Publications

PUBLICATIONS

BOOK

BOOK CHAPTERS

JOURNAL PUBLICATIONS

CONFERENCE PROCEEDINGS

ARTICLES UNDER EVALUATION

UNPUBLISHED WORKING PAPERS

OTHER PUBLICATIONS

1. BOOK

The link below takes you direct to the Wiley web page where you can buy a copy of the book. You could also link through Amazon.

D. Rios Insua, F. Ruggeri and M. P. Wiper (2012). Bayesian Analysis of Stochastic Process Models, Wiley: Chichester.

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2. BOOK CHAPTERS

A. Gómez Corral, D. Ríos Insua, F. Ruggeri and M. Wiper (2015). Bayesian inference of Markov processes. In Wiley StatsRef: Statistics Reference Online, 1-15. DOI:10.1002/9781118445112.stat07837.
A. P. Palacios, J. M. Marín and M. P. Wiper (2015). A subordinated stochastic process model. In Bayesian Statistics from Methods to Models and Applications, eds. S. Frűhwirth Schnatter, A. Bitto, G. Kastner and A. Posekany, Springer: Switzerland, 49-57.
M. P. Wiper (2007a). Markov chain Monte Carlo: Introduction. In Encyclopedia of Statistics in Quality and Reliability, eds. F. Ruggeri, R. Kenett and F.W. Faltin. Wiley: Chichester, 1014-1020.
M. P. Wiper (2007b). Software Reliability: Bayesian Analysis. Encyclopedia of Statistics in Quality and Reliability, eds. F. Ruggeri, R. Kenett and F.W. Faltin. Wiley: Chichester, 1859-1963.
M. C. Ausín, R. Lillo, F. Ruggeri and M. P. Wiper (2003). Bayesian modeling of hospital bed occupancy times using a mixed generalized Erlang distribution. In Bayesian Statistics 7, eds. J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West. Oxford University Press, 443-451.
S. Wilson and M. P. Wiper (2000). Prior Robustness in some Common Types of Software Reliability Model. En Robust Bayesian Analysis, eds. F. Ruggeri and D. Ríos Insua. Springer Verlag.
M. P. Wiper and L. I. Pettit (1996). On improving a model for combining experts' forecasts. In Bayesian Statistics 5 , eds. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith. Oxford University Press, 809-813.
S. French, R. Cooke and M. P. Wiper (1991). The use of expert judgement in risk assessment. En Bayesian Methods in Reliability, eds. P. Sander and R. Badoux, Kluwer Academic Publishers, 119-134.

