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Scopus Author ID: 6602092240

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Works (48)

Cost-sensitive thresholding over a two-dimensional decision region for fraud detection

Information Sciences
2024-02 | Journal article
DOI: 10.1016/j.ins.2023.119956
Contributors: Jorge C-Rella; Ricardo Cao; Juan M. Vilar
Source: check_circle
Crossref

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

Mathematics
2022-05-02 | Journal article
DOI: 10.3390/math10091523
Contributors: Rebeca Peláez; Ricardo Cao; Juan M. Vilar
Source: check_circle
Crossref

Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator

2021-10-14 | Conference paper
DOI: 10.3390/engproc2021007028
Contributors: Rebeca Peláez Suárez; Ricardo Cao Abad; Juan M. Vilar Fernández
Source: check_circle
Crossref

Probability of default estimation in credit risk using a nonparametric approach

TEST
2020-07-04 | Journal article
DOI: 10.1007/s11749-020-00723-1
Part of ISSN: 1133-0686
Part of ISSN: 1863-8260
Source: Self-asserted source
Juan M. Vilar
grade
Preferred source (of 2)‎

Depression Symptoms Among Older Adults With and Without Subacute Low Back Pain

Rehabilitation Nursing
2019 | Journal article
DOI: 10.1097/rnj.0000000000000137
Part of ISSN: 0278-4807
Source: Self-asserted source
Juan M. Vilar
grade
Preferred source (of 2)‎

The construction sector in Galicia: Corporate social responsibility and financial results

Revista Galega de Economía
2019-09-12 | Journal article
DOI: 10.15304/rge.28.1.6162
Part of ISSN: 2255-5951
Part of ISSN: 1132-2799
Source: Self-asserted source
Juan M. Vilar

Impact of rotavirus vaccination on childhood hospitalizations for seizures: Heterologous or unforeseen direct vaccine effects?

Vaccine
2019-05 | Journal article
DOI: 10.1016/j.vaccine.2019.04.086
Part of ISSN: 0264-410X
Source: Self-asserted source
Juan M. Vilar

On the Use of Functional Additive Models for Electricity Demand and Price Prediction

IEEE Access
2018 | Journal article
DOI: 10.1109/access.2018.2805819
Part of ISSN: 2169-3536
Source: Self-asserted source
Juan M. Vilar

Transcultural adaptation and validation of the Spanish Bristol foot score (BFS-S)

Aging and Disease
2018 | Journal article
DOI: 10.14336/AD.2017.1215
EID:

2-s2.0-85054823467

Part of ISBN:

21525250
Contributors: Navarro-Flores, E.; Losa-Iglesias, M.E.; Becerro-De-Bengoa-Vallejo, R.; Lopez-Lopez, D.; Vilar-Fernandez, J.M.; Palomo-Lopez, P.; Calvo-Lobo, C.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Sustainable production of precast combined pile-cap and column elements via statistical analysis of self-compacting concrete kinetics

Construction and Building Materials
2018-11 | Journal article
DOI: 10.1016/j.conbuildmat.2018.09.026
Part of ISSN: 0950-0618
Source: Self-asserted source
Juan M. Vilar

Bootstrap in semi-functional partial linear regression under dependence

TEST
2018-09 | Journal article
DOI: 10.1007/s11749-017-0566-y
Part of ISSN: 1133-0686
Part of ISSN: 1863-8260
Source: Self-asserted source
Juan M. Vilar

Foot Arch Height and Quality of Life in Adults: A Strobe Observational Study

International Journal of Environmental Research and Public Health
2018-07-23 | Journal article
DOI: 10.3390/ijerph15071555
Part of ISSN: 1660-4601
Source: Self-asserted source
Juan M. Vilar
grade
Preferred source (of 2)‎

Statistical validation of new maturity functions for high-strength self-consolidating concrete mixes

Construction and Building Materials
2018-04 | Journal article
DOI: 10.1016/j.conbuildmat.2018.02.074
Part of ISSN: 0950-0618
Source: Self-asserted source
Juan M. Vilar

Prediction intervals for electricity demand and price using functional data

International Journal of Electrical Power & Energy Systems
2018-03 | Journal article
DOI: 10.1016/j.ijepes.2017.10.010
Part of ISSN: 0142-0615
Source: Self-asserted source
Juan M. Vilar

Confidence and prediction intervals in semi-functional partial linear regression

Contributions to Statistics
2017 | Book chapter
DOI: 10.1007/978-3-319-55846-2_29
Part of ISBN: 9783319558455
Part of ISBN: 9783319558462
Part of ISSN: 1431-1968
Source: Self-asserted source
Juan M. Vilar

Evaluation of depression in subacute low back pain: A case control study

Pain Physician
2017 | Journal article
EID:

2-s2.0-85019707668

Part of ISBN:

21501149 15333159
Contributors: López-López, D.; Vilar-Fernández, J.M.; Calvo-Lobo, C.; Losa-Iglesias, M.E.; Rodriguez-Sanz, D.; Becerro-De-Bengoa-Vallejo, R.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Efectos del entrenamiento en conciencia fonológica y velocidad de denominación sobre la lectura. Un estudio longitudinal

