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Content
2001
- ws013824 Innovation and job creation and destruction : evidence from Spain
by Collado, M. Dolores & Alonso-Borrego, César
- ws013723 Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors
by Espasa, Antoni & Senra, Eva & Albacete, Rebeca
- ws013422 Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
by Alonso Fernández, Andrés Modesto & Romo, Juan
- ws013321 On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
by Veredas, David & Rodríguez Poo, Juan M. & Espasa, Antoni
- ws013220 Optimal control of partially observable linear quadratic systems with asymmetric observation errors
by Romera, Rosario
- ws013019 Bayesian estimation for the M/G/1 queue using a phase type approximation
by Ausín Olivera, María Concepción & Wiper, Michael Peter & Lillo Rodríguez, Rosa Elvira
- ws012717 Bayesian robustness of the posterior predictive p-value
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws012516 Coherence of the posterior predictive p-value based on the posterior odds
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws012415 Multivariate analysis in vector time series
by Galeano, Pedro & Peña, Daniel
- ws012014 Bayesian inference for a software reliability model using metrics information
by Wiper, Michael Peter & Rodríguez Bernal, María Teresa
- ws011913 A proposal for a new dimension analysis procedure in a general regression problem
by Velilla Cerdan, Santiago & Barrios, Mª Pilar
- ws011812 Prediction of stocks: a new way to look at it
by Nielsen, Jens Pech & Sperlich, Stefan
- ws011711 Semiparametric models and P-splines
by I., Currie, & M., Durbán,
- ws011610 Weather modelling using a multivariate latent Gaussian model
by Durbán, María & Glasbey, C.A.
- ws011409 Introducing model uncertainty in time series bootstrap
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan
- ws011208 Properties of the sample autocorrelations in autoregressive stochastic volatllity models
by Pérez, Ana & Ruiz Ortega, Esther
- ws011107 New in-sample prediction errors in time series with applications
by Peña, Daniel & Sánchez, Ismael
- ws010906 A decomposition procedure based on approximate newton directions
by Conejo, Antonio J. & Nogales Martín, Francisco Javier & Prieto Fernández, Francisco Javier
- ws010805 Is stochastic volatility more flexible than garch?
by Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther
- ws010704 Outliers and conditional autoregressive heteroscedasticity in time series
by Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther
- ws010503 Bootstrap prediction intervals for power-transformed time series
by Pascual, Lorenzo & Romo, Juan & Ruiz Ortega, Esther
- ws010302 Explicit nonparametric confidence intervals for the variance with guaranteed coverage
by Romano, Joseph P. & Wolf, Michael
- ws010201 Improved nonparametric confidence intervals in time series regressions
by Romano, Joseph P. & Wolf, Michael
2000
- 10143 Forecasting monetary union inflation: a disaggregated approach by countries and by sectors
by Espasa, Antoni & Senra, Eva & Albacete, Rebeca
- 10142 Outliers robust ECM cointegration test based on the trend components
by Arranz, Miguel A. & Escribano, Álvaro
- 10133 A powerful portmanteau test of lack of fit for time series
by Peña, Daniel & Rodríguez, Julio
- 10132 Spectral density estimators at frequency zero for nonstationarity tests in arma models
by Sánchez, Ismael
- 10113 Efficient tests for unit roots with prediction errors
by Sánchez, Ismael
- 10112 Combining search directions using gradient flows
by Moguerza, Javier M. & Prieto, Francisco J.
