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Información profesores completa

Datos persoais
Nome   Vilar Fernández, Juan Manuel
Área coñecemento   Estadística e investigación operativa
Categoría   Catedrático de Universidad
Dedicación   Total
Correo   juan.vilar@udc.es
Web persoal   http://dm.udc.es/staff/juan_vilar
Grupo investigación   MODES

Localizacion
Centro Campus Teléfono Extensión

Docencia
Titulación(s) Materia(s)
Máster en Técnicas Estadísticas Trabajo Fin de Master

Artigos publicados
  • Jorge C-Rella, Ricardo Cao, Juan M. Vilar.
    Cost-sensitive thresholding over a two-dimensional decision region for fraud detection.
    Information Sciences, 657 (2024) , 119956.

  • Rebeca Peláez, Ingrid Van Keilegom, Ricardo Cao, Juan Vilar.
    Probability of default estimation in credit risk using mixture cure models.
    Computational Statistics and Data Analysis, 189 (2024) , 107853.

  • Rebeca Peláez, Ricardo Cao, Juan M. Vilar.
    Bootstrap bandwidth selection and confidence regions for double smoothed default probability estimation.
    Mathematics, 10 (2022) , 9 , 1523.

  • Rebeca Peláez Suárez, Ricardo Cao Abad, Juan M. Vilar Fernández.
    Nonparametric estimation of the conditional survival function with double smoothing.
    Journal of Nonparametric Statistics, 34 (2022) , 4 , 1063-1090.

  • Rebeca Peláez Suárez, Ricardo Cao Abad, Juan M. Vilar Fernández.
    Probability of default estimation in credit risk using a nonparametric approach.
    Test, 30 (2021) , 383–405.

  • Rebeca Peláez Suárez, Ricardo Cao Abad, Juan M. Vilar Fernández.
    Nonparametric estimation of the probability of default with double smoothing.
    SORT-Statistics and Operations Research Transactions, 45 (2021) , 2 , 93-120.

  • Juan Vilar Fernández, Cristina Vázquez-Herrero, Carlos Javier Mendoza, Roberto Meli Piralla, Carlos Aire Untiveros.
    Statistical validation of new maturity functions for high-strength self-compacting concrete mixes.
    Construction & Building Materials, 168 (2018) , 931-945.

  • Paula Raña, Juan Vilar, Germán Aneiros.
    On the use of functional additive models for electricity demand and price prediction.
    IEEE Access, 6 (2018) , 1 , 9603-9613.

  • Emmanuel Navarro-Flres, Marta Elena Losa-Iglesias, Ricardo Becerro-de-Bengoa-Vallejo, Daniel López-López, Juan Manuel Vilar-Fernández, Patricia Palomo-López, César Calvo-Lobo.
    Transcultural Adaptation and Validation of the Spanish Bristol Foot Score (BFS-S).
    Aging and Disease, 9 (2018) , 5 , .

  • Juan Vilar, Germán Aneiros, Paula Raña.
    Prediction intervals for electricity demand and price using functional data.
    International Journal of Electrical Power and Energy Systems, 96 (2018) , 457-472.

  • Germán Aneiros, Paula Raña, Philippe Vieu, Juan Vilar.
    Bootstrap in semi-functional partial linear regression under dependence.
    Test, 27 (2018) , 3 , 659-679.

  • Daniel López, César Calvo, Juan M. Vilar, Marta E. Losa, David Rodríguez, Patricia Palomo, Ricardo Becerro.
    Relationship Between the Depression and Subacute Low Back Pain in a Sample of Older People.
    Rehabilitation Nursing Journal, 0 (2017) , .

  • Daniel López-López, Juan M. Vilar-Fernández, César Calv-Lobo, Marta E. Losa-Iglesias, David Rodríguez-Sanz, Ricardo Becerro de Bengoa-Vallejo.
    Evaluation Of Depression In Subacute Low Back Pain: A Case Control Study.
    Pain Physician, 10 (2017) , 499-505.

  • Cesar Calvo-Lobo, Juan Manuel Vilar-Fernández, Ricardo Becerro-de-Bengoa-Vallejo, Marta Elena Losa-Iglesias, David Rodríguez-Sanz, Patricia Palomo López, Daniel López López.
    Relationship of depression in participants with non-specific acute or subacute low back pain and no-pain by age distribution.
    Mathematical Models and Methods in Applied Sciences, 10 (2017) , 129-135.

  • Rosa María González Seijas, Fernando Cuetos Vega, Silvia López Larrosa y Juan M. Vilar.
    Efectos del entrenamiento en conciencia fonológica y velocidad de denominación sobre la lectura. Un estudio longitudinal.
    Revista Estudios Sobre Educacion, 32 (2017) , 155-177.

