|
1. Dependencia dinámica entre precios agrícolas. El trigo en España, 1857 -1890. (Con N. Sánchez; Albornoz). Banco de España. Estudios de Historia Económica número 8, 1983. |
|
2. Cómo mejorar |
|
3. Las Discapacidades de la población española. Un estudio basado en modelos de regresión logística. (Con E. Teijeiro) INE. 1989. |
|
4. ESTADISTICA. Modelos y Métodos. Tomo I: Fundamentos. Alianza Universidad Textos. (1st edition 1986, 10th 1999) |
|
5. Introducción a |
|
6. ESTADISTICA. Modelos y Métodos. Tomo II: Modelos Lineales y Series Temporales. Alianza Universidad Textos. (Primera edición 1987, Sexta 1998). |
|
7. Fundamentos de Estadistica Alianza Editorial 2001. |
|
8. Regresion y Diseño de Experimentos ntos
Alianza Editorial 2002 |
|
9. Box
on Quality and Discovery (edited with C. G. Tiao
at al.), John Wiley, |
|
|
|
11. Análisis de Datos Multivariantes. McGraw-Hill. 2002 12. El
valor económico de la lengua española (con A. Martín Municio
y otros). |
|
|
Articles in Spanish
57 Estadística en la economía y la administración de empresas” en Las Matemáticas y sus aplicaciones en el mundo social y económico, (JL Fernández, editor), Ministerio de Educación y Ciencia, 133-152, 2006.
58 Análisis de series temporales: situación y perspectivas”. Boletín de la SEIO, 4-12, 2007.
59
“El modelo factorial dinámico Threshold”.
(con Maria Elsa Corral) Revista Colombiana de Estadística, 31, 2, 183-190, 2008.
In English
1. “The relationship
between farm and retail prices in the Spanish Broiler Chicken Industry”.
(con J. Sumpsi) European
Review of Agricultural Economics, 7, pp.: 261-282. 1980.
2. “Decision Analysis Model for a serious medical problem”. Management Science,
26,7, pp.: 707-718. 1980.
3. “On likelihood, sufficiency and ancillarity”.
En Bayesian Statistics, Bernardo, Lindley, De Groot y Smith Editores.
Valencia University Press. 1980.
4. “Robust methods for Building regression models”. (con J. Ruiz Castillo). Journal of Business and Economic
Statistics, 2, 1, pp.: 10-20, 1984.
5. “The autocorrelation function of seasonal ARMA models”. Journal of Time
Series Analysis, 54,pp.: 269-272, 1984.
6. “Distributional aspects of public rental housing and rent control policies
in Spain” (con J. Ruiz Castillo). Journal of Urban Economics, 15, pp.: 350-370.
1984.
7. “Wheat Prices in Spain 1857?1890: An application of
the Box-Jenkins Methodology”. (con N. Sánchez-Albornoz). Journal of European Economic History,
8. “Periodicity of extinction in the Geologic past: deterministic versus Stochastic explanations” (con J. Kitchell)
Science, 226, pp.: 689-692. 1984.
9. “Hidden Relationship in multivariate time series” (con G.E.P. Box) American
Statistical Association Proc. of Bus. and Ec. Sect, 494-499, 1984.
10. “On Robust Filtering” (con I. Guttman) Journal of
The American Statistical Association, 80, 389, pp.: 91-92. 1985.
11. “A measure of Influence in autorregresive
models”. Bulletin of the International Statistical
Institute. Vol. 2, pp.: 481-482. 1985.
12. “Statistical education for Engineers: An initial task force report”. (con R.V. Hogg y otros) The
American Statistician, 39, 3, 168-175. 1985.
13. “Comments on local influence”. Journal of
Royal Statistical Society, B. 48,2 pp.: 164-165. 1986.
14. “Influential observations in regression models with ARMA
errors. Proceeding of the Second Catalan International
Symposium on Statistics, Vol. 1 pp.: 167-188. 1986.
15. “Identifying a
simplifying structure in time series”. (con G.E.P. Box).
Journal of The American Statistical Association. 82, 399,
pp.: 836-843. 1987.
16. “Measuring the importance of outliers in ARIMA models”.
New Perspectives in Theoretical and Applied Statistics.
Puri et al (editores). Wiley, 109-118, 1987.
17. “The likelihood displacement: A unifying principle for influence measures”.
