96 citations · 374 across the 25 of their papers we have counts for
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stat.ME2015
Homogeneity test for functional data
Ramón Flores, Rosa Lillo, Juan Romo
In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in orde…
q-fin.RM2015★ 24 cited
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…
stat.ME2015★ 26 cited
Functional outlier detection by a local depth with application to NOx levels
Carlo Sguera, Pedro Galeano, Rosa Lillo
This paper proposes methods to detect outliers in functional data sets and the task of identifying atypical curves is carried out using the recently proposed kernelized functional…