  • Daniel López, Juan M. Vilar, Marta E. Losa, Carlos Álvarez, César Calvo, José Ramos, Ricardo Becerro.
    Influence of Depression in a Sample of People with Hallux Valgus.
    International Journal of Mental Health Nursing, 25 (2016) , 6 , 574-578.

  • Juan M. Vilar, Paula Raña, Germán Aneiros.
    Using robust FPCA to identify outliers in functional time series, with applications to the electricity market.
    SORT-Statistics and Operations Research Transactions, 40 (2016) , 2 , 321-348.

  • Paula Raña, Germán Aneiros, Juan Manuel Vilar, Philippe Vieu.
    Bootstrap confidence intervals in functional nonparametric regression under dependence.
    Electronic Journal of Statistics, 10 (2016) , 2 , 1973-1999.

  • Germán Aneiros, Juan M. Vilar, Paula Raña.
    Short-term forecast of daily curves of electricity demand and price.
    International Journal of Electrical Power and Energy Systems, 80 (2016) , 96-108.

  • Daniel López, Juan M. Vilar, Marta E. Losa, Carlos Álvarez, Carlos Romero, Matilde García, Ricardo Becerro.
    Safety and effectiveness of cantharidin–podophylotoxin–salicylic acid in the treatment of recalcitrant plantar warts.
    Dermatologic Therapy, 29 (2016) , 4 , 269-273.

  • Alejandro M. Vasallo Rapela, Juan M. Vilar Fernández.
    El comportamiento del sector de construcción a nivel provincial y autonómico utilizando modelos econométricos.
    Fundación de las Cajas de Ahorros. Documento de trabajo, 766 (2015) , .

  • Rosa María González, Fernando Cuetos, Juan Vilar, Eva Uceira.
    Los efectos de la intervención en conciencia fonológica y velocidad de denominación sobre el aprendizaje de la escritura.
    Aula Abierta, 43 (2015) , 1 , 1-8.

  • Raña, P., Aneiros, G., Vilar, J.M.
    Detection of outliers in functional time series.
    Environmetrics, 26 (2015) , 3 , 178-191.

  • R. M. González Seijas, S. López –Larrosa, A. Rodríguez López-Vázquez, J. M.Vilar Fernández .
    Estudio de los predictores de la lectura.
    Revista de Investigación en Educación, 11 (2013) , 2 , 98-110.

  • J.A. Vilar, J. M. Vilar.
    Time series clustering based on nonparametric multidimensional forecast densities.
    Electronic Journal of Statistics, 7 (2013) , 1019-1046.

  • R. Cao, J. A. Vilar, J. M. Vilar, A. K. López.
    Sampling Error Estimation in Stratified Surveys.
    Open Journal of Statistics, 3 (2013) , 3 , 200-212.

  • G. Aneiros, J.M. Vilar, R. Cao, A. Muñoz San Roque.
    Functional prediction for the residual demand in electricity spot markets.
    IEEE Transactions on Power Systems, 28 (2013) , 4 , 4201-4208.

  • J. M. Vilar, J. A. Vilar.
    A bootstrap test for the equality of non-parametric regression curves under dependence.
    Communications in Statistics / Theory and Methods, 41 (2012) , 6 , 1069-1088.

  • R. Cao, J. A. Vilar, J. M. Vilar.
    Generalized variance function estimation for binary variables in a large-scale sample survey.
    Australian and New Zealand Journal of Statistics, 54 (2012) , 3 , 301-324.

  • J.M. Vilar, R. Cao, G. Aneiros.
    Forecasting next-day electricity demand and price using nonparametric functional methods.
    International Journal of Electrical Power and Energy Systems, 39 (2012) , 48-55.

  • M. C. Ausí­n, J. M. Vilar, R. Cao, C. González-Fragueiro.
    Bayesian analysis of aggregate loss models.
    Mathematical Finance, 21 (2011) , 2 , 257-279.

  • G. Aneiros-Pérez, R. Cao, J. M. Vilar-Fernández.
    Functional methods for time series prediction: a nonparametric approach.
    Journal of Forecasting, 30 (2011) , 3 , 377-392.

  • J. A. Vilar, A. M. Alonso, J. M. Vilar.
    Non-linear time series clustering based on non-parametric forecast densities.
    Computational Statistics and Data Analysis, 54 (2010) , 2850-2865.

  • A. Pérez, J. M. Vilar, W. González.
    Nonparametric variance function estimation with missing data.
    Journal of Multivariate Analysis, 0 (2010) , 101 , 1123-1142.

  • J. M. Vilar, J. A. Vilar, S. Pértega.
    Classifying time series data: A nonparametric approach.
    Journal of Classification, 0 (2009) , 26 , 3-28.

  • Ana Pérez, J. M. Vilar, W. González .
    Asymptotic properties of local polynomial regression with missing data and correlated errors.
    Annals of the Institute of Statistical Mathematics, 61 (2009) , 47-84.