(con D.R. Cook y S. Weisberg). Communications in
Statistics (Theory and Methods)., 17,3 623-640. 1988.
18. “Bayesian Approach to Robustifying
the Kalman Filter”. (con I. Guttman) en Bayesian Analysis of Time Series and Dynamic
Models, J. Spall editor, Marcel Dekker, Cap 9, pp:
227-255. 1988.
19. “On the logical development of Statistical models” Trabajos de Estadística, 3, 2,
195-255. 1988.
20. “Outliers and Influence: Evaluation by Posteriors of Parameters in the
linear model”. (con I. Guttman).
Bayesian Statistics III. Bernardo et al. (editores)
Oxford University Press, pp.: 631-640. 1988.
21. “Comment on Stochastic Models of Incarceration Careers”. Bayesian
Statistics III. Bernardo et. al
(editores). Oxford University Press, pp.: 302-303, 1988.
22. “Optimal collapsing of mixture distributions in Robust Recursive
Estimation”. (con I. Guttman).
Communications in Statistics, (Theory and Methods), 18, 3, 817-834. 1989.
23. “Identifying Significant effects in Unreplicated fractional designs”. (con
J. Juan). Bulletin of the International Statistical
Institute, 47th session, Vol. 2, 190-191. 1989.
24. “Comments on leave-k-out diagnostics for time series”.
Journal of Royal Statistical Society B, 51, 3, 414-415. 1989.
25. “Influential observations in time series”. Journal of Business and Economic Statistics. 8, 2, 235-241, 1990.
26. “Measuring Influence in Dynamic Regression models”. Technometrics. 33, 1, 93-102, 1991.
27. “A note on likelihood estimation of missing values in time series”. (con C.G. Tiao). The
American Statistician, 45, 3, 212-214, 1991
28. “Interpolation, Outliers and Inverse autocorrelation Function”. (con A. Maravall). Communications in Statistics (Theory and Methods), A20, 10,
3175-3186, 1991.
29. “Bayesian Outlier Functions for linear models”. (con
G.C. Tiao). Bayesian Statistics IV, Bernardo et al (editores). Oxford University Press,
365-388, 1992.
30. “On the elusive concept of statistical evidence”. Bayesian Statistics IV,
Bernardo et al (editores). Oxford
University Press, 415-6, 1992.
31. “On model determination using predictive distributions”. Bayesian
Statistics IV. Bernardo et al (editores). Oxford University Press, 163-4, 1992.
32. “A Simple Method to Identify Significant Effects in Unreplicated
Two-level Factorial Designs”. (con J. Juan). Communications in Statistics (Theory and Methods), 21, 1383-1403,
1992.
33. “Computing Missing Values in Time Series”. (con V.
Gómez y A. Maravall). In Computational Statistics (Vol 1) Dodge, Y. y Whittaker, J. (editores),
Physica-Verlag, 283-296. 1992.
34. “Econometric Models and Multiple Time Series” (con A. Escribano
y A. Espasa) Proceedings American Statistical
Association, BE Section, 7-16. 1992.
35. “A Bayesian look at Diagnostics in the univariate
linear model”. (con I. Guttman).
Statistica Sinica, 3,2, 367-390. 1993.
36. “Comparing probabilistic methods for
outlier detection”. (con
I. Guttman). Biometrika, 3, 603-610. 1993.
37. “Comments on Several Bayesians”. Test, 2, 1,
17-20. 1993.
38. “Second Generation Time Series models: A comment to some advances in
nonlinear and adaptive modeling in time series” Journal of Forecasting 13,
133-140, 1994.
39. “Teaching Time Series to Postgraduates Engineering Students”. International Journal of Continuous Engineering Education 4, 42-49,
1994.
40. “Cointegration and Common Factors” (con A. Escribano). Journal of Time Series
Analysis, 15, 6, 577-586, 1994
41. “Comment on Hierarchical Models for Ranking and for Identifying
Extremes with Applications”. Bayesian Statistics 5 .
Bernardo et al (editores). Oxford
University Press, 1995.
42. “The detection of influential
subsets in linear regression using an influence matrix”. (con
Victor Yohai). Journal of Royal Statistical Society
B, 57,1 145-156. 1995.
43. “Forecasting Growth with Time Series Models”.
Journal of Forecasting, 14, 97-105. 1995.
44. “Comment on Testing for Mixtures : A Bayesian
Entropy Approach”. Bayesian Statistics 5. Bernardo et al (editores).
