All Stories

  1. Long term care insurance pricing in Spanish population: a functional data approach

    Article • European Journal of Finance, October 2019, Taylor & Francis

    Professor Aurea Grane, Pablo J. Alonso-González

  2. A wide review on exponentiality tests and two competitive proposals with application on reliability

    Article • Journal of Statistical Computation and Simulation, September 2017, Taylor & Francis

    Professor Aurea Grane

  3. Profile Construction and Outlier Detection for Mixed-Type Data

    Article • Sociological Methods & Research, January 2016, SAGE Publications

    Professor Aurea Grane

  4. Piercesare Secchi, Simone Vantini and Valeria Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan

    Article • Statistical Methods & Applications, April 2015, Springer Science + Business Media

    Professor Aurea Grane

  5. Design of dependence profiles

    Article • Journal of the Royal Statistical Society Series A (Statistics in Society), October 2014, Wiley

    Professor Aurea Grane, Pablo J. Alonso-González

  6. Outliers, GARCH-type models and risk measures: A comparison of several approaches

    Article • Journal of Empirical Finance, March 2014, Elsevier

    Professor Aurea Grane

  7. Can Personal Dependency Paths Help to Estimate Life Expectancy Free of Dependency?

    Article • January 2014, Springer Science + Business Media

    Professor Aurea Grane

  8. Additive Level Outliers in Multivariate GARCH Models

    Article • January 2014, Springer Science + Business Media

    Professor Aurea Grane

  9. Asymptotic properties of a goodness-of-fit test based on maximum correlations

    Article • Statistics, February 2013, Taylor & Francis

    Professor Aurea Grane

  10. Exact goodness-of-fit tests for censored data

    Article • Annals of the Institute of Statistical Mathematics, April 2012, Springer Science + Business Media

    Professor Aurea Grane

  11. Asymmetry, realised volatility and stock return risk estimates

    Article • Portuguese Economic Journal, April 2012, Springer Science + Business Media

    Professor Aurea Grane

  12. Wavelet-based detection of outliers in financial time series

    Article • Computational Statistics & Data Analysis, November 2010, Elsevier

    Professor Aurea Grane

  13. A directional test of exponentiality based on maximum correlations

    Article • Metrika, July 2009, Springer Science + Business Media

    Professor Aurea Grane

  14. Projection error term in Gower's interpolation

    Article • Journal of Statistical Planning and Inference, June 2009, Elsevier

    Professor Aurea Grane

  15. A location- and scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations

    Article • Statistics, February 2009, Taylor & Francis

    Professor Aurea Grane

  16. Local linear regression for functional predictor and scalar response

    Article • Journal of Multivariate Analysis, January 2009, Elsevier

    Professor Aurea Grane

  17. Accurate minimum capital risk requirements: A comparison of several approaches

    Article • Journal of Banking & Finance, November 2008, Elsevier

    Professor Aurea Grane

  18. Karhunen–Loève Basis in Goodness-of-Fit Tests Decomposition: An Evaluation

    Article • Communication in Statistics- Theory and Methods, September 2008, Taylor & Francis

    Professor Aurea Grane

  19. Implementing PLS for distance-based regression: computational issues

    Article • Computational Statistics, February 2007, Springer Science + Business Media

    Professor Aurea Grane

  20. An Adaptive Goodness-of-Fit Test

    Article • Communication in Statistics- Theory and Methods, July 2006, Taylor & Francis

    Professor Aurea Grane

  21. Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), January 2003, Wiley

    Professor Aurea Grane

  22. A scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations

    Article • Journal of Statistical Planning and Inference, November 2002, Elsevier

    Professor Aurea Grane