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3. JOURNAL PUBLICATIONS

Y. Deng, H. Veiga and M.P. Wiper (2019). Efficiency evaluation of Spanish hotel chains. SERIEs - The Journal of the Spanish Economic Association, 10, 115-139.
F. Corona, J. de Dios Tena, D. Forrest and M.P. Wiper (2019). Bayesian forecasting of UEFA Champions League under alternative seeding regimes. International Journal of Forecasting, 35, 722-732.
A. Sarhadi, M.C. Ausín, M.P. Wiper, D.E. Touma and N. Diffenbaugh (2018). Multi-dimensional risk in a non-stationary climate: joint probability of warm and dry conditions. Science Advances, 4, eaau3487.
J. A. Carnicero, M. P. Wiper and M.C. Ausín (2018). Density estimation of circular data with Bernstein polynomials. Hacettepe Journal of Mathematics and Statistics, 47, 273-286.
P. Ramírez-Cobo, R. E. Lillo and M. P. Wiper (2017). Bayesian analysis of the stationary MAP₂. Bayesian Analysis, 12, 1163-1194.
F. Corona, J. de Diós Tena and M. P. Wiper (2017). On the Importance of the Probabilistic Model in Identifying the Most Decisive Games in a Tournament Journal of Quantitative Analysis of Sports, 13, 11-23.
A. Sarhadi, M.C. Ausín and M.P. Wiper (2016). A new, time-varying concept of risk in a changing climate, Scientific Reports, 6, 35755.
A. Sarhadi, D.H. Burn, M.C. Ausín and M.P. Wiper (2016). Time Varying Non-stationary Multivariate Risk Analysis Using a Dynamic Bayesian Copula. Water Resources Research, 52, 2327-2349.
G. Nuñez Antonio, M.C. Ausín and M.P. Wiper (2015). Bayesian nonparametric models of circular variables based on Dirichlet process mixtures of normal distributions. Journal of Agricultural Biological and Environmental Statistics, 20, 47-64.
J.E. Galán, H. Veiga and M.P. Wiper (2015). Dynamic effects in inefficiency: Evidence from the Colombian banking sector. European Journal of Operational Research, 240, 562-571.
J. E. Galán, H. Veiga and M. P. Wiper (2014). Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models. Journal of Productivity Analysis, 42, 85-101.
A. P. Palacios, J. M. Marín, E. J. Quinto and M. P. Wiper (2014). Bayesian modeling of bacterial growth for multiple populations. Annals of Applied Statistics, 8, 1516–1537.
P Ramírez Cobo, R. E. Lillo and M. P. Wiper (2014). Identifiability of the MAP₂/G/1 Queueing System (2014). TOP, 22, 274-289.
J. A. Carnicero, M. C. Ausín and M. P. Wiper (2013). Non-parametric copulas for circular–linear and circular–circular data: an application to wind directions. Stochastic Environmental Research and Risk Assessment, 27, 1991-2002.
N. Torrado, R. E. Lillo and M. P. Wiper (2013). Software reliability modeling with software metrics data via Gaussian processes. IEEE Transactions on Software Engineering, 39, 1179-1186.
M. P. Wiper, A. P. Palacios and J. M. Marín (2012). Bayesian software reliability prediction using software metrics information. Quality Technology and Quantitative Management, 9, 35-44.
N. Torrado, R. E. Lillo and M. P. Wiper (2012). Sequential order statistics: ageing and stochastic ordering. Methodology and Computing in Applied Probability, 14, 579-596.
P. Ramírez, R. E. Lillo, M. P. Wiper and S. Wilson (2010). Bayesian inference for double Pareto lognormal queues. Annals of Applied Statistics, 4, 1533-1557.
P. Ramírez, R. E. Lillo and M. P. Wiper (2010). Nonidentifiability of the two state Markovian arrival process. Journal of Applied Probability, 47, 630-649.
N. Torrado, R. E. Lillo and M. P. Wiper (2010). On the conjecture of Kochar and Korwar. Journal of Multivariate Analysis, 101, 1274-1283.
M. C. Ausín, M. P. Wiper and R. E. Lillo (2009). Bayesian estimation of finite time ruin probabilities. Applied Stochastic Models in Business and Industry, 25, 787-805.
M. P. Wiper, F. J. Girón and A. Pewsey (2008). Objective Bayesian inference for the half-normal and half-t distributions. Communications in Statistics: Theory and Methods, 37, 3165-3185.
P. Ramírez, R. E. Lillo and M. P. Wiper (2008). Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process. Communications in Statistics: Simulation and Computation, 37, 697-712.
M. C. Ausín, R. E. Lillo and M. P. Wiper (2008). Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. Computational Statistics and Data Analysis, 52, 1615-1635.
M. C. Ausín, R. E. Lillo and M. P. Wiper (2007). Bayesian control of the number of servers in a GI/M/c queueing system. Journal of Statistical Planning and Inference, 137, 3043-3057.
M. P. Wiper and S. Wilson (2006). A Bayesian analysis of beta testing. Test, 15, 227-255.
J. M. Marín, M. T. Rodríguez Bernal and M. P. Wiper (2005). Using Weibull mixture distributions to model heterogeneous survival data. Communications in Statistics - Simulation and Computation, 34, 673-684.
M. Ausín, M. Wiper and R. Lillo (2004). Bayesian estimation for the M/G/1 queue using a phase type approximation. Journal of Statistical Planning and Inference, 118, 83-101.
L. I. Pettit, M. P. Wiper and K. D. S. Young (2003). Bayesian inference for some Lanchester combat laws. European Journal of Operational Research, 148, 152-165.
M. P. Wiper, D. Ríos Insua and F. Ruggeri (2001). Mixtures of gamma distributions with applications. Journal of Computational and Graphical Statistics, 10, 440-454.
M. P. Wiper, L. I. Pettit and K. D. S. Young (2000). Bayesian inference for a Lanchester type combat model. Naval Research Logistics, 47, 541-558.
J. R. Donnison and M. P. Wiper (1999). Bayesian statistical analysis of asteroid rotation rates. Monthly Notices of the Royal Astronomical Society, 302, 75-80.
M. P. Wiper, D. Ríos Insua and R. Hierons (1998). Bayesian inference and optimal release times for two software failure models. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, 92, 323-328.
D. Ríos Insua, M. Wiper and F. Ruggeri (1998). Bayesian analysis of M/Er/1 and M/H_k/1 queues. Queueing Systems Theory and Applications, 30, 289-308.
M. P. Wiper (1998). Bayesian analysis of Er/M/1 and Er/M/c Queues. Journal of Statistical Planning and Inference, 69, 65-79.
R. Hierons and M. P. Wiper (1997). Estimation of failure rate using random and partition testing. Software Testing, Verification & Reliability, 7, 153-164.
M. P. Wiper and S. French (1995). Combining experts' opinions using a normal-Wishart model. Journal of Forecasting, 14, 25-34.
M. P. Wiper, S. French and R. Cooke (1994). Hypothesis based calibration scores. JRSS D, The Statistician, 43, 231-236.
M. P. Wiper and L. I. Pettit (1994). Bayesian estimation of the binomial parameter n. JRSS C, Applied Statistics, 43, 233-236.
S. French, R. Cooke and M. P. Wiper (1991). The use of expert judgement in risk assessment. Bulletin I.M.A., 27, 36-40.