Estudios sobre Educación
2017-03-22 | Journal article
DOI: 10.15581/004.32.155-177
Part of ISSN: 2386-6292
Source: Self-asserted source
Juan M. Vilar

Relationship of depression in participants with nonspecific acute or subacute low back pain and no-pain by age distribution

Journal of Pain Research
2017-01 | Journal article
DOI: 10.2147/jpr.s122255
Part of ISSN: 1178-7090
Source: Self-asserted source
Juan M. Vilar

Bootstrap confidence intervals in functional nonparametric regression under dependence

Electronic Journal of Statistics
2016 | Journal article
DOI: 10.1214/16-ejs1156
Part of ISSN: 1935-7524
Source: Self-asserted source
Juan M. Vilar

Safety and effectiveness of cantharidin–podophylotoxin–salicylic acid in the treatment of recalcitrant plantar warts

Dermatologic Therapy
2016 | Journal article
DOI: 10.1111/dth.12356
EID:

2-s2.0-85028271077

Part of ISBN:

15298019 13960296
Contributors: López López, D.; Vilar Fernández, J.M.; Losa Iglesias, M.E.; Álvarez Castro, C.; Romero Morales, C.; García Sánchez, M.M.; Becerro de Bengoa Vallejo, R.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Influence of depression in a sample of people with hallux valgus

International Journal of Mental Health Nursing
2016-12 | Journal article
DOI: 10.1111/inm.12196
Part of ISSN: 1445-8330
Source: Self-asserted source
Juan M. Vilar

Short-term forecast of daily curves of electricity demand and price

International Journal of Electrical Power & Energy Systems
2016-09 | Journal article
DOI: 10.1016/j.ijepes.2016.01.034
Part of ISSN: 0142-0615
Source: Self-asserted source
Juan M. Vilar

Using robust FPCA to identify outliers in functional time series, with applications to the electricity market

SORT-Statistics and Operations Research Transactions
2016-01 | Journal article
URI:

https://www.raco.cat/index.php/SORT/article/view/316148
Source: Self-asserted source
Juan M. Vilar

Detection of outliers in functional time series

Environmetrics
2015-05 | Journal article
DOI: 10.1002/env.2327
Part of ISSN: 1180-4009
Source: Self-asserted source
Juan M. Vilar

Efectos de la intervención en conciencia fonológica y velocidad de denominación sobre el aprendizaje de la escritura

Aula Abierta
2015-01 | Journal article
DOI: 10.1016/j.aula.2014.06.001
Part of ISSN: 0210-2773
Source: Self-asserted source
Juan M. Vilar

Functional methods for time series prediction: A nonparametric approach

Journal of Forecasting
2011 | Journal article
DOI: 10.1002/for.1169
EID:

2-s2.0-79959567209

Part of ISBN:

02776693 1099131X
Contributors: Aneiros-Pérez, G.; Cao, R.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Nonparametric variance function estimation with missing data

Journal of Multivariate Analysis
2010 | Journal article
DOI: 10.1016/j.jmva.2010.01.008
EID:

2-s2.0-77249140429

Part of ISBN:

0047259X 10957243
Contributors: Pérez-González, A.; Vilar-Fernández, J.M.; González-Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Asymptotic properties of local polynomial regression with missing data and correlated errors

Annals of the Institute of Statistical Mathematics
2009 | Journal article
DOI: 10.1007/s10463-007-0136-2
EID:

2-s2.0-59849092347

Part of ISBN:

00203157 15729052
Contributors: Pérez-González, A.; Vilar-Fernández, J.M.; González-Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Two tests for heteroscedasticity in nonparametric regression

Computational Statistics
2009 | Journal article
DOI: 10.1007/s00180-008-0110-3
EID:

2-s2.0-60349084661

Part of ISBN:

09434062 16139658
Contributors: Francisco-Fernández, M.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Local polynomial estimation in partial linear regression models under dependence

Computational Statistics and Data Analysis
2008 | Journal article
DOI: 10.1016/j.csda.2007.10.009
EID:

2-s2.0-38149040850

Part of ISBN:

01679473
Contributors: Aneiros-Pérez, G.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Bootstrap tests for nonparametric comparison of regression curves with dependent errors

Test
2007 | Journal article
DOI: 10.1007/s11749-006-0005-y
EID:

2-s2.0-67649088619

Part of ISBN:

11330686
Contributors: Vilar-Fernández, J.M.; Vilar-Fernández, J.A.; González-Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Nonparametric forecasting in time series - A comparative study

Communications in Statistics: Simulation and Computation
2007 | Journal article
DOI: 10.1080/03610910601158377
EID:

2-s2.0-33947096542

Part of ISBN:

03610918 15324141
Contributors: Vilar-Fernández, J.M.; Cao, R.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Bandwidth selection for the local polynomial estimator under dependence: A simulation study

