65 citations · 140 across the 13 of their papers we have counts for
14 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…
Novel specification tests for additive concurrent model formulation based on martingale difference divergence
Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga
Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tu…
Functional Regression Models with Functional Response: A New Approach and a Comparative Study
Manuel Febrero Bande, Manuel Oviedo de la Fuente, Mohammad Darbalaei +1
This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementa…
Functional Classification of Bitcoin Addresses
Manuel Febrero-Bande, Wenceslao González-Manteiga, Brenda Prallon +1
This paper proposes a classification model for predicting the main activity of bitcoin addresses based on their balances. Since the balances are functions of time, we apply methods…
A critical review of LASSO and its derivatives for variable selection under dependence among covariates
Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga
We study the limitations of the well known LASSO regression as a variable selector when there exists dependence structures among covariates. We analyze both the classic situation w…
Variable selection in Functional Additive Regression Models
Manuel Febrero-Bande, Wenceslao González-Manteiga, Manuel Oviedo de la Fuente
This paper considers the problem of variable selection in regression models in the case of functional variables that may be mixed with other type of variables (scalar, multivariate…
Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
Juan A. Cuesta-Albertos, Eduardo García-Portugués, Manuel Febrero-Bande +1
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response.…
The DD-classifier in the functional setting
Juan A. Cuesta-Albertos, Manuel Febrero-Bande, Manuel Oviedo de la Fuente
The Maximum Depth was the first attempt to use data depths instead of multivariate raw data to construct a classification rule. Recently, the DD-classifier has solved several serio…
A goodness-of-fit test for the functional linear model with scalar response
Eduardo García-Portugués, Wenceslao González-Manteiga, Manuel Febrero-Bande
In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional…