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Vicente Núñez-Antón
(Vicente Nunez-Anton)

Personal Details

First Name:Vicente
Middle Name:
Last Name:Núñez-Antón
Suffix:
RePEc Short-ID:pne143
[This author has chosen not to make the email address public]
http://www.et.bs.ehu.es/~etpnuanv/

Affiliation

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Economía y Empresa
Universidad del País Vasco - Euskal Herriko Unibertsitatea

Bilbao, Spain
https://www.ehu.eus/es/web/ea3

: + 34 94 601 3740
+ 34 94 601 3754
Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
RePEc:edi:deehues (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Vicente Nuñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2019. "Improving the representativeness of a simple random sample: an optimization model and its application to the Continuous Sample of Working Lives," Documentos de Trabajo del ICAE 2019-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 2001-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2000. "Survival Analysis Using a Censored Semiparametric Regression Model," BILTOKI 2000-07, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Ferreira García, María Eva & Núñez Antón, Vicente Alfredo & Rodríguez Poo, Juan M., 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 1999-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Articles

  1. García-Pérez, Miguel A. & Núñez-Antón, Vicente, 2013. "Correlation between variables subject to an order restriction, with application to scientometric indices," Journal of Informetrics, Elsevier, vol. 7(2), pages 542-554.
  2. Inmaculada Arostegui & Vicente Núñez-Antón & José Quintana, 2013. "On the recoding of continuous and bounded indexes to a binomial form: an application to quality-of-life scores," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(3), pages 563-582.
  3. Adrián Quintero-Sarmiento & Edilberto Cepeda-Cuervo & Vicente Núñez-Antón, 2012. "Estimating infant mortality in Colombia: some overdispersion modelling approaches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 1011-1036, October.
  4. Ainhoa Oguiza Tovar & Inmaculada Gallastegui Zulaica & Vicente Núñez-Antón, 2012. "Analysis of pseudo-panel data with dependent samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1921-1937, May.
  5. Jesus Orbe & Vicente Núñez‐Antón, 2011. "Analysis of the determinants of survival for the Russian commercial banking industry: A new approach," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(3), pages 301-314, May.
  6. Orbe, Jesus & Nunez-Anton, Vicente, 2006. "Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1565-1582, March.
  7. V. Núñez-Antón, 2003. "HUBER-CAROL, C., BALAKRISHNAN, N., NIKULIN, M. S. and MESBAH, M. (Editors). Goodness-of-Fit Tests and Model Validity. Birkhäuser, Boston, 2002. xxxiii + 507 pp. $89.95/Euro136.00. ISBN 0-8176-4209-9," Biometrics, The International Biometric Society, vol. 59(1), pages 200-201, March.
  8. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2002. "Length of time spent in Chapter 11 bankruptcy: a censored partial regression model," Applied Economics, Taylor & Francis Journals, vol. 34(15), pages 1949-1957.
  9. Orbe, Jesus & Ferreira, Eva & Nunez-Anton, Vicente, 2001. "Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model," Economics Letters, Elsevier, vol. 71(1), pages 35-42, April.
  10. Dale Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu & Dela Zimmerman, 2001. "Parametric modelling of growth curve data: An overview," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 1-73, June.
  11. Miguel Garcia-Perez & Vicente Nunez-Anton, 2001. "Small-sample comparisons for powerdivergence goodness-of-fit statistics for symmetric and skewed simple null hypotheses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(7), pages 855-874.
  12. Vicente Núñez-Antón & Dale L. Zimmerman, 2000. "Modeling Nonstationary Longitudinal Data," Biometrics, The International Biometric Society, vol. 56(3), pages 699-705, September.
  13. Ferreira, Eva & Nunez-Anton, Vicente & Rodriguez-Poo, Juan, 2000. "Semiparametric approaches to signal extraction problems in economic time series," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 315-333, May.
  14. Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu, 1999. "Longitudinal data with nonstationary errors: a nonparametric three-stage approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 201-231, June.
  15. Vicente Núñez‐Antón, 1997. "Longitudinal data analysis: non‐stationary error structures and antedependent models," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 13(3‐4), pages 279-287, September.
  16. Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan, 1997. "Kernel regression estimates of growth curves using nonstationary correlated errors," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 413-423, June.
  17. Eva Ferreira‐Garcıa & Vicente Núñez‐Antón & Juan Rodríguez‐Póo, 1997. "Growth curve models with non‐stationary errors," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 13(3‐4), pages 233-239, September.

