58 citations · 188 across the 7 of their papers we have counts for
7 papers
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…
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…
Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey
Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each proce…
Spatial Depth-Based Classification for Functional Data
Carlo Sguera, Pedro Galeano, Rosa Lillo
We enlarge the number of available functional depths by introducing the kernelized functional spatial depth (KFSD). KFSD is a local-oriented and kernel-based version of the recentl…
The Mahalanobis distance for functional data with applications to classification
Esdras Joseph, Pedro Galeano, Rosa E. Lillo
This paper presents a general notion of Mahalanobis distance for functional data that extends the classical multivariate concept to situations where the observed data are points be…
A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection
Audrone Virbickaite, M. Concepción Ausín, Pedro Galeano
We propose a Bayesian non-parametric approach for modeling the distribution of multiple returns. In particular, we use an asymmetric dynamic conditional correlation (ADCC) model to…
Multiple break detection in the correlation structure of random variables
Pedro Galeano, Dominik Wied
Correlations between random variables play an important role in applications, e.g.\ in financial analysis. More precisely, accurate estimates of the correlation between financial r…