Oxford University Press, 1995.
45. “Time Series Modelling Using Several Sources of
Information”. (con V. Guerrero). Bulletin
of the International Statistical Institute, 50th session, Vol. 2, 975-977.
1995.
46. “The Decomposicion of the
Forecast function in Seasonal ARIMA models” (con Antoni
Espasa). Journal of
Forecasting, 14, 565-583, 1995.
47. “On Bayesian Robustness: An Asymptotic Approach.” (con
R. Zamar). In Robust Statistics, Data Analysis And Computer Intensive Methods. In honor
of P. Huber. H. Rieder (editor). Springer
Lecture Notes in Statistics, 361-374, 1996.
48. “Gibbs Sampling Will Fail in Outlier Problems with Strong Masking “ (con A. Justel). Journal of
Computational and Graphical Statistics, 5,2, 176-189,
1996.
49. “Comments on Statistical Inference and Monte Carlo Algorithms by George
Casella”. Test, 5,2, 283-287, 1996.
50. “Combining Information in Statistical Modeling”. The American Statistician 51, 4, 326-332, 1997.
51. “A Multivariate Kolmogorov Smirnov
goodness of fit test”
(con A. Justel y R. Zamar).
Statistics and Probability Letters, 35, 251-259, 1997.
52. “Measuring Service Quality by Linear Indicators “. in
Managing Service Quality (Vol II). Edited by Kunst and Lemmink. pp 35-51. Chapman Publishing Ltd. London. 1997.
53. “A Simple Diagnostic Tool for Local Prior Sensitivity” (con R. Zamar). Statistics and Probability Letters, 36, 205-212 , 1997.
54. “The Estimation of Food Expenditure
From Hosehold Budget Data in
the Presence of Bulk Purchases”. (con J. Ruiz Castillo). The
Journal of Business and Economic Statistics, 16, 292-303, 1998.
55. ''An Approximate Statistical Predictor for the Melcor
Code'' (con J. Mira) In Advances in Safety &
Reliability. Edited by C. Guedes Soares, pp: 1661-1668, 1997.
56. “Measuring Intervention Effects on
Multiple Time Series subject to Linear Restrictions”. (con V.
Guerrero y P. Poncela). The Journal of Business and
Economic Statistics, 16,4, 489-497. 1998.
57. “Comments on The Stochastic Control of Process Capability Indices ”. Test, 7, 1, 67-70.,
1998
58. “Comment on Bayesian Inference on Latent Structure in Time Series”.
Bayesian Statistics 6. Bernardo et al (editores).
Oxford University Press, pp 19-21,
1999.
59. “Comment on
Quality Indexes Models ”. Bayesian Statistics 6.
Bernardo et al (editores). Oxford
University Press, pp 456, 1999.
60. “Missing Observations in ARIMA
Models: Skipping Strategy versus Additive Outlier Approach”
(con Victor Gómez y Agustin Maravall). The Journal of Econometrics, 88, 341-363, 1999.
61. “A Methodology for Building Service Quality Indices”. En 53rd Annual Quality Congress Proceedings. 550-559. American Society for Quality. 1999
62. “A Fast Procedure for Outlier
Diagnostics in Large Regression Problems (con V. Yohai). The Journal of American Statistical Association, 94, 434-445, 1999.
63. "Coments on Robust Principal Component
Analysis for Functional Data" (con J.
F. Prieto) Test , 8,
56-60, 1999.
64. “Heterogenity
and Model Uncertainty in Bayesian Regression Models ” (con Ana Justel
). Revista
de la real Academia de Ciencias, 93, 357-366, 2000.
65.“Linear Combination of Information in
Time Series with Linear Restrictions “. (con Victor
Guerrero). Journal of Forecasting, 19 ,103-122, 2000.
66.“The Kurtosis Coefficient and the
Linear Discriminant Function ” (con Javier Prieto). Statistics and Probability Letters, 49, 257-261, 2000.
67. “Statistical Research in Europe:1985-1997". (con
J.A. Gil y J. Rodriguez) . Test, 9, 255-281, 2000
68.“ Outliers in Multivariate time
Series ” (con Ruey Tsay and A. Pankratz). Biometrika 87, 789-804, 2000.
69. “Sieve Bootstrap Prediction Intervals” (con A. Alonso y J. Romo). Proceedings in Computational Statistics, Betthlehem,J. G. and Van de Heijden, P.G. (edts),
181-186, 2000.