Books

  1. Dale L. Zimmerman & Vicente Núñez-Antón, 2010. "Antedependence Models for longitudinal Data," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 11, December.
  2. Frederic Ferraty & Vicente Núñez-Antón & Philippe Vieu, 2001. "Regresión No Paramétrica: Desde la Dimensión Uno Hasta la Dimensión Infinita," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 10, December.
  3. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística II. Estadística Empresarial y para Economistas," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 09, December.
  4. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística I. Elementos de Probabilidad y Estadística," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 08, December.
  5. Vicente Núñez-Antón & Eva Ferreira (ed.), 2000. "Statistical Modelling. Proceedings of the 15th International Workshop on Statistical Modelling. New Trends on Statistical Modelling," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 07, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Ainhoa Oguiza Tovar & Inmaculada Gallastegui Zulaica & Vicente Núñez-Antón, 2012. "Analysis of pseudo-panel data with dependent samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1921-1937, May.

    Cited by:

    1. Ermolova, Maria D. & Penikas, Henry I., 2016. "QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises," MPRA Paper 82876, University Library of Munich, Germany.

  2. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2002. "Length of time spent in Chapter 11 bankruptcy: a censored partial regression model," Applied Economics, Taylor & Francis Journals, vol. 34(15), pages 1949-1957.

    Cited by:

    1. Aysun, Uluc, 2015. "Duration of bankruptcy proceedings and monetary policy effectiveness," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 295-302.
    2. Dewaelheyns, Nico & Van Hulle, Cynthia, 2009. "Filtering speed in a Continental European reorganization procedure," International Review of Law and Economics, Elsevier, vol. 29(4), pages 375-387, December.

  3. Orbe, Jesus & Ferreira, Eva & Nunez-Anton, Vicente, 2001. "Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model," Economics Letters, Elsevier, vol. 71(1), pages 35-42, April.

    Cited by:

    1. S. Balcaen & S. Manigart & H. Ooghe, 2009. "From distress to exit: determinants of the time to exit," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/588, Ghent University, Faculty of Economics and Business Administration.
    2. Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 2001-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

  4. Dale Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu & Dela Zimmerman, 2001. "Parametric modelling of growth curve data: An overview," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 1-73, June.

    Cited by:

    1. Martin Martínez-Salvador & Ricardo Mata-Gonzalez & Alfredo Pinedo-Alvarez & Carlos R. Morales-Nieto & Jesús A. Prieto-Amparán & Griselda Vázquez-Quintero & Federico Villarreal-Guerrero, 2019. "A Spatial Forestry Productivity Potential Model for Pinus arizonica Engelm, a Key Timber Species from Northwest Mexico," Sustainability, MDPI, Open Access Journal, vol. 11(3), pages 1-15, February.
    2. Benhenni, K. & Rachdi, M., 2006. "Nonparametric estimation of the regression function from quantized observations," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3067-3085, July.
    3. Mohsen Pourahmadi, 2002. "Graphical Diagnostics for Modeling Unstructured Covariance Matrices," International Statistical Review, International Statistical Institute, vol. 70(3), pages 395-417, December.
    4. Dabo-Niang, Sophie & Ferraty, Frederic & Vieu, Philippe, 2007. "On the using of modal curves for radar waveforms classification," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4878-4890, June.
    5. Sophie Donnet & Jean-Louis Foulley & Adeline Samson, 2010. "Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations," Biometrics, The International Biometric Society, vol. 66(3), pages 733-741, September.
    6. Carlos A. Coelho & Anuradha Roy, 2017. "Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 308-330, June.

