J. L. Moreno-Rebollo

M. V. Alba Fernández

Math. Comput. Simul., 2015

A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2015

A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling.

[BibT_eX]

[DOI]

J. A. Mayor-Gallego

Comput. Stat. Data Anal., 2015

2012

Case-deletion type diagnostics for calibration estimators in survey sampling.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2012

Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2012

2011

Influence Analysis on Discriminant Coordinates.

[BibT_eX]

[DOI]

Joaquín Muñoz-García

Commun. Stat. Simul. Comput., 2011

Minimum ϕ-divergence estimation in misspecified multinomial models.

[BibT_eX]

[DOI]

Rafael Pino-Mejías

V. Alba Fernández

Comput. Stat. Data Anal., 2011

2007

Local influence on the ratio and Horvitz-Thompson estimators through the second order approach.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2007

2005

An efficient shrinkage bootstrap bias estimator for smooth functions of sample means.

[BibT_eX]

[DOI]

A. Muñoz-Reyes