70. “ Multivariate Analysis in vector Time
Series ” (con
Pedro Galeano) . Resenhas Vol. 4, 383-404, 2000.
71. Properties of Predictors In Overdifferenced Nearly Nonstationary Autoregression" (con Ismael Sánchez). Journal
of Time Series Analysis, 22, 45-66, 2001.
72. “Bayesian Unmasking in Linear
Models” (con A. Justel). Computational Statistics and
Data Analysis, 36, 69-84, 2001.
73. “Robust covariance matrix estimation
and multivariate outlier detection” (con F. J. Prieto). Artículo Invitado con discusión. Technometrics, 43, 286-310, 2001.
74.“An Interview with George E. P. Box.“ International
Journal of Forecasting, 17, 1-9, 2001.
75. “Detection of Outlier Patches in
Autoregressive Time Series” (con A. Justel y R. S. Tsay) Statistica Sinica, 11, 3, 651-673,
2001.
76. “Outliers and Conditional Autorregressive Heterocedasticity in Time Series”, (con A. Carnero y E. Ruiz) Estadística,
53, pp. 143-213 , 2001.
77. “Cluster Identification using
Projections” (con
F. J. Prieto), The Journal of American Statistical
Association, 96, 456, 1433-1445, 2001.
78. “An interview to Daniel Peña” International Society for Bayesian
Analysis Bulletin, 8, 4 pp 6-9. 2001.
79. “Forecasting Time series with sieve
bootstrap” (con A.
Alonso y J. Romo) Journal
of Statistical Planning and Inference, 100,1-11, 2002
80. “A Powerful Portmanteau Test of Lack
of Fit for Time Series”, (con J. Rodriguez) The Journal of
American Statistical Association, 97, 458, 601-619, 2002. 81. “The Major Contribution of
Professor George E. P. Box to Applied Statistics”, Chemometrics and
Intelligent Laboratory Systems, 63, 5-6, 2002.
82. " Combining Multiple Time Series
Predictors: a useful inferential procedure. (con V.
Guerrero). Journal of Statistical Planning and Inference, 116, 249-276, 2003.
83. “Identifying Mixtures of Regression
Equations by the SAR procedure”, (con J. Rodriguez and G. C. Tiao) in
Bayesian Statistics 7, Bernardo et al. (eds),327-347, 2003.
84 Comment on Bayesian Clustering by L. Liu et
al. in Bayesian Statistics 7, Bernardo et al. (eds).
Oxford: Oxford University Press, 271-275, 2003.
85. Descriptive Measures of Multivariate
scatter and linear dependence. (con J. Rodriguez) Journal of Multivariate Analisis, 58, 2, 361-374, 2003
86. “The Identification of Multiple
Outliers in ARIMA models”. (con M. J. Sánchez) Communications in
Statistics, Theory and Methods, 32, 6,
1265-1287, 2003.
87. “On Sieve Bootstrap Prediction
Intervals ” (con A.
Alonso y J. Romo) Statistics
and Probability Letters, 65, 13-20, 2003
88. “Resampling Time
Series by Missing Values Techniques” (con A. Alonso y J. Romo) The Annals of the Institute of Statistical
Mathematics, (en prensa), 2004.
89. “Dimensionality Reduction with Image Data” (con Mónica Benito), Intelligent Data Engineering and
Automated Learning, Lecture Notes in Computer Science 3177, Springer- Verlag, 326-332 2004
90 “Introducing Model Uncertainty in
Time Series Bootstrap”
(con A. Alonso y J. Romo) Statistica
Sinica, 14, 155-174, 2004.
91. “Forecasting with Nonstationary Dynamic Factor
Models “ (con P. Poncela). The Journal of Econometrics, 119, 291-321, 2004.
92. “Persistence and Kurtosis in GARCH and Stochastic Volatility models”, (con A. Carnero
y E. Ruiz), Journal of Financial Econometrics, 2,319-342, 2004.
93. “A General Partition Cluster Algorithm,” (con J.
Rodriguez and G. C. Tiao), Proceedings in
Computational Statistics, J. Antoch (editor), Phsyca-Verlag, 371-380, 2004.
94. Bayes’ Theorem. In An Eponymous Dictionary of Economics
(A Guide to Laws and Theorems Named after Economists), Segura, J. y Rodríguez Braun, C. (eds.), Chentelham,
UK; Northampton, MA, USA: Edward Elgar, pp 18-19,
2004.
