian Journal of Statistics.

S. Betsch, Bruno Ebner (2021). Fixed point characterizations of continuous univariate probability distributions and their applications. Annals of the Institute of Statistical Mathematics.

Silvia Novo, P. Vieu, G. Aneiros (2021). Fast and efficient algorithms for sparse semiparametric bi-functional regression. Australian and New Zealand Journal of Statistics.

José E. Chacón (2021). Explicit agreement extremes for a 2 x 2 table with given marginals. Journal of Classification.

Ewa Strzalkowska-Kominiak, J. Romo (2021). Censored functional data for incomplete follow-up studies. Statistics in Medicine.

Bruno Ebner, N. Henze (2021). Bahadur efficiencies of the Epps–Pulley test for normality. Rossiiskaya Akademiya Nauk. Sankt-Peterburgskoe Otdelenie. Matematicheskii Institut im. V. A. Steklova. Zapiski Nauchnykh Seminarov (POMI).

P. Dörr, Bruno Ebner, N. Henze (2021). A new test of multivariate normality by a double estimation in a characterizing PDE. Metrika.

Eduardo García-Portugués, J. Álvarez-Liébana, G. Álvarez-Pérez, W. González-Manteiga (2021). A goodness-of-fit test for the functional linear model with functional response. Scandinavian Journal of Statistics.

Eduardo García-Portugués, P. Navarro-Esteban, J. A. Cuesta-Albertos (2021). A Cramér–von Mises test of uniformity on the hypersphere. Statistical Learning and Modeling in Data Analysis.

Andrea Meilán-Vila, R. Fernández-Casal, R. M. Crujeiras, M. Francisco-Fernández (2021). A computational validation for nonparametric assessment of spatial trends. Computational Statistics.

José E. Chacón (2021). A close-up comparison of the misclassification error distance and the adjusted Rand index for external clustering evaluation. British Journal of Mathematical & Statistical Psychology.

Silvia Novo, G. Aneiros, P. Vieu (2021). A $k$NN procedure in semiparametric functional data analysis. Statistics & Probability Letters.

H. Nguyen, M. C. Ausín, Pedro Galeano (2020). Variational inference for high dimensional structured factor copulas. Computational Statistics & Data Analysis.

Silvia Novo, G. Aneiros, P. Vieu (2020). Variable selection in semiparametric bi-functional models. Functional and High-Dimensional Statistics and Related Fields.

José E. Chacón (2020). The modal age of Statistics. International Statistical Review.

Bruno Ebner, N. Henze (2020). Tests for multivariate normality – a critical review with emphasis on weighted $L^2$-statistics. TEST.

S. Betsch, Bruno Ebner (2020). Testing normality via a distributional fixed point property in the Stein characterization. TEST.

Bruno Ebner, F. Nestmann, M. Schulte (2020). Testing multivariate uniformity based on random geometric graphs. Electronic Journal of Statistics.

D. Paindaveine, J. Remy, Thomas Verdebout (2020). Testing for principal component directions under weak identifiability. Annals of Statistics.

D. Paindaveine, J. Remy, Thomas Verdebout (2020). Sign tests for weak principal directions. Bernoulli.

C. Cutting, D. Paindaveine, Thomas Verdebout (2020). On the power of axial tests of uniformity on spheres. Electronic Journal of Statistics.

S. R. Jammalamadaka, S. Meintanis, Thomas Verdebout (2020). On Sobolev tests of uniformity on the circle with an extension to the sphere. Bernoulli.

Eduardo García-Portugués, D. Paindaveine, Thomas Verdebout (2020). On optimal tests for rotational symmetry against new classes of hyperspherical distributions. Journal of the American Statistical Association.

A. Casa, José E. Chacón, G. Menardi (2020). Modal clustering asymptotics with applications to bandwidth selection. Electronic Journal of Statistics.

Pedro Galeano, D. Peña (2020). Las nuevas oportunidades de big data para las instituciones financieras. Papeles de Economía Española.