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4. CONFERENCE PAPERS

N. Qizilbash, E. Leton, M. Wiper and P. Dolin (2006). Methods to Pool Infrequent Adverse Event Data: Neutropenia in Rheumatoid Arthritis. In Pharmacoepidemiology and Drug Safety, 15, S87.
M. P. Wiper and S. Wilson (2002). Comprobación de software. Un análisis bayesiano. In Actas de las IV Jornadas de Fiabilidad, Universidad de Las Palmas de Gran Canaria.
M. P. Wiper and M. T. Rodriguez Bernal (2001). Bayesian inference for a software reliability model using software metrics information. In Safety and Reliability: Towards a Safer World. Proceedings of the European Conference on Safety and Reliability, ESREL 2001, Torino, Italy, 16-20 September, eds. E. Zio, M. Demichela y N. Piccinini, Politecnico de Torino, 1999-2006, ISBN 88-8202-099-3.
M. P. Wiper, L. I. Pettit and K. D. S. Young (2001). Inferencia Bayesiana para Algunas Leyes de Lanchester. In Actas del Congreso sobre Técnicas de Ayuda a la Decisión en la Defensa (2000, Madrid), ed. Ministerio de Defensa, Secretaria General Técnica, 171-185. ISBN 84-7823-831-X.
F. Ruggeri, M. Wiper and D. Ríos Insua (1998). Bayesian model selection for M/G/1 queues (with discussion). In Proceedings of the Workshop on Model Selection, Cagliari, June 13-15, 1997. Special Issue of Rassegna di Metodi Statistici ed Applicazioni, ed. W. Racugno, Pitagora Editrice, 307-332, ISBN 88-371-1077-4.
M. Wiper (1998). Invited discussion of Bayesian goodness of fit testing by I. Verdinelli and L. Wasserman. In Proceedings of the Workshop on Model Selection, Cagliari, June 13-15, 1997. Special Issue of Rassegna di Metodi Statistici ed Applicazioni, ed. W. Racugno, Pitagora Editrice, 375-377, ISBN 88-371-1077-4.
D. Ríos Insua, F. Ruggeri and M. Wiper (1996). Bayesian analysis of some queues. American Statistical Association Conference 1996, Proceedings of the section on Bayesian statistical analysis, 340-342.
M. P. Wiper, M. Göbbels and L. Brunenberg (1992). Relations between software metrics. In Proceedings of Eurometrics '92; European Conference on Quantitative Evaluation of Software & Systems - Practical and Theoretical Aspects - Apr. 13-15; EC2, Paris, 91-99.

