Daniel Peña
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Spanish engineer, statistician, and university rector
Daniel Peña 's AcademicInfluence.com Rankings
Daniel Peña mathematics Degrees
Mathematics
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#9181
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Statistics
#674
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#759
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Measure Theory
#3024
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#3592
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Engineering Mathematics
Why Is Daniel Peña Influential?
(Suggest an Edit or Addition)According to Wikipedia, Daniel Peña Sánchez de Rivera is a Spanish engineer and statistician. Education Peña obtained a Ph.D. in industrial engineering from the Technical University of Madrid and studied sociology and statistics at Complutense University of Madrid and business administration Harvard University. He is an active researcher in statistics and econometrics and was rector of Charles III University of Madrid in 2007–2015.
Daniel Peña 's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- A multivariate Kolmogorov-Smirnov test of goodness of fit (1997) (448)
- Robust principal component analysis for functional data (1999) (322)
- Identifying a Simplifying Structure in Time Series (1987) (265)
- A Course in Time Series Analysis (2000) (264)
- Multivariate Outlier Detection and Robust Covariance Matrix Estimation (2001) (260)
- A periodogram-based metric for time series classification (2006) (238)
- Persistence and Kurtosis in GARCH and Stochastic Volatility Models (2004) (187)
- Outliers in multivariate time series (2000) (172)
- Nonstationary dynamic factor analysis (2006) (141)
- Outlier Detection in Multivariate Time Series by Projection Pursuit (2006) (138)
- Effects of outliers on the identification and estimation of GARCH models (2007) (109)
- The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix (1995) (107)
- Cluster Identification Using Projections (2001) (106)
- Forecasting time series with sieve bootstrap (2002) (103)
- Multivariate Analysis in Vector Time Series (2000) (96)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach (1999) (93)
- Robust Estimation for ARMA models (2009) (86)
- Descriptive measures of multivariate scatter and linear dependence (2003) (78)
- Forecasting with nonstationary dynamic factor models (2004) (76)
- Influential Observations in Time Series (1990) (72)
- COINTEGRATION AND COMMON FACTORS (1994) (71)
- Estimating GARCH volatility in the presence of outliers (2012) (69)
- A Fast Procedure for Outlier Diagnostics in Large Regression Problems (1999) (65)
- Detection of outlier patches in autoregressive time series (1998) (63)
- A New Statistic for Influence in Linear Regression (2005) (63)
- Comparison of Times Series with Unequal Length in the Frequency Domain (2009) (61)
- The Identification of Multiple Outliers in ARIMA Models (2003) (52)
- Covariance changes detection in multivariate time series (2007) (51)
- Interpolation, Outliers and Inverse Autocorrelations (1990) (51)
- Gibbs Sampling Will Fail in Outlier Problems with Strong Masking (1996) (47)
- The likelihood displacement: A unifying principle for influence measures (1988) (40)
- Generalized Dynamic Principal Components (2016) (39)
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (2010) (38)
- On sieve bootstrap prediction intervals (2003) (36)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (2007) (34)
- Outliers, Influential Observations, and Missing Data (2011) (34)
- A conditionally heteroskedastic independent factor model with an application to financial stock returns (2012) (33)
- Comparing probabilistic methods for outlier detection in linear models (1993) (33)
- Clustering time series by linear dependency (2018) (30)
- Outliers and conditional autoregressive heteroscedasticity in time series (2001) (29)
- A robust partial least squares regression method with applications (2009) (29)
- Detecting nonlinearity in time series by model selection criteria (2005) (28)
- Combining Information in Statistical Modeling (1997) (27)
- A simple method to identify significant effects in unreplicated two-level factorial designs (1992) (27)
- Combining Random and Specific Directions for Outlier Detection and Robust Estimation in High-Dimensional Multivariate Data (2007) (27)
- Introducing model uncertainty in time series bootstrap (2001) (26)
