SMBD2018: INTERNATIONAL CONFERENCE ON STATISTICAL METHODS FOR BIG DATA

A
Aguilera-Morillo, M. Carmen	A variable selection approach in high dimensional problems
Alarcón, Enrique	Boostraping state space models in experimental modal analysis of a footbridge
Ausín, María Concepción	Variational Inference for high dimensional structured factor copulas
B
Barigozzi, Matteo	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach
Blazsek, Szabolcs	Score-Driven Multivariate Dynamic Location Models
Borrajo, Laura	Nonparametric mean estimation for big-but-biased data
Bos, Charles	Estimability of endogenous selection models
Bujosa, Marcos	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
C
Cabana, Elisa	Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
Caiado, Jorge	A clustering procedure for studying big data financial time series
Cao, Ricardo	Nonparametric mean estimation for big-but-biased data
Cara, Javier	Boostraping state space models in experimental modal analysis of a footbridge Short-term forecasting hourly electricity load in Spain
Caro, Eduardo	Short-term forecasting hourly electricity load in Spain
Carrizosa, Emilio	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
Casas, Isabel	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Corona, Francisco	Optimal retropolation of Mexico´s three Grand Economic Activities
Crato, Nuno	A clustering procedure for studying big data financial time series
D
D'Auria, Bernardo	Inferring the optimal stopping boundary for a Brownian bridge.
de Juan, Arancha	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
Delicado, Pedro	Variable relevance matrix in algorithmic models
E
Escribano, Alvaro	Score-Driven Multivariate Dynamic Location Models
Espasa, Antoni	Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables.
Espínola, Rosa	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
Euan, Carolina	Coherence-based Time Series Clustering for Brain Connectivity Visualization
F
Freitas Lopes, Hedibert	Recent Advances in Sparse Bayesian Factor Analysis
Frühwirth-Schnatter, Sylvia	Recent Advances in Sparse Bayesian Factor Analysis
G
Galeano, Pedro	Variational Inference for high dimensional structured factor copulas
Gao, Zhaoxing	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Garcia-Ferrer, Antonio	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
García-Portugués, Eduardo	Inferring the optimal stopping boundary for a Brownian bridge. On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Gonzalez, Gloria	Macroeconomic Value in Stress
González Farías, Graciela	Long Memory Test for Nonlinear Time Series
González-Manteiga, Wenceslao	A review of goodness-of-fit tests for models with functional data with recent results
Guada-Azze, Abel	Inferring the optimal stopping boundary for a Brownian bridge.
Guerrero, Vanesa	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
Guerrero, Victor M.	Optimal retropolation of Mexico´s three Grand Economic Activities
Gómez, Diego	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
H
Hallin, Marc	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach
J
Juan, Jesus	Boostraping state space models in experimental modal analysis of a footbridge Short-term forecasting hourly electricity load in Spain
L
Laniado, Henry	Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
Laria, Juan C.	A variable selection approach in high dimensional problems
Licht, Adrian	Score-Driven Multivariate Dynamic Location Models
Lillo, Rosa	A variable selection approach in high dimensional problems Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
M
Mao, Xiuping	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Maravall, Agustín	Some notes on TRAMO-SEATS and its saga
Marron, J. S.	High Dimension Low Sample Size Asymptotics
Martin-Arroyo, Antonio	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
Martínez Hernández, Israel	Long Memory Test for Nonlinear Time Series
Matthews, Emily S.	Supersaturated split-plot experiments and industrial applications
Mira McWillians, Jose Manuel	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
Mylona, Kalliopi	Supersaturated split-plot experiments and industrial applications
N
Nguyen, Hoang	Variational Inference for high dimensional structured factor copulas
Nieto, Fabio	Seasonal dynamic common factors: some new results and a Colombian climatology case study
O
Ombao, Hernando	Coherence-based Time Series Clustering for Brain Connectivity Visualization
P
Paindaveine, Davy	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Poncela, Pilar	A clustering procedure for studying big data financial time series
R
Romero Morales, Dolores	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
Ruiz, Esther	Macroeconomic Value in Stress
S
Satorra, Albert	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
Silva, Eliud	Identification of main variables to predict the homicides in Mexico
Soccorsi, Stefano	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach
Sun, Ying	Coherence-based Time Series Clustering for Brain Connectivity Visualization
T
Tsay, Ruey	A Structural-Factor Approach to Modeling High-Dimensional Time Series
V
Valverde Castilla, Gabriel Antonio	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
Veiga, Helena	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Verdebout, Thomas	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Vicente, Javier	Macroeconomic Value in Stress
W
Woods, David C.	Supersaturated split-plot experiments and industrial applications
Y
Yao, Qiwei	Testing for High-dimensional White Noise
Z
Zamar, Ruben	A (Very) Partial Review of Cluster Analisys

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