D. Paindaveine, Thomas Verdebout (2020). Inference for spherical location under high concentration. Annals of Statistics.

José E. Chacón, T. Duong (2020). Higher order differential analysis with vectorized derivatives. arXiv preprint arXiv:2011.01833.

Eduardo García-Portugués, J. Álvarez-Liébana, G. Álvarez-Pérez, W. González-Manteiga (2020). Goodness-of-fit tests for functional linear models based on integrated projections. Functional and High-Dimensional Statistics and Related Fields.

I. Molina, Ewa Strzalkowska-Kominiak (2020). Estimation of proportions in small areas: application to the labour force using the Swiss Census Structural Survey. Journal of the Royal Statistical Society: Series A (Statistics in Society).

B. D'Auria, Eduardo García-Portugués, A. Guada-Azze (2020). Discounted optimal stopping of a Brownian bridge, with application to American options under pinning. Mathematics.

D. Paindaveine, Thomas Verdebout (2020). Detecting the direction of a signal on high-dimensional spheres: Non-null and Le Cam optimality results. Probability Theory and Related Fields.

A. Virbickaite, M. C. Ausín, Pedro Galeano (2020). Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. Energy Economics.

A. M. Alonso, Pedro Galeano, D. Peña (2020). A robust procedure to build dynamic factor models with cluster structure. Journal of Econometrics.

Andrea Meilán-Vila, J. D. Opsomer, M. Francisco-Fernández, R. M. Crujeiras (2020). A goodness-of-fit test for regression models with spatially correlated errors. TEST.

Iñaki Úcar, B. Smeets, A. Azcorra (2019). simmer: Discrete-event simulation for R. Journal of Statistical Software.

Pedro Galeano, D. Peña (2019). Rejoinder on: Data science, big data and statistics. TEST.

A. Virbickaite, H. F. Lopes, M. C. Ausín, Pedro Galeano (2019). Particle learning for Bayesian semi-parametric stochastic volatility model. Econometric Reviews.

H. Nguyen, M. C. Ausín, Pedro Galeano (2019). Parallel Bayesian inference for high-dimensional dynamic factor copulas. Journal of Financial Econometrics.

José E. Chacón (2019). Mixture model modal clustering. Advances in Data Analysis and Classification.

S. Meintanis, Thomas Verdebout (2019). Le Cam maximin tests for symmetry of circular data based on the characteristic function. Statistica Sinica.

Eduardo García-Portugués, M. Sørensen, K. v. Mardia, T. Hamelryck (2019). Langevin diffusions on the torus: estimation and applications. Statistics and Computing.

J. A. Cuesta-Albertos, Eduardo García-Portugués, M. Febrero-Bande, W. González-Manteiga (2019). Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes. The Annals of Statistics.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2019). Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. Computational Statistics and Data Analysis.

Pedro Galeano, D. Peña (2019). Data science, big data and statistics. TEST.

Silvia Novo, G. Aneiros, P. Vieu (2019). Automatic and location-adaptive estimation in functional single-index regression. Journal of Nonparametric Statistics.

S. Betsch, Bruno Ebner (2019). A new characterization of the Gamma distribution and associated goodness of fit tests. Metrika.

Eduardo García-Portugués, M. Golden, M. Sørensen, K. v. Mardia, T. Hamelryck, J. Hein (2018). Toroidal diffusions and protein structure evolution. Applied Directional Statistics.

Eduardo García-Portugués, R. M. Crujeiras, W. González-Manteiga (2018). Smoothing-based tests with directional random variables. The Mathematics of the Uncertain.

José E. Chacón, T. Duong (2018). Multivariate Kernel Smoothing and its Applications. Chapman and Hall/CRC.

Bruno Ebner, N. Henze, J. E. Yukich (2018). Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances. Journal of Multivariate Analysis.

Iñaki Úcar, E. Pebesma, A. Azcorra (2018). Measurement errors in R. The R Journal.

