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Una aplicación del análisis de series temporales funcionales a los precios horarios de la electricidad en el mercado MIBEL
Actualmente, muchas medidas se registran de manera prácticamente continua a lo largo del tiempo dando lugar a conjuntos de …
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Goodness-of-fit tests for functional linear models based on integrated projections
Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or …
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Variable selection in semiparametric bi-functional models
A new sparse semiparametric functional model is proposed, which tries to incorporate the influence of two functional variables in a …
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Smoothing-based tests with directional random variables
Testing procedures for assessing specific parametric model forms, or for checking the plausibility of simplifying assumptions, play a …
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Toroidal diffusions and protein structure evolution
This chapter shows how toroidal diffusions are convenient methodological tools for modelling protein evolution in a probabilistic …
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Parameter estimation of the functional linear model with scalar response with responses missing at random
This contribution considers estimation of the parameters of the functional linear model with scalar response when some of the responses …
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Tests of concentration for low-dimensional and high-dimensional directional data
We consider asymptotic inference for the concentration of directional data. More precisely, we propose tests for concentration (1) in …
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Optimal rank-based tests for the location parameter of a rotationally symmetric distribution on the hypersphere
Rotationally symmetric distributions on the unit hypersphere are among the most commonly met in directional statistics. These …
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A comparison of bandwidth selectors for mean shift clustering
We explore the performance of several automatic bandwidth selectors, originally designed for density gradient estimation, as data-based …
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Finding outliers in linear and nonlinear time series
The purpose of this contribution is to review outliers in both univariate and multivariate time series. The usual outlier types are …
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