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5. ARTICLES CURRENTLY UNDER EVALUATION

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6. WORKING PAPERS (UNPUBLISHED)

Y. Deng, H. Veiga and M.P. Wiper (2016). Efficiency evaluation of Spanish hotel chains. Working Paper 2016-13, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
C. García de la Fuente, P. Galeano and M.P. Wiper (2014). Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations. Working Paper 2014-06, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
Y. Zhao, M.C. Ausín and M.P. Wiper (2013). Bayesian multivariate Bernstein polynomial density estimation. Working Paper 2013-06, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
C. García de la Fuente, P. Galeano and M. P. Wiper (2012). Modeling financial time series with the skew slash distribution. Working Paper 2012-06, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
N. Torrado, R.E. Lillo and M.P. Wiper (2011). On stochastic properties between some ordered random variables. Working Paper 11-03, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
P. Ramírez Cobo, R.E. Lillo y M.P. Wiper (2008). On identifiability of MAP processes. Working Paper 08-13, Statistics and Econometrics Series, Universidad Carlos III de Madrid. (Citations: Google Scholar = 4).
J. A. Carnicero and M. P. Wiper (2008). A semi-parametric model for circular data based on mixtures of beta distributions. Working Paper 08-05, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
M. C. Ausín, M. P. Wiper and R. E. Lillo (2005). Transient Bayesian inference for short and long tailed GI/G/1 queueing systems. Working Paper 05-35, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
M. T. Rodríguez Bernal and M. P. Wiper (2002). Bayesian inference for fault based software reliability models given software metrics data. Working Paper 02-04, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
M.C. Ausín, R.E. Lillo and M. P. Wiper (2001). Bayesian inference and prediction for the GI/M/1 queueing system. Working Paper 01-41, Statistics and Econometrics Series, Universidad Carlos III de Madrid.
F. Ruggeri, M. Wiper and D. Rios Insua (1996). Bayesian Analysis of Dependence in M/M/1 Models. CNR-IAMI, Milan, Italy. Quaderno IAMI 96.8.
M. Wiper (1996). Forecasting for a Lognormal Reliability Model with Expert Information. CNR-IAMI, Milan, Italy. Quaderno IAMI 96.12.
M. P. Wiper (1993). Statistical Analysis of Metrics Data from Two Languages. In Software Product Measurement: The COSMOS Tool, Its Theory And Use, eds. S. Stainer, N. Fuchs, R. Lockhart y R. Whitty. Unpublished book by the COSMOS project, Goldsmiths College, London University.
M. P. Wiper, L. Brunenberg and M. Göbbels (1991). COSMOS Report, COSMOS/GC/WP1/REP/56.1.
M. P. Wiper and S. French (1990). Bayesian updating by remodelling an expert's quantiles. University of Leeds, School of Computer Studies, Research Report 90.7.

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7. OTHER PUBLICATIONS

M. P. Wiper (2005). Introduction. Statistical Inference for Stochastic Processes, 8, 225-225. Guest editorial for the special edition on Bayesian inference for stochastic processes.
R. A. Sugden and M. P. Wiper (1997) Introduction to Probability and Statistics, Volume 2, Statistics. Diploma in Mathematics, Computing and Statistics, subject guide, University of London, ISBN 07187 14407.
M. P. Wiper (1994). Stochastic Processes. University of London External Programme, B.Sc. Mathematical Studies subject guide, University of London, ISBN 07187 12382.
M. P. Wiper (1993). Time Series and Multivariate Statistics. University of London External Programme, B.Sc. Mathematical Studies subject guide, University of London, ISBN 07187 1158 0.
M. P. Wiper (1992). Probability Models and Decisions. University of London External Programme, B.Sc. Mathematical Studies subject guide, University of London, ISBN 07187 1057 6.
M. P. Wiper (1990). Calibration and use of expert probability judgements. Ph.D. thesis, supervised by Prof. Simon French, University of Leeds.

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Last update: 23^rd August 2021

michael.wiper@uc3m.es (Michael P Wiper)