- Introducing model uncertainty by moving blocks bootstrap (2006) (24)
- Is stochastic volatility more flexible than garch (2001) (23)
- Dimension Reduction in Multivariate Time Series (2006) (23)
- Optimal collapsing of mixture distributions in robust recursive estimation (1989) (23)
- Several Bayesians: A review (1993) (20)
- Measuring influence in dynamic regression models (1991) (19)
- The kurtosis coefficient and the linear discriminant function (2000) (19)
- A Bayesian look at diagnostics in the univariate linear model (1992) (18)
- A Note on likelihood estimation of missing values in time series (1991) (18)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (2017) (18)
- Combining multiple time series predictors: a useful inferential procedure (2003) (18)
- Bayesian unmasking in linear models (2001) (17)
- Multifold Predictive Validation in ARMAX Time Series Models (2005) (17)
- Robust covariance matrix estimation and multivariate outlier detection (1997) (16)
- Comparison of time series with unequal length (2007) (15)
- A robust procedure to build dynamic factor models with cluster structure (2020) (15)
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions (2007) (15)
- Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression (2001) (15)
- A fast approach for dimensionality reduction with image data (2005) (14)
- Outlier detection and robust estimation in linear regression models with fixed group effects (2014) (14)
- A Dirichlet random coefficient regression model for quality indicators (2006) (13)
- The decomposition of forecast in seasonal arima models (1995) (13)
- Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points (2015) (13)
- Bayesian likelihood robustness in linear models (2009) (12)
- Data science, big data and statistics (2019) (11)
- A Course in Time Series Analysis: Peña/A Course (2000) (11)
- George Box: An interview with the International Journal of Forecasting (2001) (11)
- Customer Centered Six Sigma (2001) (11)
- A Bayesian Approach for Predicting With Polynomial Regression of Unknown Degree (2003) (11)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (2019) (10)
- Finding Outliers in Linear and Nonlinear Time Series (2013) (10)
- Second-generation time-series models: A comment on ‘some advances in non-linear and adaptive modelling in time-series analysis’, by tiao and tsay (1994) (10)
- Spurious and hidden volatility (2004) (9)
- Statistical Learning for Big Dependent Data (2021) (9)
- COMPUTING MISSING VALUES IN TIME SERIES (1993) (9)
- Identification of TAR models using recursive estimation (2011) (9)
- Dynamic Generalized Linear Models and Bayesian Forecasting: Comment (1985) (9)
- Improved model selection criteria for SETAR time series models (2007) (8)
- Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings (2019) (8)
- Exploring ICA for time series decomposition (2011) (8)
- Forecasting growth with time series models (1995) (7)
- Robust Kalman Filtering and Its Applications. (1984) (7)
- Autoregressive Integrated Moving Average (ARIMA) Modeling (2008) (7)
- Resampling time series using missing values techniques (2003) (6)
- Bayesian curve estimation by model averaging (2006) (6)
- Comparing probabilistic methods for outlier detection (1992) (6)
- A Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series (2008) (6)
- An interpolated periodogram-based metric for comparison of time series with unequal lengths (2006) (6)
- A procedure for robust estimation and diagnostics in regression (1996) (6)
- Optimization Heuristics in Econometrics (2001) (5)
- Dimension reduction in time series and the dynamic factor model (2009) (5)
- A multivariate generalized independent factor GARCH model with an application to financial stock returns (2008) (5)
- Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion (2012) (5)
- Estimating and Forecasting GARCH Volatility in the Presence of Outiers (2008) (5)
- A simple diagnostic tool for local prior sensitivity (1997) (4)
- Nearest‐neighbors medians clustering (2012) (4)
- On Bayesian Robustness: An Asymptotic Approach (1996) (4)
- Dimensionality Reduction with Image Data (2004) (4)
- Forecasting withnonstationary dynamic factor models (2004) (4)
- gdpc: An R Package for Generalized Dynamic Principal Components (2020) (3)
- Bayesian outliers functions for linear models (1991) (3)
- Detecting defects with image data (2007) (3)
- Modelo factorial dinámico threshold (2008) (3)
