Publicaciones (63) Publicaciones de MARÍA DOLORES MARTÍNEZ MIRANDA

2024

  1. Goodness-of-fit test for point processes first-order intensity

    Computational Statistics and Data Analysis, Vol. 194

  2. Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data

    Financial Innovation, Vol. 10, Núm. 1

2023

  1. Goodness-of-fit tests in proportional hazards models with random effects

    Biometrical Journal, Vol. 65, Núm. 1

2022

  1. Missing link survival analysis with applications to available pandemic data

    Computational Statistics and Data Analysis, Vol. 169

2021

  1. Calendar effect and in-sample forecasting

    Insurance: Mathematics and Economics, Vol. 96, pp. 31-52

  2. Calendar effect and in-sample forecasting applied to mesothelioma mortality data

    Mathematics, Vol. 9, Núm. 18

  3. Smooth Backfitting of Proportional Hazards With Multiplicative Components

    Journal of the American Statistical Association, Vol. 116, Núm. 536, pp. 1983-1993

2020

  1. Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates

    Computational Statistics and Data Analysis, Vol. 144

  2. Testing for significant differences between two spatial patterns using covariates

    Spatial Statistics, Vol. 40

2019

  1. A likelihood approach to bornhuetter–ferguson analysis

    Risks, Vol. 7, Núm. 4

  2. Data visualization for reliability analysis of repairable systems

    Quality and Reliability Engineering International, Vol. 35, Núm. 1, pp. 99-115

  3. Multiplicative local linear hazard estimation and best one-sided cross-validation

    Journal of Machine Learning Research, Vol. 20

2018

  1. Graphical goodness-of-fit test for mortality models

    Mathematical Population Studies, Vol. 25, Núm. 3, pp. 123-142

2017

  1. Bandwidth selection for kernel density estimation with length-biased data

    Journal of Nonparametric Statistics, Vol. 29, Núm. 3, pp. 636-668

  2. Characterisation of point processes with covariates through the first-order intensity function

    Actas XIII Congreso Galego de Estatística e Investigación de Operacións: Ferrol, do 26 ao 28 de outubro de 2017

2016

  1. Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities

    Expert Systems with Applications, Vol. 45, pp. 400-409

  2. Double one-sided cross-validation of local linear hazards

    Journal of the Royal Statistical Society. Series B: Statistical Methodology, Vol. 78, Núm. 4, pp. 755-779

  3. In-sample forecasting with local linear survival densities

    Biometrika, Vol. 103, Núm. 4, pp. 843-859

  4. Simple benchmark for mesothelioma projection for Great Britain

    Occupational and Environmental Medicine, Vol. 73, Núm. 8, pp. 561-563

2015

  1. Ajuste polinomial global para la estimación kernel de la función de riesgo

    Revista Colombiana de Estadistica, Vol. 38, Núm. 2, pp. 399-411