Bruno Ebner, N. Henze, M. A. Klatt, K. Mecke (2018). Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images. Electronic Journal of Statistics.

Bruno Ebner, B. Klar, S. G. Meintanis (2018). Fourier inference for stochastic volatility models with heavy-tailed innovations. Statistical Papers.

C. Ley, Thomas Verdebout (2018). Applied Directional Statistics. CRC Press.

L. Baringhaus, Bruno Ebner, N. Henze (2017). The limit distribution of weighted $L^2$-goodness-of-fit statistics under fixed alternatives, with applications. Annals of the Institute of Statistical Mathematics.

C. Cutting, D. Paindaveine, Thomas Verdebout (2017). Tests of concentration for low-dimensional and high-dimensional directional data. Big and Complex Data Analysis: Methodologies and Applications.

C. Cutting, D. Paindaveine, Thomas Verdebout (2017). Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives. Annals of Statistics.

C. Ley, Thomas Verdebout (2017). Skew-rotationally-symmetric distributions and related efficient inferential procedures. Journal of Multivariate Analysis.

M. Mahdizadeh, Ewa Strzalkowska-Kominiak (2017). Resampling based inference for a distribution function using censored ranked set samples. Computational Statistics.

D. Paindaveine, R. J. Rasoafaraniaina, Thomas Verdebout (2017). Preliminary test estimation for multi-sample principal components. Econometrics and Statistics.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2017). Parameter estimation of the functional linear model with scalar response with responses missing at random. Functional and Operational Statistics.

A. Amiri, B. Thiam, Thomas Verdebout (2017). On the estimation of the density of a directional data stream. Scandinavian Journal of Statistics.

Thomas Verdebout (2017). On the efficiency of some rank-based test for the homogeneity of concentrations. Journal of Statistical Planning and Inference.

C. Ley, Thomas Verdebout (2017). Modern Directional Statistics. CRC Press.

D. Paindaveine, Thomas Verdebout (2017). Inference on the mode of weak directional signals: A Le Cam perspective on hypothesis testing near singularities. Annals of Statistics.

Ewa Strzalkowska-Kominiak, A. Grané (2017). Goodness-of-fit test for randomly censored data based on maximum correlation. SORT.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2017). Functional principal component regression: An overview and a comparative study. International Statistical Review.

C. Ley, Y. Swan, Thomas Verdebout (2017). Efficient ANOVA for directional data. Annals of the Institute of Statistical Mathematics.

M. Benito, Eduardo García-Portugués, J. S. Marron, D. Peña (2017). Distance-weighted discrimination of face images for gender classification. Stat.

Pedro Galeano, D. Wied (2017). Dating multiple change points in the correlation matrix. TEST.

M. Golden, Eduardo García-Portugués, M. Sørensen, K. v. Mardia, T. Hamelryck, J. Hein (2017). A generative angular model of protein structure evolution. Molecular Biology and Evolution.

Eduardo García-Portugués, I. Van Keilegom, R. M. Crujeiras, W. González-Manteiga (2016). Testing parametric models in linear-directional regression. Scandinavian Journal of Statistics.

Bruno Ebner, N. Henze (2016). Runs in Bernoulli-Ketten. Stochastik in der Schule.

D. Paindaveine, Thomas Verdebout (2016). On high-dimensional sign tests. Bernoulli.

K. Pape, D. Wied, Pedro Galeano (2016). Monitoring multivariate variance changes. Journal of Empirical Finance.

C. Sguera, Pedro Galeano, R. E. Lillo (2016). Functional outlier detection by a local depth with application to NOx levels. Stochastic Environmental Research and Risk Assessment.

A. Virbickaite, M. C. Ausín, Pedro Galeano (2016). A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with applications to portfolio selection. Computational Statistics and Data Analysis.

Pedro Galeano, E. Joseph, R. E. Lillo (2015). The Mahalanobis distance for functional data with applications to classification. Technometrics.

