Publicaciones en las que colabora con Rebeca Pelaez Suarez (9)

2024

  1. Probability of default estimation in credit risk using mixture cure models

    Computational Statistics and Data Analysis, Vol. 189

2023

  1. 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

  1. Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation

    Mathematics, Vol. 10, Núm. 9

  2. Nonparametric estimation of the conditional survival function with double smoothing

    Journal of Nonparametric Statistics, Vol. 34, Núm. 4, pp. 1063-1090

2021

  1. Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator †

    Engineering Proceedings, Vol. 7, Núm. 1

  2. 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

  3. Nonparametric estimation of the probability of default with double smoothing

    Sort: Statistics and Operations Research Transactions, Vol. 45, Núm. 2, pp. 93-120

  4. Probability of default estimation in credit risk using a nonparametric approach

    Test, Vol. 30, Núm. 2, pp. 383-405

2019

  1. 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