- 10110 Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator
by Delgado, Miguel A. & Rodríguez Poo, Juan M. & Wolf, Michael
- 10089 Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
by Ledoit, Olivier & Wolf, Michael
- 10087 A well conditioned estimator for large dimensional covariance matrices
by Ledoit, Olivier & Wolf, Michael
- 10084 Derivative estimation and testing in generalized additive models
by Yang, Lijian & Sperlich, Stefan & Hardle, Wolfgang
- 10079 Bootstrap inference in semiparametric generalized additive models
by Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
- 10064 Semiparametric estimation of weak and strong separable models
by Rodriguez Poo, Juan M. & Sperlich, Stefan & Vieu, Philippe
- 10059 Forecasting returns and volatilities in GARCH processes using the bootstrap
by Pascual, Lorenzo & Romo, Juan & Ruiz Ortega, Esther
- 10058 Notes on time serie analysis, ARIMA models and signal extraction
by Kaiser Remiro, Regina & Maravall, Agustín
- 10010 An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series
by Kaiser Remiro, Regina & Maravall, Agustín
- 10009 Some remarks on estimating a covariance structure model from a sample correlation matrix
by Maydeu Olivares, Alberto & Hernández Estrada, Adolfo
- 10008 Existence and computation of a GEI equilibrium
by Esteban-Bravo, Mercedes
- 9968 Existence and computation of a Cournot-Walras equilibrium
by Esteban-Bravo, Mercedes
- 9967 A model free cointegration approach for pairs of I(d) variables
by Aparicio, Felipe M. & Arranz, Miguel A. & Escribano, Álvaro
- 9960 Descriptive measures of multivariate scatter and linear dependence
by Rodríguez, Julio & Peña, Daniel
- 9959 Forecasting with nostationary dynamic factor models
by Peña, Daniel & Poncela, Pilar
- 9923 Resampling time series by missing values techniques
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan
- 9922 Syncronicity between macroeconomic time series: an exploratory analysis
by Aparicio, Felipe M. & Escribano, Álvaro & García, Ana
- 9920 An interview to George Box
by Peña, Daniel
- 9866 Stochastic comparisons of nonhomogeneous processes
by Belzunce, Félix & Lillo Rodríguez, Rosa Elvira & Ruiz, José M. & Shaked, Moshe
- 9865 Pareto optimality in multiobjective Markov control processes
by Hernández-Lerma, Onésimo & Romera, Rosario
- 9864 Characterizations involving conditional expectations based on a functional derivative approach
by Lillo Rodríguez, Rosa Elvira & Martín, Miguel
- 9863 Structural tests in additive regression
by Hardle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir
- 9862 Preservation of some stochastic orders by order statistics
by Lillo Rodríguez, Rosa Elvira & Nanda, Asok K. & Shaked, Moshe
- 9859 Note on characterization problem of Nagaraja and Nevzorov
by Lillo Rodríguez, Rosa Elvira
- 9858 Forecasting time series with sieve bootstrap
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan
- 9857 Identifiability of differentiable bayes estimators of the uniform scale parameter
by Lillo Rodríguez, Rosa Elvira
1999
- 6400 Subsampling intervals in autoregressive models with linear time trend
by Romano, Joseph P. & Wolf, Michael
- 6399 Limiting discounted-cost control of partially observable stochastic systems
by Hernández-Lerma, Onésimo & Romera, Rosario
- 6387 Nonparametric estimation and testing of interaction in additive models
by Sperlich, Stefan & Tjostheim, Dag & Yang, Lijian
- 6382 Executive pay and corporate financial performance. An exploratiove data analysis
by Grasshoff, Ulrike & Schwalbach, Joachim & Sperlich, Stefan
- 6379 Semiparametric three step estimation methods in labor supply models
by Rodríguez-Póo, Juan M. & Sperlich, Stefan & Fernández, Ana I.
- 6371 Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
by Hassler, Uwe
- 6361 Nonsense regressions due to time-varying means
by Hassler, Uwe
- 6360 Finite sample properties of a QML estimator of stochastic volatility models with long memory
by Pérez, Ana & Ruiz Ortega, Esther
- 6358 The kurtosis coeficient and the linear discriminant function
by Peña, Daniel & Prieto, Francisco J.
- 6356 Statiscal research in Europe:1985-1997
by Gil, J. A. & Peña, Daniel & Rodriguez, J.