D. Paindaveine, Thomas Verdebout (2015). Optimal rank-based tests for the location parameter of a rotationally symmetric distribution on the hypersphere. Mathematical Statistics and Limit Theorems: Festschrift in Honour of Paul Deheuvels.

Thomas Verdebout (2015). On some validity-robust tests for the homogeneity of concentrations on spheres. Journal of Nonparametric Statistics.

C. Ley, D. Paindaveine, Thomas Verdebout (2015). High-dimensional tests for spherical location and spiked covariance. Journal of Multivariate Analysis.

José E. Chacón, T. Duong (2015). Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density. Statistics and Computing.

Eduardo García-Portugués, R. M. Crujeiras, W. González-Manteiga (2015). Central limit theorems for directional and linear random variables with applications. Statistica Sinica.

A. Virbickaite, M. C. Ausín, Pedro Galeano (2015). Bayesian inference methods for univariate and multivariate GARCH models: A survey. Journal of Economic Surveys.

José E. Chacón (2015). A population background for nonparametric density-based clustering. Statistical Science.

C. Sguera, Pedro Galeano, R. E. Lillo (2014). Spatial depth-based classification with functional data. TEST.

C. Ley, Thomas Verdebout (2014). Simple optimal tests for circular reflective symmetry about a specified median direction. Statistica Sinica.

Ewa Strzalkowska-Kominiak, M. Mahdizadeh (2014). On the Kaplan–Meier estimator based on ranked set samples. Journal of Statistical Computation and Simulation.

Pedro Galeano, D. Wied (2014). Multiple break detection in the correlation structure of random variables. Computational Statistics and Data Analysis.

C. Ley, Thomas Verdebout (2014). Local powers of optimal one-sample and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions. International Statistical Review.

José E. Chacón, P. Monfort, C. Tenreiro (2014). Fourier methods for smooth distribution function estimation. Statistics & Probability Letters.

M. Hallin, D. Paindaveine, Thomas Verdebout (2014). Efficient R-estimation of principal and common principal components. Journal of the American Statistical Association.

Ewa Strzalkowska-Kominiak, R. Cao (2014). Beran-based approach for single-index models under censoring. Computational Statistics.

Eduardo García-Portugués, A. M. G. Barros, R. M. Crujeiras, W. González-Manteiga, J. Pereira (2014). A test for directional-linear independence, with applications to wildfire orientation and size. Stochastic Environmental Research and Risk Assessment.

M. C. Ausín, Pedro Galeano, P. Ghosh (2014). A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. European Journal of Operational Research.

C. Ley, C. Sabbah, Thomas Verdebout (2014). A new concept of quantiles for directional data and the angular Mahalanobis depth. Electronic Journal of Statistics.

Eduardo García-Portugués, W. González-Manteiga, M. Febrero-Bande (2014). A goodness-of-fit test for the functional linear model with scalar response. Journal of Computational and Graphical Statistics.

José E. Chacón, P. Monfort (2014). A comparison of bandwidth selectors for mean shift clustering. Theoretical and Applied Issues in Statistics and Demography.

Bruno Ebner, N. Henze, P. R. Parthasarathy (2013). Ramanujan theta functions and birth and death processes. Statistics & Probability Letters.

C. Ley, Y. Swan, B. Thiam, Thomas Verdebout (2013). Optimal R-estimation of a spherical location. Statistica Sinica.

M. Hallin, Y. Swan, Thomas Verdebout, D. Veredas (2013). One-step R-estimation in linear models with stable errors. Journal of Econometrics.

M. Hallin, Y. Swan, Thomas Verdebout (2013). On Hodges and Lehmann’s "6/$π$ result". Contemporary Developments in Statistical Theory: A Festschrift for Hira Lal Koul.

D. Wied, Pedro Galeano (2013). Monitoring correlation change in a sequence of random variables. Journal of Statistical Planning and Inference.