Computational Statistics
2006 | Journal article
DOI: 10.1007/BF02741314
EID:

2-s2.0-34547779778

Part of ISBN:

09434062 16139658
Contributors: Francisco-Fernández, M.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Banks and saving banks: Modelation of profit's margin by multiple regresion - Comparative analysis,Bancos e caixas de aforros: Modelización da marxe de beneficio por regresión múltiple. Análise comparativa

Revista Galega de Economia
2006 | Journal article
EID:

2-s2.0-33751040771

Part of ISBN:

11322799
Contributors: Vasallo Rapela, A.M.; Vilar Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Nonparametric estimation of the conditional variance function with correlated errors

Journal of Nonparametric Statistics
2006 | Journal article
DOI: 10.1080/10485250601014271
EID:

2-s2.0-34547728162

Part of ISBN:

10485252 10290311
Contributors: Vilar-Fernández, J.M.; Francisco-Fernández, M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Nonparametric comparison of curves with dependent errors

Statistics
2004 | Journal article
DOI: 10.1080/02331880310001634656
EID:

2-s2.0-2442629474

Part of ISBN:

02331888
Contributors: Vilar-Fernández, J.M.; González-Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Plug-in bandwidth selector for local polynomial regression estimator with correlated errors

Journal of Nonparametric Statistics
2004 | Journal article
DOI: 10.1080/10485250310001622848
EID:

2-s2.0-17144456895

Part of ISBN:

10485252
Contributors: Francisco-Fernández, M.; Opsomer, J.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

On the Uniform Strong Consistency of Local Polynomial Regression under Dependence Conditions

Communications in Statistics - Theory and Methods
2003 | Journal article
DOI: 10.1081/STA-120025386
EID:

2-s2.0-0344861860

Part of ISBN:

03610926
Contributors: Francisco-Fernández, M.; Vilar-Fernández, J.M.; Vilar-Fernández, J.A.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Bootstrap of minimum distance estimators in regression with correlated disturbances

Journal of Statistical Planning and Inference
2002 | Journal article
DOI: 10.1016/S0378-3758(02)00314-2
EID:

2-s2.0-0036827564

Part of ISBN:

03783758
Contributors: Vilar-Fernández, J.M.; Vilar-Fernández, J.A.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Local polynomial regression smoothers with AR-error structure

Test
2002 | Journal article
DOI: 10.1007/BF02595716
EID:

2-s2.0-0036985839

Part of ISBN:

11330686
Contributors: Vilar Fernández, J.M.; Francisco Fernández, M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Generalized minimum distance estimators of a linear model with correlated errors

Statistical Papers
2001 | Journal article
DOI: 10.1007/s003620100063
EID:

2-s2.0-0005009917

Part of ISBN:

09325026
Contributors: Vilar Fernández, J.M.; González Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Local polynomial regression estimation with correlated errors

Communications in Statistics - Theory and Methods
2001 | Journal article
DOI: 10.1081/STA-100104745
EID:

2-s2.0-0034885608

Part of ISBN:

03610926
Contributors: Francisco-Fernández, M.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Recursive local polynomial regression under dependence conditions

Test
2000 | Journal article
DOI: 10.1007/BF02595859
EID:

2-s2.0-0345406639

Part of ISBN:

11330686
Contributors: Vilar-Fernández, J.M.; Vilar-Fernández, J.A.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Resampling for checking linear regression models via non-parametric regression estimation

Computational Statistics and Data Analysis
2000 | Journal article
DOI: 10.1016/S0167-9473(99)00117-6
EID:

2-s2.0-0343807122

Part of ISBN:

01679473
Contributors: Vilar Fernández, J.M.; González Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Recursive estimation of regression functions by local polynomial fitting

Annals of the Institute of Statistical Mathematics
1998 | Journal article
DOI: 10.1023/A:1003764914460
EID:

2-s2.0-7844250482

Part of ISBN:

00203157
Contributors: Vilar-Fernández, J.A.; Vilar-Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Bootstrap test of goodness of fit to a linear model when errors are correlated

Communications in Statistics - Theory and Methods
1996 | Journal article
DOI: 10.1080/03610929608831879
EID:

2-s2.0-0005052224

Part of ISBN:

03610926
Contributors: Vilar Fernández, J.M.; González Manteiga, W.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

Testing linear regression models using non-parametric regression estimators when errors are non-independent

Computational Statistics and Data Analysis
1995 | Journal article
DOI: 10.1016/0167-9473(94)00058-Q
EID:

2-s2.0-0001209445

Part of ISBN:

01679473
Contributors: Gonzalez Manteiga, W.; Vilar Fernandez, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier

A local cross-validation algorithm for dependent data

Test
1992 | Journal article
DOI: 10.1007/BF02562667
EID:

2-s2.0-51249164803

Part of ISBN:

11330686 18638260
Contributors: Quintela del Río, A.; Vilar Fernández, J.M.
Source: Self-asserted source
Juan M. Vilar via Scopus - Elsevier
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