95. “Multifold Predictive Validation in
Time Series Models” (con I. Sánchez), The Journal of American
Statistical Association, 469, 135-146, 2005.
96. “A New Statistic for Influence in
Regression” Technometrics, 47, 1-12, 2005
97. “A Bayesian Approach for Predicting
with Polynomial Regression of Unknown Degree (con I. Guttman y D. Redondas) ” Technometrics,
47, 23-33, 2005.
98 “A Fast Approach for Dimensionality
Reduction with Image Data” (con Mónica Benito),
Pattern Recognition, 38, 2400-2408, 2005.
99. “Detecting non linearity in time
series by model selection criteria,” (con J. Rodriguez), International Journal of
Forecasting, (en prensa),
2005.
100. “Cross Validation in Time Series ” (con I.
Sánchez), in Estatistica Jubilar,
Braumann, C. et al (edts), Sociedade Portuguesa de Estatistica,
37-50, 2005.
101. “A Note on Prediction and
Interpolation Errors in Time Series” (con P. Galeano)
Statistics and Probability Letters, 73, 71-78, 2005
102. “Comments on Intrinsic Credible Regions by J.M. Bernardo”, TEST, 14,2, 355-384, 2005.
103. A Dirichlet
Random Coefficient Regression Model for Quality Indicators (con V. Yohai),
Journal of Statistical Planning and Inference, Journal of Statistical Planning
and Inference, 136, 942-961, 2006. Download data
104. Bayesian Curve Estimation by Model
Averaging (con
Dolores Redondas), Computational Statistics and Data
Analysis, 50, 688-709, 2006.
13, 2, pp.: 353-373.
105. “Introducing model uncertainty by moving blocks
bootstrap” (con A. Alonso y J. Romo) Statistical
Papers, 47,167-179, 2006.
106. “The Log of the Autocorrelation
Matrix for Testing Goodness of Fit in Time Series” (con J. Rodriguez). Journal of
Statistical Planning and Inference, 136,
2706-2718, 2006. . Download Matlab
program, .
107. “Nonstationary
Dynamic Factor Analysis ” (con P. Poncela).
Journal of Statistical Planning and Inference, 136,
1237-1257, 2006.
108. “A periodogram-based
metric for time series classification”, (con Jorge Caiado y
Nuno Crato) Computational Statistics and Data Analysis (50,
2668-2684, 2006.
109. “Outlier Detection in Multivariate Time Series Via Projection Pursuit”, (con Pedro Galeano and Ruey S. Tsay). The Journal of American Statistical Association, 101, 474, 654-669, 2006.
110. “Covariance Changes Detection in
Multivariate Time Series”, (con P. Galeano). Journal
of Statistical Planning and Inference, (en prensa),
2006.
111. “Dimension Reduction in Time Series.(con P.
Poncela) ”, In. Advances in Distribution Theory,
Order Statistics and Inference, Balakrishnan,
N, Castillo, E. and Sarabia, J. M. (eds), Chapter 27, pp: , Birkhauser: Boston, 2006.
112. “Measures of Influence and Sensitivity in Linear
Regression”, In Handbook of Engineering Statistics, Hoang Pham(editor),
pp: 523-536, Springer, 2006.
113. “Comments on frequentist and
Bayesian approaches to hypothesis testing by E. Moreno and J.Girón”,
SORT, (en prensa), 2006.
114. “A Projection Method for Robust Estimation and Clustering in Large Data Sets” in Data Analysis,
Classification and the Forward Search, Zani S. Cerioli A. Riani M. Vichi M. eds, Springer Verlag, Berlin, (en
prensa) 2006.
115. “Combining Random and Specific Directions for Outlier Detection
and Robust Estimation of High-Dimensional Multivariate Data, “(con J. Prieto) Journal of Computational and Graphical Statistics,16, 1, 228-254, 2007.
116 “Covariance Changes Detection in
Multivariate Time Series(con P. Galeano). Journal of
Statistical Planning and Inference, 194-2117, 2007.
117 “Effects of outliers on the identification and
estimation of GARCH models” (con A. Carnero y E.
Ruiz), Journal of Time Series Analysis,
28, 471-497, 2007..
118 “Improved model selection criteria
for SETAR time series models” (con P. Galeano)
Journal of Statistical Planning and Inference, 137, 2802-2814, 2007.
