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Software and Working Papers

Boj, E.; Caballe, A.; Delicado, P.; Fortiana, J. (2012). dbstats: Distance-based statistics (dbstats). Package on CRAN. Published 2011-06-30. Version 1.0.2 CRAN - Package dbstats

Albarrán, A., Alonso, P. and Grané, A. Profile identification via weighted related metric scaling: An application to dependent Spanish children. Working Paper 11-36, Statistics and Econometric Series 28, Universidad Carlos III de Madrid.

Albarrán, I., Marín, J.M. and Alonso, P. Why using a general model in Solvency II is not a good idea: An explanation from a Bayesian point of view. Working Paper 11-37, Statistics and Econometrics Series 29, Universidad Carlos III de Madrid.

Boj, E.; Delicado, P.; Fortiana, J.; Esteve, A.; Caballé, A. (2012). Local distance-based generalized linear models using the dbstats package for R. Documentos de Trabajo de la Xarxa de Referència en Economia Aplicada (XREAP), número XREAP2012-11.

(http://www.pcb.ub.edu/xreap/aplicacio/fitxers/XREAP2012-11.pdf)

Bretó, C. and Veiga, H. Forecasting volatility: does continuous time do better than discrete time? Working Paper 11-25, Statistics and Econometrics Series 18, Universidad Carlos III de Madrid.

Grané, A. and Veiga, H. Outliers in GARCH models and the estimation of risk measures. Working Paper 10-05, Statistics and Econometrics Series 02, Universidad Carlos III de Madrid.

Grané, A. Exact goodness-of-fit tests for censored data. Working Paper 09-30, Statistics and Econometric Series 10, Universidad Carlos III de Madrid.

Grané, A. and Tchirina, A. Asymptotic properties of a goodness-of-fit test based on maximum correlations. Working Paper 08-42, Statistics and Econometric Series 11, Universidad Carlos III de Madrid.

Palacios, A.P., J.M. Marín, E. Quinto and M.P. Wiper. Bayesian Modelling of Bacterial Growth for Multiple Populations. Working Paper 12-16-(10). Statistics and Econometrics Series. June 2012.