Ewa Strzalkowska-Kominiak, R. Cao (2013). Maximum likelihood estimation for conditional distribution single-index models under censoring. Journal of Multivariate Analysis.

Eduardo García-Portugués, R. M. Crujeiras, W. González-Manteiga (2013). Kernel density estimation for directional-linear data. Journal of Multivariate Analysis.

Pedro Galeano, D. Peña (2013). Finding outliers in linear and nonlinear time series. Robustness and Complex Data Structure.

Eduardo García-Portugués, R. M. Crujeiras, W. González-Manteiga (2013). Exploring wind direction and SO$_2$ concentration by circular-linear density estimation. Stochastic Environmental Research and Risk Assessment.

Eduardo García-Portugués (2013). Exact risk improvement of bandwidth selectors for kernel density estimation with directional data. Electronic Journal of Statistics.

Ewa Strzalkowska-Kominiak, W. Stute (2013). Empirical copulas for consecutive survival data. TEST.

José E. Chacón, T. Duong (2013). Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting. Electronic Journal of Statistics.

José E. Chacón, C. Tenreiro (2013). Data-based choice of the number of pilot stages for plug-in bandwidth selection. Communications in Statistics-Theory and Methods.

D. Paindaveine, Thomas Verdebout (2012). Rank tests for elliptical graphical modeling. Journal of the SFDS.

Ewa Strzalkowska-Kominiak, W. Stute (2012). Nonparametric regression for consecutive survival data. South African Statistical Journal.

N. Henze, S. G. Meintanis, Bruno Ebner (2012). Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform. Communications in Statistics – Theory and Methods.

José E. Chacón, C. Tenreiro (2012). Exact and asymptotically optimal bandwidths for kernel estimation of density functionals. Methodology and Computing in Applied Probability.

Pedro Galeano (2012). Comments on: Some recent theory for autoregressive count time series. TEST.

Bruno Ebner (2012). Asymptotic theory for the test on multivariate normality by Cox and Small. Journal of Multivariate Analysis.

Pedro Galeano, D. Peña (2012). Additive outlier detection in seasonal ARIMA models by a modified Bayesian information criterion. Economic Time Series: Modeling and Seasonality.

José E. Chacón, T. Duong (2011). Unconstrained pilot selectors for smoothed cross-validation. Australian & New Zealand Journal of Statistics.

M. Hallin, Y. Swan, Thomas Verdebout, D. Veredas (2011). Rank-based testing in linear models with stable errors. Journal of Nonparametric Statistics.

José E. Chacón, G. Mateu-Figueras, J. A. Martín-Fernandez (2011). Gaussian kernels for density estimation with compositional data. Computers & Geosciences.

José E. Chacón, T. Duong, M. P. Wand (2011). Asymptotics for general multivariate kernel density derivative estimators. Statistica Sinica.

Ewa Strzalkowska-Kominiak, W. Stute (2010). The statistical analysis of consecutive survival data under serial dependence. Journal of Nonparametric Statistics.

Pedro Galeano, M. C. Ausín (2010). The Gaussian mixture conditional correlation model: Parameter estimation, value at risk calculation and portfolio selection. Journal of Business and Economic Statistics.

M. Hallin, D. Paindaveine, Thomas Verdebout (2010). Testing for common principal components under heterokurticity. Journal of Nonparametric Statistics.

Pedro Galeano, R. S. Tsay (2010). Shifts in individual parameters of a GARCH model. Journal of Financial Econometrics.

M. Hallin, D. Paindaveine, Thomas Verdebout (2010). Optimal rank-based testing for principal components. Annals of Statistics.

Ewa Strzalkowska-Kominiak, W. Stute (2010). On the probability of holes in truncated samples. Journal of Statistical Planning and Inference.

José E. Chacón, T. Duong (2010). Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices. TEST.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2010). Measures of influence in the functional linear model with scalar response. Journal of Multivariate Analysis.