119 “ARIMA models”, (con A. Luceño) in Encyclopedia of
Statistics in Quality and Reliability, Ruggeri F. Faltin
F. and Kenett , R. (editors) en prensa,
2007.
120 “General Measures of Variability and
Dependence for Multivariate Continuous Distributions“ (con Angelika van der Linde) Communications in Statistics Theory and Methods 36, 1845-1854, 2007.
121 On the connection between model
selection criteria and quadratic discrimination in ARIMA time series
models (con P. Galeano) Statistics and
Probability Letters, 77, 896-900, 2007
122.
Comments on the Survey of Robust Methods by S. Morgenthaler, Statistica Methods and its Aplications 15, 288-290,
2007.
123 Detecting Defects with Image Data (con Mónica Benito), Computational Statistics and Data Analysis,
51, 6395-6403, 2007
124. . Measuring the Advantages of Multivariate versus Univariate Forecasts, (con I. Sánchez), Journal of Time
Series Analysis, 28,886-909,
2007
125 “A Unified Approach to Model Selection,
Discrimination, Goodness of Fit and Outliers in Time Series Models.(con P. Galeano). In Advances in
Mathematical and Statistical Modeling in Honor of Enrique
Castillo,
126 “Bayesian Analysis of Dynamic Factor
Models: An Application to Air Pollution and Mortality in
127 “Robust Estimation for ARMA models”,
(con N, Muler
and V. Yohai
). The Annals of
Statistics 37, 2, 816-840. 2009.
128 “Comparison of time series with
unequal lengths” (con J. Caiado y N. Crato) Communication in Statistics, Computation and
Simulation, 38, 3, 527 – 540, 2009
129 “A Robust Partial Least Squares Regression
Method with Applications” (con J. Gonzalez y R. Romera),
Journal of Chemometrics, 23, 2, 78-90, 2009
130 “Bayesian Likelihood Robustness in Linear
Models” (con R. Zamar y G. Yan) ), Journal of Statistical Planning and Inference,
139,7, 2196-2207, 2009.
131 “Comments on Invariant Coordinate
Selection (con J. Viladomat The
Journal of the Royal Statistical Society B, 71, 3, 58, 2009.
132 “Dimension reduction in time series
and the dynamic factor model” Biometrika, 96, 2, 494-496, 2009.
133 “Coments on Testing for the Existence of
Clusters by Fuentes and Casella” (con Adolfo Alvarez), SORT,
33, 153-158, 2009.
134 “ A Conversation with
George Tiao” (con Ruey Tsay), Statistical Science, 2010, Vol. 25, 3, 408-428, 2010.
135 “Eigenvectors of a kurtosis matrix as interesting
directions to reveal cluster structure” (con J. Prieto
y J.Viladomat), Journal of Multivariate Analysis 101, 9, 1995
-2007, 2010.
136 “Identification of TAR models using Recursive Estimation” (with Miguel A.
Bermejo and Ismael Sanchez), Journal of Forecasting, 30,1,31-50,
2011.
137 “Temporal disaggregation and restricted forecasting of
multiple population time series” (con Jose E. Silva and Victor Guerrero), Journal of Applied Statistics, First published on:
06 January 2011 (iFirst), DOI: 10.1080/02664761003692316.
138
“A conditionally heteroskedastic
independent factor model with an application to financial stock returns” (con
A. Garcia Ferrer y E. Gonzalez), International Journal of Forecasting (en prensa), 2011.
139 "Estimating GARCH Volatility in the presence of outliers” (con A. Carnero y E. Ruiz), Economic
Letters, (en prensa), 2011.
140 "Tests for comparing time series of unequal lengths” ” (con J. Caiado y N. Crato), Communication in Statistics, Computation and
Simulation, (in press), 2011
141 “Outlier
detection in seasonal ARIMA models by Bayesian Information Type Criteria” (with P. Galeano), in Economic Time
Series: Modeling and Seasonality, edited
by S. Holan, B. Bell and T. McElroy, in press, 2011.
142 “Robust Henderson III Estimators of Variance Components in the Nested Error
Model”, (with Pérez, B.and
Molina, I), in . Modern Mathematical Tools and Techniques in
Capturing Complexity, edited by . Pardo, L., Balakrishnan,
N. and. Gil,
M.A. Springer, pp 329:339, 2011.
1. .