96 citations · 187 across the 7 of their papers we have counts for
8 papers
The EE-Classifier: A classification method for functional data based on extremality indexes
Catalina Lesmes, Francisco Zuluaga, Henry Laniado +2
Functional data analysis has gained significant attention due to its wide applicability. This research explores the extension of statistical analysis methods for functional data, w…
Homogeneity Test for Functional Data based on Data-Depth Plots
Alejandro Calle-Saldarriaga, Henry Laniado, Francisco Zuluaga
One of the classic concerns in statistics is determining if two samples come from thesame population, i.e. homogeneity testing. In this paper, we propose a homogeneitytest in the c…
Robust regression based on shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously stu…
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally es…
S-maup: Statistic test to measure the sensitivity to the Modifiable Areal Unit Problem
Juan C. Duque, Henry Laniado, Adriano Polo
This work presents a nonparametric statistical test, -maup, to measure the sensitivity of a spatially intensive variable to the effects of the Modifiable Areal Unit Problem (MAU…
On the estimation of extreme directional multivariate quantiles
Raúl Torres, Elena Di Bernardino, Henry Laniado +1
In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk…
Directional Multivariate Extremes in Environmental Phenomena
Raúl Torres, Carlo De Michele, Henry Laniado +1
Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenome…
A Directional Multivariate Value at Risk
Raúl Torres, Rosa E. Lillo, Henry Laniado
In economics, insurance and finance, value at risk (VaR) is a widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, time horiz…