- 6355 Trend in statistical research productivity by journal publications over the period 1985-1997
by Gil, J. A. & Peña, Daniel & Rodriguez, J.
- 6351 Variable deletion conficence regions and bootstrapping in linear regression
by Velilla Cerdan, Santiago
- 6350 Asymptotic inference for monstationary fractionally integrated processes
by Dolado, Juan José & Mármol, Francesc
- 6349 How spurious features arise in case of fractional cointegration
by Mármol, Francesc
- 6348 Locally and globally robust estimators in regression
by Hernández, Sonia & Yohai, Víctor J.
- 6345 Firms´productivity and the export market: a nonparametric approach
by Delgado, Miguel A. & Fariñas, José C. & Ruano, Sonia
- 6343 Subsampling, symmetrization, and robust interpolation
by Politis, Dimitris N. & Wolf, Michael & Romano, Joseph P.
- 6334 On the asymptotic theory of subsampling
by Politis, Dimitris N. & Romano, Joseph P. & Wolf, Michael
- 6333 Seasonal outliers in time series
by Kaiser Remiro, Regina & Maravall, Agustín
- 6329 Global rates of convergence for the bias of singular integral estimators and their shifted versions
by Delgado, Miguel A. & Vidal-Sanz, Jose M.
- 6327 A new decomposition method applied to optimization problems arising in power systems: Local and global behavior
by Conejo, Antonio J. & Nogales, Francisco J. & Prieto, Francisco J.
- 6324 Bootstrap goodness-of-fit tests for farima models
by Delgado, Miguel A. & Hidalgo, Javier
- 6322 On universal unbiasedness of delta estimators
by Delgado, Miguel A. & Vidal-Sanz, Jose M.
- 6304 Effects of parameter estimation on prediction densities a bootstrap approach
by Pascual, Lorenzo & Romo, Juan & Ruiz Ortega, Esther
- 6302 Labor contracts and flexibility : evidence from a labor markt reform in Spain
by Aguirregabiria, Víctor & Alonso-Borrego, César
- 6301 The power of residual base tests for cointegration when residuals are fractionally integrated
by Krämer, Walter & Mármol, Francesc
- 6300 Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances
by Krämer, Walter & Mármol, Francesc
- 6299 Distributional aspects in partial least squares regression
by Romera, Rosario
- 6298 A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
by Mármol, Francesc & Escribano, Álvaro & Aparicio, Felipe M.
- 6291 Short-term and long-term trends, seasonal and the business cycle
by Kaiser Remiro, Regina & Maravall, Agustín
- 6287 Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic
by Profit, Stefan & Sperlich, Stefan
- 6283 Bootstrap Predictive Inference for Arima Processes
by Pascual, Lorenzo & Romo, Juan & Ruiz Ortega, Esther
- 6271 Constant coefficient tests for random coefficient regression
by Delicado, Pedro & Romo, Juan
1998
- 10942 A characterization of cointegrating relationships using induced-order statistics
by Aparicio, Felipe M. & Escribano, Álvaro
- 10941 Cointegration testing using the ranges
by Aparicio, Felipe M. & Escribano, Álvaro
- 10685 Robust estimation of structural break points
by Fiteni, Inmaculada
- 10684 Out-of-sample forecast errors in misspecified perturbed long memory processes
by Marmol, Francesc & Arranz, Miguel A.
- 10644 The probability of non-purchasing tobacco of a smoker
by Miles, Daniel
- 10613 Searching for fractional evidence using combined unit root tests
by Marmol, Francesc
- 10611 Near observational equivalence and fractionally integrated processes
by Marmol, Francesc & Reboredo, Juan C.
- 9847 Detection and estimation of structural changes and ouliers in unobserved components
by Kaiser Remiro, Regina
- 9821 Detection of outlier patches in autoregressive time series
by Justel, A. & Peña, Daniel & Tsay, Ruey S.
