Publikationen (33) Publikationen von Jesús Orbe Lizundia

2022

  1. Penalized spline smoothing using Kaplan-Meier weights in semiparametric censored regression models

    Sort: Statistics and Operations Research Transactions, Vol. 46, Núm. 1, pp. 95-114

2021

  1. Selecting the smoothing parameter and knots for an extension of penalized splines to censored data

    Journal of Statistical Computation and Simulation, Vol. 91, Núm. 14, pp. 2953-2985

2018

  1. Penalized spline smoothing using Kaplan–Meier weights with censored data

    Biometrical Journal, Vol. 60, Núm. 5, pp. 947-961

2017

  1. A strategy for optimal bandwidth selection in Local Whittle estimation

    Econometrics and Statistics, Vol. 4, pp. 3-17

2016

  1. A bootstrap approximation for the distribution of the Local Whittle estimator

    Computational Statistics and Data Analysis, Vol. 100, pp. 645-660

2013

  1. Confidence Intervals on Regression Models with Censored Data

    Communications in Statistics - Simulation and Computation, Vol. 42, Núm. 9, pp. 2140-2159

2012

  1. Bias correction on censored least squares regression models

    Kybernetika, Vol. 48, Núm. 5, pp. 1045-1063

2011

  1. A study of banks' lifetime using censored regression models

    Risk Analysis - Selected papers from the fourth International Conference on Risk Analysis (ICRA4)

  2. Analysis of the determinants of survival for the Russian commercial banking industry: A new approach

    Applied Stochastic Models in Business and Industry, Vol. 27, Núm. 3, pp. 301-314

  3. Estimating regression parameters in linear regression model with a censored response variable

    World Academy of Science, Engineering and Technology, Vol. 78, pp. 874-877

2010

  1. Duration analysis of new firms in the banking industry

    World Academy of Science, Engineering and Technology, Vol. 66, pp. 840-843

  2. Duration analysis of new firms in the banking industry

    World Academy of Science, Engineering and Technology, Vol. 42, pp. 827-830

2009

  1. Bootstrap-based bandwidth choice for log-periodogram regression

    Journal of Time Series Analysis, Vol. 30, Núm. 6, pp. 591-617

  2. Local Bootstrap Approach for the Estimation of the Memory Parameter

    WORLD CONGRESS ON ENGINEERING 2009, VOLS I AND II

  3. Using the bootstrap for finite sample confidence intervals of the log periodogram regression

    Computational Statistics and Data Analysis, Vol. 53, Núm. 6, pp. 1940-1953

2008

  1. Selection of the number of frequencies using bootstrap techniques in log-periodogram regression

    Documentos de Trabajo BILTOKI

2006

  1. Alternative approaches to study lifetime data under different scenarios: From the PH to the modified semiparametric AFT model

    Computational Statistics and Data Analysis, Vol. 50, Núm. 6, pp. 1565-1582

2005

  1. Bootstrapping the log-periodogram regression

    Economics Letters, Vol. 86, Núm. 1, pp. 79-85

  2. Statistical time to event analysis in the social sciences: Modeling hazard rate and duration in finance

    Methodology, Vol. 1, Núm. 3, pp. 104-118

2003

  1. Análisis estadístico de la incidencia de cánceres «de novo» en pacientes trasplantados renales: Una nueva metodología de estudio

    Nefrologia, Vol. 23, Núm. 5, pp. 395-398