José E. Chacón, A. Rodríguez-Casal (2010). A note on the universal consistency of the kernel distribution function estimator. Statistics & Probability Letters.

José E. Chacón, J. Montanero, A. G. Nogales, P. Perez (2009). Partial sufficiency and density estimation. Journal of Nonparametric Statistics.

Ewa Strzalkowska-Kominiak, W. Stute (2009). Martingale representations of the Lynden–Bell estimator with applications. Statistics & Probability Letters.

José E. Chacón, J. Montanero, A. G. Nogales (2009). Is it possible to test if a power of the density is integrable?. Far East Journal of Theoretical Statistics.

N. Henze, Y. Nikitin, Bruno Ebner (2009). Integral distribution-free statistics of $L_p$-type and their asymptotic comparison. Computational Statistics & Data Analysis.

José E. Chacón (2009). Data-driven choice of the smoothing parametrization for kernel density estimators. Canadian Journal of Statistics.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2008). Outlier detection in functional data by depth measures with application to identify abnormal NOx levels. Environmetrics.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2008). Influence in the functional linear model with scalar response. Functional and Operational Statistics.

José E. Chacón, J. Montanero, A. G. Nogales (2008). Bootstrap bandwidth selection using an $h$-dependent pilot bandwidth. Scandinavian Journal of Statistics.

D. Peña, Pedro Galeano (2008). An unified approach to model selection, discrimination, goodness of fit and outliers in time series. Advances in Mathematical and Statistical Modeling.

Pedro Galeano (2007). The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process. Computational Statistics and Data Analysis.

José E. Chacón, J. Montanero, A. G. Nogales, P. Perez (2007). Stability under products of sufficient, minimal sufficient and complete $σ$-fields in the Bayesian case. Statistics & Probability Letters.

José E. Chacón, J. Montanero, A. G. Nogales, P. Perez (2007). On the use of Bayes factor in frequentist testing of a precise hypothesis. Communications in Statistics-Theory and Methods.

José E. Chacón, J. Montanero, A. G. Nogales, P. Perez (2007). On the existence and limit behavior of the optimal bandwidth for kernel density estimation. Statistica Sinica.

Pedro Galeano, D. Peña (2007). On the connection between model selection criteria and quadratic discrimination in time series models. Statistics and Probability Letters.

Pedro Galeano, D. Peña (2007). Improved model selection criteria for SETAR time series models. Journal of Statistical Planning and Inference.

Pedro Galeano, D. Peña (2007). Covariance changes detection in multivariate time series. Journal of Statistical Planning and Inference.

M. C. Ausín, Pedro Galeano (2007). Bayesian estimation of the Gaussian mixture GARCH model. Computational Statistics and Data Analysis.

José E. Chacón, J. Montanero, A. G. Nogales (2007). A note on kernel density estimation at a parametric rate. Journal of Nonparametric Statistics.

M. Febrero-Bande, Pedro Galeano, W. González-Manteiga (2007). A functional analysis of NOx levels: Location and scale estimation and outlier detection. Computational Statistics.

Pedro Galeano, D. Peña, R. S. Tsay (2006). Outlier detection in multivariate time series by projection pursuit. Journal of the American Statistical Association.

José E. Chacón, J. Montanero, A. G. Nogales, P. Pérez (2006). A note on minimal sufficiency. Statistica Sinica.

José E. Chacón, A. Rodríguez-Casal (2005). On the $L_1$-consistency of wavelet density estimates. Canadian Journal of Statistics.

Pedro Galeano, D. Peña (2005). A note on prediction and interpolation errors in time series. Statistics and Probability Letters.

José E. Chacón, J. Montanero, A. G. Nogales, P. Pérez (2004). Two statistical experiments for bootstrapping. Far East Journal of Theoretical Statistics.

Pedro Galeano, D. Peña (2000). Multivariate analysis in vector time series. Resenhas, The Journal of the Institute of Mathematics and Statistics of the University of Sao Paolo.