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Nonparametric forecasting in time series: a comparative study
(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 ...
Bandwidth selection for statistical matching and prediction
(Springer, 2022)
[Abstract]: While there exist many bandwidth selectors for estimation, bandwidth selection for statistical matching and prediction has hardly been studied so far. We introduce a computationally attractive selector for ...
Analysis of interval‐grouped data in weed science: The binnednp Rcpp package
(John Wiley & Sons Ltd., 2019-09-13)
[Abstract] Weed scientists are usually interested in the study of the distribution and density functions of the random variable that relates weed emergence with environmental indices like the hydrothermal time (HTT). ...
Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation
(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 ...
Cost-sensitive thresholding over a two-dimensional decision region for fraud detection
(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 ...
Probability of default estimation in credit risk using mixture cure models
(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 ...
Wastewater early warning system for SARS-CoV-2 outbreaks and variants in a Coruña, Spain
(Springer, 2023-07)
[Abstract]: Wastewater-based epidemiology has been widely used as a cost-effective method for tracking the COVID-19 pandemic at the community level. Here we describe COVIDBENS, a wastewater surveillance program running ...
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
(Elsevier, 2017-01)
[Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. ...
Nonparametric covariate hypothesis tests for the cure rate in mixture cure models
(John Wiley & Sons, 2020-06)
[Abstract]: In lifetime data, like cancer studies, there may be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, ...
Cure models to estimate time until hospitalization due to COVID-19
(Springer Nature, 2022-01)
[Abstract]: A short introduction to survival analysis and censored data is included in this paper. A thorough literature review in the field of cure models has been done. An overview on the most important and recent ...