Rebeca
Pelaez Suarez
Publicaciones en las que colabora con Rebeca Pelaez Suarez (10)
2024
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Bootstrap prediction regions for daily curves of electricity demand and price using functional data
International Journal of Electrical Power and Energy Systems, Vol. 162
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Probability of default estimation in credit risk using mixture cure models
Computational Statistics and Data Analysis, Vol. 189
2023
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Estimación no paramétrica de la probabilidad de mora en riesgo de crédito
BEIO, Boletín de Estadística e Investigación Operativa, Vol. 39, Núm. 2, pp. 67-72
2022
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Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation
Mathematics, Vol. 10, Núm. 9
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Nonparametric estimation of the conditional survival function with double smoothing
Journal of Nonparametric Statistics, Vol. 34, Núm. 4, pp. 1063-1090
2021
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Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator †
Engineering Proceedings, Vol. 7, Núm. 1
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Correction to: Probability of default estimation in credit risk using a nonparametric approach (TEST, (2021), 30, 2, (383-405), 10.1007/s11749-020-00723-1)
Test
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Nonparametric estimation of the probability of default with double smoothing
Sort: Statistics and Operations Research Transactions, Vol. 45, Núm. 2, pp. 93-120
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Probability of default estimation in credit risk using a nonparametric approach
Test, Vol. 30, Núm. 2, pp. 383-405
2019
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Nonparametric estimation of the probability of default in credit risk
XIV Congreso Galego de Estatistica e Investigación de Operacions: libro de actas Vigo, 24-26 de outubro de 2019