- 9820 The correlogram of a long memory process plus a simple noise
by Granger, C.W.J. (Clive William John) & Marmol, Francesc
- 9794 Fractional cointegrating regressions in the presence of linear time trends
by Hassler, Uwe & Marmol, Francesc
- 6285 Outliers in multivariate time series
by Tsay, Ruey S. & Peña, Daniel & Pankratz, Alan E.
- 6284 Modelling adaptive complex behaviour with an application to the stock markets dynamics
by Aparicio, Felipe M.
- 6270 Integration and Backfitting methods in additive models: finite sample properties and comparison
by Hardle, Wolfgang & Linton, Oliver & Sperlich, Stefan
- 6269 Finite sample nonparametric inference and large sample efficiency
by Romano, Joseph P. & Wolf, Michael
- 6268 Subsampling confidence intervals for the autoregressive root
by Romano, Joseph P. & Wolf, Michael
- 6266 Asymptotic properties for a simulated pseudo maximum likelihood estimator
by Núñez, Olivier
- 6264 Significance testing in nonparametric regression base on the bootstrap
by Delgado, Miguel A. & González-Manteiga, Wenceslao
- 6262 A beveridge-nelson decomposition for fractionally integrated time series
by Ariño, Miguel A. & Marmol, Francesc
- 6260 Heterogeneity and model uncertainty in bayesian regression models
by Justel, A. & Peña, Daniel
- 6259 Modelling nonlinearities in GDP. Some diferences between us and spanish data
by Martínez, José Manuel & Espasa, Antoni
- 4676 Input cost, capacity utilization and substitution in the short run
by Delgado, Miguel A. & Jaumandreu, Jordi & Martín Marcos, Ana
- 4675 A nonparametric test for serial independence of errors in linear regression
by Delgado, Miguel A. & Mora, Juan
- 4674 Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
by Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal
- 4673 Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests
by Delgado, Miguel A. & Hidalgo, Javier
- 4672 FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes
by Dolado, Juan José & Mármol, Francesc
- 4671 A nonlinear model for the investment function in Spain
by Senra, Eva & Espasa, Antoni
- 4556 Local cross validation for spectrum bandwidth choice
by Velasco, Carlos
- 4555 Gaussian semiparametric estimation of non-stationary time series
by Velasco, Carlos
- 4554 Non-stationary log-periodogram regression
by Velasco, Carlos
- 4553 Non-Gaussian log-periodogram regression
by Velasco, Carlos
- 4552 Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test
by Arranz, Miguel A. & Escribano, Álvaro
- 4551 Detrending procedures and cointegration testing: ECM tests under structural breaks
by Arranz, Miguel A. & Escribano, Álvaro
1997
- 10733 Spurius regression theory with nonstationary fractionally integrated processes
by Marmol, Francesc
- 10608 Assesing the number of linear components in a general regression problem
by Velilla Cerdan, Santiago
- 10607 ECM tests for cointegration in a single equation framework
by Banerjee, Anindya & Dolado, Juan José & Mestre, Ricardo
- 10576 Missing observations in ARIMA models: skipping strategy versus additive outlier approach
by Gómez, Víctor & Maravall, Agustín & Peña, Daniel
- 10575 Identification of point-mass in multivariate samples
by Juan, Jesús & Prieto, Francisco J.
- 10574 Compound key word generation from document databases using a hierarchical clustering art model
by Muñoz, Alberto
- 10498 Fractional integration versus trend stationary in time series analysis
by Marmol, Francesc
- 10497 Robust covariance matrix estimation and multivariate outlier detection
by Peña, Daniel & Prieto, Francisco J.
- 6225 Estimating Binary choice models from cohort data
by Collado, M. Dolores
- 6224 Eigenstructure of nonstationary factor models
by Peña, Daniel & Poncela, Pilar
- 6221 Semiparametric estimation and testing in models of adverse selection, with an aplication to environmental regulation
by Lavergne, Pascal & Thomas, A.