- Statistical research in Europe: 1985–1997 (1999) (3)
- Detecting level shifts in the presence of conditional heteroscedasticity (2004) (3)
- Model selection criteria and quadratic discrimination in ARMA and SETAR time series models (2004) (3)
- Distance‐weighted discrimination of face images for gender classification (2017) (3)
- On the connection between model selection criteria and quadratic discrimination in ARMA time series models (2007) (3)
- Robust estimation in linear regression models with fixed effects (2009) (3)
- Sparse estimation of dynamic principal components for forecasting high-dimensional time series (2020) (2)
- Recombining partitions via unimodality tests (2013) (2)
- A General Partition Cluster Algorithm (2004) (2)
- A note on prediction and interpolation errors in time series (2005) (2)
- A Projection Method for Robust Estimation and Clustering in Large Data Sets (2006) (2)
- Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example (1998) (2)
- Robust Henderson III estimators of variance components in the nested error model (2011) (2)
- Tests for comparing time series of unequal lengths (2012) (2)
- Comment on “Factor Models for High-Dimensional Tensor Time Series” (2022) (2)
- Prediction and Model Selection (2011) (2)
- Eigenstructure of nonstationary factor models (1997) (2)
- Modelling Multivariate Volatilities by Common Factors : An Innovation Expansion Method (2010) (2)
- 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial (2021) (2)
- DIGIT CLASSIFICATION (2011) (1)
- On a new procedure for identifying a dynamic common factor model (2021) (1)
- Modelo factorial dinámico threshold Threshold Dynamic Factor Model (2008) (1)
- Heterogeneity and model uncertainty in bayesian regression models (1998) (1)
- A robust partial least squares method with applications (2007) (1)
- Fast and robust estimators of variance components in the nested error model (2017) (1)
- THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS (1984) (1)
- - 0101 Forecasting time series with sieve bootstrap (1)
- Measures of Influence and Sensitivity in Linear Regression (2006) (1)
- Missing Values Resampling for Time Series (2002) (1)
- Wavelet estimation for factor models with time-varying loadings (2021) (1)
- A Factor Analysis for Time Series. (1984) (1)
- General Measures of Variability and Dependence for Multivariate Continuous Distributions (2004) (1)
- A multivariate Kolmogorov-Smornov test of goodnes of fit (1994) (1)
- Dynamic Principal Components in the Time Domain (2014) (1)
- New in-sample prediction errors in time series with applications (2001) (1)
- Forecasting with nostationary dynamic factor models (2000) (1)
- 1 VARIANCE CHANGES DETECTION IN MULTIVARIATE TIME SERIES (2004) (0)
- Teaching time series to graduate engineering students (2014) (0)
- Pooling information and forecasting with dynamic factor analysis (1996) (0)
- Understanding complex predictive models with ghost variables (2019) (0)
- A GENERAL PARTITION CLUSTER ALGO (2004) (0)
- Linear Combination of Information in Time Series Analysis (1995) (0)
- A Review of Outlier Detection and Robust Estimation Methods for High Dimensional Time Series Data (2023) (0)
- Graphical identification of TAR models (2009) (0)
- Rejoinder on: Data science, big data and statistics (2019) (0)
- Recombining partitions from multivariate data: a clustering method on Bayes factors (2014) (0)
- 28 Dimension Reduction in Multivariate Time Series (0)
- Recombining dependent data: an Order Statistics (2009) (0)
- Agustín Maravall: An interview with the International Journal of Forecasting (2020) (0)
- Seasonal Adjustment With the X-11 Method (2001) (0)
- Some recent methods for analyzing high dimensional time series (2021) (0)
- Chapter 15 Finding Outliers in Linear and Nonlinear Time Series (2016) (0)
- Distributions, Models, and Applications DimensionlessMeasures of Variability and Dependence forMultivariate Continuous Distributions (2007) (0)
- Dimension reduction in the time domain: Dynamic Principal Components (2013) (0)
- Clustering time series by linear dependency (2018) (0)
- Is there an identity within international stock market volatilities (2007) (0)
- RECOMBINING PARTITIONS FROM MULTIVARIATE DATA : A CLUSTERING METHOD BASED ON BAYES FACTORS (2014) (0)
- A Projection Pursuit Method for Detecting Outliers and Finding Clusters in Multivariate Data (2001) (0)
- A Conversation with Dennis Cook (2021) (0)
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