DANIEL PEÑA

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ANDRES M. ALONSOUniversidad Carlos III de MadridVerified email at est-econ.uc3m.es
Pedro GaleanoProfesor Titular de EstadísticaVerified email at uc3m.es
victor yohaiProfessor of Statistics, Universidad de Buenos aires y CONICETVerified email at dm.uba.ar
Julio Rodriguez PuertaProfesor de Econometria del departamento de Análisis Económico: Economia Cuantitativa de la UAMVerified email at uam.es
ESTHER RUIZ ORTEGAUniversidad Carlos III de MadridVerified email at est-econ.uc3m.es
M. Angeles CarneroUniversidad de AlicanteVerified email at ua.es
Ana JustelUniversidad Autonoma de MadridVerified email at uam.es
Ruben ZamarProfessor of Statistics, University of British ColumbiaVerified email at stat.ubc.ca
Jorge CaiadoISEG Lisbon School of Economics and Management, Universidade de LisboaVerified email at iseg.ulisboa.pt
agustin maravallVerified email at telefonica.net
Nuno CratoProfessor of Mathematics and Statistics, ISEG, University of LisbonVerified email at iseg.ulisboa.pt
Ismael Sánchez Rodríguez-MorcilloUniversidad de PiuraVerified email at udep.edu.pe
Victor M. GuerreroProfesor Emérito, Departamento de Estadística, Instituto Tecnológico Autónomo de México (ITAM)Verified email at itam.mx
Antoni EspasaUniversidad Carlos III de MadridVerified email at est-econ.uc3m.es
Javier Ruiz-CastilloDepartamento de Economía, Universidad Carlos IIIVerified email at eco.uc3m.es
J. S. MarronUniversity of North CarolinaVerified email at unc.edu
ALVARO ESCRIBANOProfessor of Economics, Universidad Carlos III de MadridVerified email at eco.uc3m.es
Sanford WeisbergProfessor of Statistics, University of MinnesotaVerified email at umn.edu
R. Dennis CookProfessor of Statistics, University of MinnesotaVerified email at umn.edu
Antonio Garcia-FerrerProfessor of Econometrics, Universidad Autónoma de MadridVerified email at uam.es

DANIEL PEÑA

Universidad Carlos III de Madrid, Spain

Verified email at est-econ.uc3m.es - Homepage

statistics time series time series analysis multivariate analysis machine learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Análisis de datos multivariantes D Peña McGraw-Hill España, 2013	2184	2013
Fundamentos de estadística D Peña Alianza editorial, 2014	762*	2014
A multivariate Kolmogorov-Smirnov test of goodness of fit A Justel, D Peña, R Zamar Statistics & probability letters 35 (3), 251-259, 1997	707	1997
A course in time series analysis D Pena John Wiley and Sons, 2001	514	2001
Robust principal component analysis for functional data N Locantore, JS Marron, DG Simpson, N Tripoli, JT Zhang, KL Cohen, ... Test 8, 1-73, 1999	468	1999
Estadística: modelos y métodos D Peña Alianza, 1987	429	1987
Análisis de series temporales D Peña Alianza, 2005	425	2005
Multivariate outlier detection and robust covariance matrix estimation D Peña, FJ Prieto Technometrics, 2001	402	2001
Identifying a simplifying structure in time series D Pena, GEP Box Journal of the American statistical Association 82 (399), 836-843, 1987	371	1987
A periodogram-based metric for time series classification J Caiado, N Crato, D Peña Computational Statistics & Data Analysis 50 (10), 2668-2684, 2006	334	2006
Persistence and kurtosis in GARCH and stochastic volatility models MA Carnero, D Peña, E Ruiz Journal of financial econometrics 2 (2), 319-342, 2004	274	2004
Outliers in multivariate time series RS Tsay, D Pena, AE Pankratz Biometrika 87 (4), 789-804, 2000	269	2000
Regresión y diseño de experimentos D Peña Madrid: Alianza,, 2002	249	2002
Introducción a la Estadística para las Ciencias Sociales DPS de Rivera, J Romo McGraw-Hill/Interamericana de España, 2003	237	2003
Nonstationary dynamic factor analysis D Peña, P Poncela Journal of Statistical Planning and Inference 136 (4), 1237-1257, 2006	215	2006
Interpolation, outliers and inverse autocorrelations D Peña, A Maravall Communications in Statistics-Theory and Methods 20 (10), 3175-3186, 1991	197*	1991
Outlier detection in multivariate time series by projection pursuit P Galeano, D Peña, RS Tsay Journal of the American Statistical Association 101 (474), 654-669, 2006	183*	2006
A powerful portmanteau test of lack of fit for time series D Peña, J Rodriguez Journal of the American Statistical Association 97 (458), 601-610, 2002	170	2002
Influential observations in time series D Peña Journal of Business & Economic Statistics 8 (2), 235-241, 1990	159	1990
The detection of influential subsets in linear regression by using an influence matrix D Peña, VJ Yohai Journal of the Royal Statistical Society: Series B (Methodological) 57 (1 …, 1995	151	1995

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