activity
20172026
most citedTesting for linearity in scalar-on-function regression with responses missing at random

3 citations · 7 across the 9 of their papers we have counts for

collaborators

12 papers

stat.ME2026

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…

stat.ME2025

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…

stat.ME2025

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…

stat.ME2023★ 3 cited

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…

stat.AP2022★ 2 cited

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…

stat.ME2022

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…