- 6220 The identification of multiple outliers in arima models
by Sánchez, María Jesús & Peña, Daniel
- 6219 Searching for linear and nonlinear cointegration: a new approach
by Aparicio, Felipe M. & Escribano, Álvaro
- 6218 Improved testing and specification of smooth transition regression models
by Escribano, Álvaro & Jordá, Óscar
- 6216 Testing nonlinearity: decision rules for selecting between logistic and exponential star models
by Escribano, Álvaro & Jordá, Óscar
- 6215 On robust partial least square (pls) methods
by Torrubias, J.A.G. & Romera, Rosario
- 6214 Threshold unit root models
by González, M. & Gonzalo, Jesús
- 6213 Data graduation based on statistical time series methods
by Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar
- 6212 Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example
by Guerrero, Victor M. & Peña, Daniel & Poncela, Pilar
- 6211 Consistent specification testing of quantile regression models
by Delgado, Miguel A. & Domínguez, Manuel A.
- 6210 Bootstrap tests for unit roots based on lad estimation
by Moreno, Marta & Romo, Juan
- 6209 Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships
by Mármol, Francesc & Reboredo, Juan C.
- 6208 Information-theoretic analysis of seral dependence and cointegration
by Aparicio, Felipe M. & Escribano, Álvaro
- 6206 Nonlinear error correction models
by Escribano, Álvaro & Mira, Santiago
- 6204 Nonlinear cointegration with mixing errors
by Escribano, Álvaro & Mira, Santiago
- 4549 On the properties of the Dickey-Pantula test against fractional alternatives
by Dolado, Juan José & Mármol, Francesc
- 4547 Nonparametric checks for count data models: an application to demand for health care in Spain
by Álvarez, Begoña & Delgado, Miguel A.
1996
- 10736 Measuring service quality by linear indicators
by Peña, Daniel
- 10721 On the cumulated periodogram goodness-of-fit test in ARMA models
by Velilla Cerdan, Santiago
- 10710 A procedure for robust estimation and diagnostics in regression
by Peña, Daniel & Yohai, Víctor J.
- 10709 Pooling information and forecasting with dynamic factor analysis
by Peña, Daniel & Poncela, Pilar
- 10573 Session in memoriam of Costas Goutis
by Romera, Rosario
- 10495 Stability under contamination of robust regression estimators based on differences of residuals
by Romo, Juan & Berrendero Díaz, José Ramón
- 10487 Empirical distributions of stock returns: scandinavian securities markets, 1990-95
by Aparicio, Felipe M. & Estrada, Javier
- 10486 A simple diagnostic tool for local prior sensitivity
by Peña, Daniel & Zamar, Rubén
- 10458 Bayesian unmasking in linear models
by Justel, Ana & Peña, Daniel
- 10457 The intrinsic bayes factor described by an example
by Pericchi, L. R. & Fiteni, I. & Presa, E.
- 10456 Assessing measurement invariance in questionnaires within latent trait models using item response theory
by Maydeu Olivares, Alberto & D'Zurilla, Thomas J. & Morera, Osvaldo
- 10455 A parallel computation approach for solving multistage stochastic network problems
by Fuente, J. L. de la & García, C. & Prieto, Francisco J. & Escudero, L. F.