  5. Ferreira, Eva & Nunez-Anton, Vicente & Rodriguez-Poo, Juan, 2000. "Semiparametric approaches to signal extraction problems in economic time series," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 315-333, May.

    Cited by:

    1. Martín Rodríguez, Gloria & Cáceres Hernández, José Juan, 2010. "Splines and the proportion of the seasonal period as a season index," Economic Modelling, Elsevier, vol. 27(1), pages 83-88, January.
    2. Orbe Mandaluniz, Susan & Ferreira García, María Eva & Rodríguez Poo, Juan M., 2001. "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI 2001-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    3. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    4. Q. Shao, 2009. "Seasonality analysis of time series in partial linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 827-837.
    5. Martin-Rodriguez, Gloria & Caceres-Hernandez, Jose Juan, 2009. "The Proportion of the Seasonal Period as a Season Index in Weekly Agricultural Data," 2009 Conference, August 16-22, 2009, Beijing, China 49956, International Association of Agricultural Economists.
    6. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005. "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, vol. 126(1), pages 53-77, May.

  6. Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu, 1999. "Longitudinal data with nonstationary errors: a nonparametric three-stage approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 201-231, June.

    Cited by:

    1. Konietschke, F. & Bathke, A.C. & Hothorn, L.A. & Brunner, E., 2010. "Testing and estimation of purely nonparametric effects in repeated measures designs," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1895-1905, August.
    2. Dale Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu & Dela Zimmerman, 2001. "Parametric modelling of growth curve data: An overview," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 1-73, June.
    3. Cao, Jiguo & Ramsay, James O., 2009. "Generalized profiling estimation for global and adaptive penalized spline smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2550-2562, May.
    4. Ferreira García, María Eva & Núñez Antón, Vicente Alfredo & Rodríguez Poo, Juan M., 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 1999-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    5. Fu, Liya & Wang, You-Gan, 2012. "Quantile regression for longitudinal data with a working correlation model," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2526-2538.
    6. Rakêt, Lars Lau & Markussen, Bo, 2014. "Approximate inference for spatial functional data on massively parallel processors," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 227-240.
    7. Karim Benhenni & Mustapha Rachdi & Yingcai Su, 2013. "The effect of the regularity of the error process on the performance of kernel regression estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 765-781, August.

  7. Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan, 1997. "Kernel regression estimates of growth curves using nonstationary correlated errors," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 413-423, June.

    Cited by:

    1. Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu, 1999. "Longitudinal data with nonstationary errors: a nonparametric three-stage approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 201-231, June.
    2. Yuanhua Feng & Thomas Gries, 2017. "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE 102, Paderborn University, CIE Center for International Economics.
    3. Benhenni, K. & Rachdi, M., 2006. "Nonparametric estimation of the regression function from quantized observations," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3067-3085, July.
    4. Ferreira García, María Eva & Núñez Antón, Vicente Alfredo & Rodríguez Poo, Juan M., 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 1999-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    5. Karim Benhenni & Mustapha Rachdi & Yingcai Su, 2013. "The effect of the regularity of the error process on the performance of kernel regression estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 765-781, August.

Books

  1. Dale L. Zimmerman & Vicente Núñez-Antón, 2010. "Antedependence Models for longitudinal Data," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 11, December.

    Cited by:

    1. Matthew W. Guerra & Justine Shults, 2014. "A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations," The American Statistician, Taylor & Francis Journals, vol. 68(2), pages 104-107, May.

  2. Frederic Ferraty & Vicente Núñez-Antón & Philippe Vieu, 2001. "Regresión No Paramétrica: Desde la Dimensión Uno Hasta la Dimensión Infinita," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 10, December.

    Cited by:

    1. Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
    2. Lisandro Javier Fermin & Ricardo Rios & Luis Angel Rodriguez, 2017. "A Robbins–Monro Algorithm for Non-Parametric Estimation of NAR Process with Markov Switching: Consistency," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 809-837, November.

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