3 citations · 7 across the 9 of their papers we have counts for
12 papers
Kernel-based independence and mean independence tests for weakly dependent data
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature t…
Guidelines for LASSO and derivatives use under different dependence and scale structures
Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga
In a multivariate linear regression model with covariates, implementation of penalization techniques often implies a preliminary univariate standardization step. Although thi…
A kernel-based framework for covariate significance tests in nonparametric regression
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
It is well known that nonparametric regression estimation and inference procedures are subject to the curse of dimensionality. Moreover, model interpretability usually decreases wi…
Testing for linearity in scalar-on-function regression with responses missing at random
Manuel Febrero-Bande, Pedro Galeano, Eduardo García-Portugués +1
A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a…
A Comparative Review of Specification Tests for Diffusion Models
Alejandra López-Pérez, Manuel Febrero-Bande, Wenceslao González-Manteiga
Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decade…
Estimation and Specification Test for Diffusion Models with Stochastic Volatility
Alejandra López-Pérez, Manuel Febrero-Bande, Wenceslao González-Manteiga
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the dr…