- 10437 Nonparametric estimation of a mixing density via the kernel method
by Goutis, Constantinos
- 10429 On the bootstrap in misspecified regression models
by Velilla Cerdan, Santiago
- 10428 Trimming frequencies in log-periodogram regression of long memory time series
by Martínez, Cristina & Velilla Cerdan, Santiago
- 6203 A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
by Gonzalo, Jesús & Ng, Serena
- 4546 Nonlinear cointegration and nonlinear error correction
by Escribano, Álvaro & Mira, Santiago
- 4545 Which univariate time series model predicts quicker a crisis? The Iberia case
by Ruiz Ortega, Esther & Lorenzo, Fernando
- 4544 Non-exact present value relations
by Gonzalo, Jesús & González Rozada, Martín
- 4543 Using high-frequency data and time series models to improve yield management
by Cancelo, José Ramón & Espasa, Antoni
- 4542 On the robustness of cointegration tests when series are fractionally integrated
by Gonzalo, Jesús & Lee, Tae-Hwy
- 4541 P-values for non-standard distributions with an application to the DF test
by Adda, Jerome & Gonzalo, Jesús
- 4540 Multicointegration and present value relations
by Engsted, Tom & Gonzalo, Jesús & Haldrup, Niels
- 4539 Household characteristics and consumption behaviour: a nonparametric approach
by Delgado, Miguel A. & Miles, Daniel
- 3356 Automatic modelling of daily series of economic activity
by Espasa, Antoni & Cancelo, José Ramón & Revuelta, J. Manuel
1995
- 10974 The Spanish economy in 1995: a higher growth rate based on domestic demand
by Espasa, Antoni
- 10734 Explaining the saddlepoint approximation
by Goutis, Constantinos & Casella, George
- 10349 On the maxbias curve of residual admissible robust regression estimates
by Berrendero Díaz, José Ramón & Zamar, Rubén
- 10348 A parametric model for heterogeneity in paired poisson counts
by Goutis, Constantinos & Galbraith, Rex F.
- 10347 Properties of predictors in overdifferenced nearly nonstationary autoregression
by Sánchez, Ismael & Peña, Daniel
- 10346 A fast method to compute orthogonal loadings partial least squares
by Goutis, Constantinos
- 10345 Self organizing maps for outlier detection
by Muñoz, Alberto & Muruzábal, Jorge
- 10340 Linear combination of information in time series analysis
by Guerrero, Víctor M. & Peña, Daniel
- 7074 On the term structure of Interbank interest rates: jump-diffusion processes and option pricing
by Moreno, Manuel & Peña, Juan Ignacio
- 6202 Nonlinear time series models: consistency and asymptotic normality of nls under new conditions
by Mira, Santiago & Escribano, Álvaro
- 5825 Comovements in large systems
by Gonzalo, Jesús & Pitarakis, Jean-Yves
- 4517 Investigating the relationship between gold and silver prices
by Escribano, Álvaro & Granger, C.W.J. (Clive William John)
- 4516 Combining information in statistical modelling
by Peña, Daniel
- 4515 Do strike variables wage increase settlements in Spain?
by Jiménez-Martín, Sergi
- 4514 Inflation and inequality bias in the presence of bulk purchases for food and drinks
by Peña, Daniel & Ruiz-Castillo, Javier
- 4513 On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
by Gonzalo, Jesús & Pitarakis, Jean-Yves
- 4512 No lack of relative power of the Dickey-Fuller tests for unit roots
by Gonzalo, Jesús & Lee, Tae-Hwy
- 4511 Estimating parameters of fluctuations in the cosmic microwave background
by Tenorio, Luis & Lineweaver, Charles H. & Smoot, Georges
- 4510 Breakdown and asymptotic properties of resampled estimates
by Adrover, Jorge & Blanco, Ana M.
- 4509 On credibility and robustness with the Kalman filter
by Garrido, José & Romera, Rosario
- 4508 A consistent test of significance
by Delgado, Miguel A. & Domínguez, Manuel A.
- 4203 Gibbs sampling will fail in outlier problems with strong masking
by Justel, Ana & Peña, Daniel
- 4202 On the explosion breakdown rate of the maximum bias function of some scale and location estimates
by Berrendero Díaz, José Ramón & Romo, Juan & Zamar, Rubén
- 4201 Probabilistic and fuzzy reasoning in simple learning classifier systems
by Muruzábal, Jorge
- 4200 On the behaviour of residual plots in regression
by Velilla Cerdan, Santiago