Modeling COVID-19 cases statistically and evaluating their effect on the economy of countries

H de la Fuente-Mella, R Rubilar, K Chahuán-Jiménez… - Mathematics, 2021 - mdpi.com
COVID-19 infections have plagued the world and led to deaths with a heavy pneumonia
manifestation. The main objective of this investigation is to evaluate the performance of …

Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data

L Sánchez, V Leiva, M Galea… - … Stochastic Models in …, 2021 - Wiley Online Library
Abstract The Birnbaum‐Saunders (BS) distribution is a model that frequently appears in the
statistical literature and has proved to be very versatile and efficient across a wide range of …

Breakpoint analysis for the COVID-19 pandemic and its effect on the stock markets

K Chahuán-Jiménez, R Rubilar, H De La Fuente-Mella… - Entropy, 2021 - mdpi.com
In this research, statistical models are formulated to study the effect of the health crisis
arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are …

A new principal component analysis by particle swarm optimization with an environmental application for data science

JA Ramirez-Figueroa, C Martin-Barreiro… - … Research and Risk …, 2021 - Springer
In this paper, we propose a new method for disjoint principal component analysis based on
an intelligent search. The method consists of a principal component analysis with …

Birnbaum-Saunders quantile regression models with application to spatial data

L Sánchez, V Leiva, M Galea, H Saulo - Mathematics, 2020 - mdpi.com
In the present paper, a novel spatial quantile regression model based on the Birnbaum–
Saunders distribution is formulated. This distribution has been widely studied and applied in …

Cokriging prediction using as secondary variable a functional random field with application in environmental pollution

R Giraldo, L Herrera, V Leiva - Mathematics, 2020 - mdpi.com
Cokriging is a geostatistical technique that is used for spatial prediction when realizations of
a random field are available. If a secondary variable is cross-correlated with the primary …

A new BISARMA time series model for forecasting mortality using weather and particulate matter data

V Leiva, H Saulo, R Souza, RG Aykroyd… - Journal of …, 2021 - Wiley Online Library
Abstract The Birnbaum–Saunders (BS) distribution is a model that frequently appears in the
statistical literature and has proved to be very versatile and efficient across a wide range of …

Asymmetric autoregressive models: Statistical aspects and a financial application under COVID-19 pandemic

Y Liu, C Mao, V Leiva, S Liu… - Journal of Applied …, 2022 - Taylor & Francis
In the present study, we provide a motivating example with a financial application under
COVID-19 pandemic to investigate autoregressive (AR) modeling and its diagnostics based …

Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications

JI Figueroa-Zúñiga, CL Bayes, V Leiva, S Liu - Statistical Papers, 2022 - Springer
Beta regression models have become a popular tool for describing and predicting limited-
range continuous data such as rates and proportions. However, these models can be …

Global and local diagnostic analytics for a geostatistical model based on a new approach to quantile regression

V Leiva, L Sánchez, M Galea, H Saulo - … Environmental Research and …, 2020 - Springer
Data with spatial dependence are often modeled by geoestatistical tools. In spatial
regression, the mean response is described using explanatory variables with georeferenced …