Listar por autor "Vilar, Juan M."
Mostrando ítems 1-20 de 25
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A Doubly Smoothed PD Estimator in Credit Risk
Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI AG, 2020-09-01)[Abstract] In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ... -
Asymptotic properties of Local Polynomial regression with missing data and correlated errors
Pérez González, A.; Vilar, Juan M.; González Manteiga, Wenceslao (2007)The main objective of this work is the nonparametric estimation of the regression function with correlated errors when observations are missing in the response variable. Two nonparametric estimators of the regression ... -
Bancos y cajas de ahorros: modelización del margen de beneficio por regresión múltiple: análisis comparativo
Vasallo Rapela, Alejandro M.; Vilar, Juan M. (2006)Este trabajo desarrolla un modelo teórico que relaciona el margen de beneficio de las entidades financieras con variables estratégicas clave relativas a su tamaño (cuotas de mercado de depósitos y de préstamos) y variables ... -
Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation
Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI, 2022)[Abstract] For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b. This ... -
Bootstrap prediction regions for daily curves of electricity demand and price using functional data
Peláez, Rebeca; Aneiros Pérez, Germán; Vilar, Juan M. (Elsevier, 2024-11)[Abstract]: The aim of this paper is to compute one-day-ahead prediction regions for daily curves of electricity demand and price. Three model-based procedures to construct general prediction regions are proposed, all of ... -
Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI, 2021)[Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ... -
Bootstrap tests for nonparametric comparison of regression curves with dependent errors
Vilar, Juan M.; Vilar, José (Springer, 2007)In this paper, the problem of testing the equality of regression curves with dependent data is studied. Several methods based on nonparametric estimators of the regression function are described. In this setting, the ... -
Cost-sensitive thresholding over a two-dimensional decision region for fraud detection
C-Rella, Jorge; Cao, Ricardo; Vilar, Juan M. (Elsevier B.V., 2024-02)[Absctract]: Credit fraud poses a challenging task in terms of detection. It can result in significant losses depending on the amount, so a cost-sensitive perspective needs to be taken. Classical approaches focus on ... -
Efectos del entrenamiento en conciencia fonológica y velocidad de denominación sobre la lectura: un estudio longitudinal
González-Seijas, Rosa M.; Cuetos Vega, Fernando; López-Larrosa, Silvia; Vilar, Juan M. (Universidad de Navarra, 2017)[Abstract] Existen una serie de predictores que contribuyen directamente a la precisión y a la velocidad lectora. En este trabajo se analizan los efectos que un programa de instrucción en dos de dichos predictores, “conciencia ... -
Evaluation of Depression in Subacute Low Back Pain: A Case Control Study
López-López, Daniel; Vilar, Juan M.; Calvo-Lobo, César; Losa Iglesias, Marta Elena; Rodríguez Sanz, David; Becerro-de-Bengoa-Vallejo, Ricardo (American Society of Interventional Pain Physicians, 2017)[Abstract] Low back pain (LBP) is the most common musculoskeletal disorder affecting the general population and it is believed to be associated with depression. The study aim was to describe and compare the impact in a ... -
Foot Arch Height and Quality of Life in Adults: A Strobe Observational Study
López-López, Daniel; Palomo-López, Patricia; Losa Iglesias, Marta Elena; Becerro-de-Bengoa-Vallejo, Ricardo; Calvo-Lobo, César; Vilar, Juan M.; Barros García, Gonzalo (MDPI, 2018-07)[Abstract] Background: Variations in the foot structure related with the high or low arch are identified common lower limb conditions, and it is supposed to be the effect on the quality of life (QoL) associated to foot ... -
Local polynomial regression estimation with correlated errors
Francisco-Fernández, Mario; Vilar, Juan M. (Taylor & Francis, 2001)In this paper, we study the nonparametric estimation of the regression function and its derivatives using weighted local polynomial fitting. Consider the fixed regression model and suppose that the random observation ... -
Local polynomial regression smoothers with AR-error structure
Vilar, Juan M.; Francisco-Fernández, Mario (Springer, 2002)Consider the fixed regression model with random observation error that follows an AR(1) correlation structure. In this paper, we study the nonparametric estimation of the regression function and its derivatives using a ... -
Nonparametric estimation of the conditional variance function with correlated errors
Vilar, Juan M.; Francisco-Fernández, Mario (Taylor & Francis, 2006) -
Nonparametric estimation of the probability of default with double smoothing
Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (Institut d'Estadistica de Catalunya, 2021)[Abstract]: In this paper, a general nonparametric estimator of the probability of default is proposed and studied. It is derived from an estimator of the conditional survival function for censored data obtained with a ... -
Nonparametric forecasting in time series: a comparative study
Vilar, Juan M.; Cao, Ricardo (Taylor & Francis, 2007)The problem of predicting a future value of a time series is considered in this paper. If the series follows a stationary Markov process, this can be done by nonparametric estimation of the autoregression function. Two ... -
O sector da construción en Galicia: responsabilidade social empresarial e resultados financeiros
Vilar, Juan M.; Fe, Jaime; Vasallo Rapela, Alejandro M. (Universidade de Santiago de Compostela, 2019)[Resumo] A Responsabilidade Social da Empresa (RSE), tamén denominada Responsabilidade Social Corporativa (RSC), formúlase como un factor estratéxico clave na xestión. O obxecto deste traballo é analizar as relacións ... -
On the uniform strong consistency of local polynomial regression under dependence conditions
Francisco-Fernández, Mario; Vilar, Juan M.; Vilar, José (Taylor & Francis, 2003)[Abstract] In this paper, nonparametric estimators of the regression function, and its derivatives, obtained by means of weighted local polynomial fitting are studied. Consider the fixed regression model where the error ... -
On the Use of Functional Additive Models for Electricity Demand and Price Prediction
Raña, Paula; Vilar, Juan M.; Aneiros Pérez, Germán (Institute of Electrical and Electronics Engineers Inc., 2018-02-12)[Abstract]: This paper presents an application of functional additive models in the context of electricity demand and price prediction. Data from the Spanish electricity market are used to obtain the pointwise predictions. ... -
Probability of default estimation in credit risk using mixture cure models
Peláez, Rebeca; Keilegom, Ingrid Van; Cao, Ricardo; Vilar, Juan M. (Elsevier, 2024-01)[Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...