58 citations · 188 across the 7 of their papers we have counts for
3 papers · 1 filter
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…