25 citations · 37 across the 8 of their papers we have counts for
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Fast estimation of multidimensional adaptive P-spline models
María Xosé Rodríguez-Álvarez, María Durbán, Dae-Jin Lee +1
A fast and stable algorithm for estimating multidimensional adaptive P-spline models is presented. We call it as Separation of Overlapping Penalties (SOP) as it is an extension of…
Direct semi-parametric estimation of the state price density implied in option prices
Gianluca Frasso, Paul H. C. Eilers
We present a model for direct semi-parametric estimation of the State Price Density (SPD) implied in quoted option prices. We treat the observed prices as expected values of possib…
Spatio-temporal adaptive penalized splines with application to Neuroscience
María Xosé Rodríguez-Álvarez, María Durbán, Dae-Jin Lee +1
Data analysed here derive from experiments conducted to study neurons' activity in the visual cortex of behaving monkeys. We consider a spatio-temporal adaptive penalized spline (P…
Improved Dynamic Predictions from Joint Models of Longitudinal and Survival Data with Time-Varying Effects using P-splines
Eleni-Rosalina Andrinopoulou, Paul H. C. Eilers, Johanna J. M. Takkenberg +1
In the field of cardio-thoracic surgery, valve function is monitored over time after surgery. The motivation for our research comes from a study which includes patients who receive…
Spatial Models for Field Trials
María Xosé Rodríguez-Álvarez, Martin P. Boer, Fred A. van Eeuwijk +1
An important aim of the analysis of agricultural field trials is to obtain good predictions for genotypic performance, by correcting for spatial effects. In practice these correcti…