  • G. Aneiros-Pérez, J.M. Vilar-Fernández.
    Prewhitening-based estimation in partial linear regression models: a comparative study.
    REVSTAT: Statistical Journal, 7 (2009) , 37-54.

  • J. M. Vilar, R. Cao, M. C. Ausí­n, C. González-Fragueiro.
    Nonparametric analysis of aggregate loss models.
    Journal of Applied Statistics, 36 (2009) , 2 , 149-166.

  • M. Francisco-Fernández, J. M. Vilar-Fernández.
    Two tests for heteroscedasticity in nonparametric regression.
    Computational Statistics, 24 (2009) , 145-163.

  • R. Cao, J. M. Vilar, A. Devia.
    Modelling consumer credit risk via survival analysis.
    SORT-Statistics and Operations Research Transactions, 33 (2009) , 3-30.

  • G. Aneiros-Pérez, J. M. Vilar-Fernández.
    Local polynomial estimation in partial linear regression models under dependence.
    Computational Statistics and Data Analysis, 52 (2008) , 2757-2777.

  • C. Vilar, R. Cao, J. Vilar.
    AG.LOSS una aplicación informática para la predicción en modelos de pérdida agregada.
    Revista Gerencia de Riesgos y Seguros, 99 (2007) , 23-41.

  • J. M. Vilar, J. A. Vilar, W. González .
    Bootstrap tests for nonparametric comparison of regression curves with dependent errors.
    Test, 16 (2007) , 1 , 123-145.

  • R. Cao, J. M. Vilar.
    Nonparametric forecasting in time series. A comparative study errors..
    Communications in Statistics / Simulation and Computation, 36 (2007) , 311-334.

  • J.M. Vilar-Fernández, M. Francisco-Fernández.
    Nonparametric estimation of the conditional variance function with correlated errors.
    Journal of Nonparametric Statistics, 18 (2006) , 4-6 , 375-391.

  • A. Vasallo, J. M. Vilar.
    Bancos y Cajas de Ahorro: modelización del margen de beneficio por regresión múltiple. Análisis comparativo.
    Revista Galega de Economía, 15 (2006) , 2 , 203-226.

  • M. Francisco-Fernández, J. M. Vilar.
    Bandwidth selection for the local polynomial estimator under dependence: a simulation study.
    Computational Statistics, 20 (2005) , 4 , 539-558.

  • J. M. Vilar, W. González-Manteiga.
    Nonparametric comparison of curves with dependent errors.
    Statistics, 38 (2004) , 2 , 81-99.

  • M. Francisco-Fernández, J. M. Vilar.
    Weighted local nonparametric regression with dependent errors: study of real private residential fixed investment in the USA.
    Statistical Inference for Stochastic Processes, 7 (2004) , 1 , 69-93.

  • M. Francisco-Fernández, J. Opsomer, J. M. Vilar.
    A plug-in bandwidth selector for local polynomial regression estimator with correlated errors.
    Journal of Nonparametric Statistics, 16 (2004) , 1-2 , 127-151.

  • M. Francisco-Fernández, J. M. Vilar, J. A. Vilar.
    On the uniform strong consistency of local polynomial regression under dependence conditions.
    Communications in Statistics / Theory and Methods, 32 (2003) , 12 , 2441-2463.

  • J. M. Vilar, M. Francisco-Fernández.
    Local polynomial regression smoothers with AR-error structure.
    Test, 11 (2002) , 2 , 439-464.

  • J. M. Vilar, J. A. Vilar.
    Bootstrap of minimum distance estimators in regression with correlation disturbances.
    Journal of Statistical Planning and Inference, 108 (2002) , 283-299.

  • M. Francisco-Fernández, J. M. Vilar.
    Local polynomial regression estimation with correlated errors.
    Communications in Statistics / Theory and Methods, 30 (2001) , 7 , 1271-1293.

  • J. M. Vilar, W. González-Manteiga.
    Generalized minimun distance estimators of a lineal model with correlated errors.
    Statistical Papers, 42 (2001) , 353-357.

  • J. M. Vilar, J. A. Vilar.
    Recursive local polynomial regression under dependence conditions.
    Test, 9 (2000) , 1 , 209-232.

  • J. A. Vilar, J. M. Vilar.
    Finite sample performance of density estimators from unequally spaced data.
    Statistics and Probability Letters, 50 (2000) , 63-73.

  • J. M. Vilar, W. González-Manteiga.
    Resampling for checking linear regression models via non-parametric regression estimation.
    Computational Statistics and Data Analysis, 35 (2000) , 211-231.

  • J. M. Vilar, J. A. Vilar.
    Recursive estimation of regresion functions by local polynomial fitting.
    Annals of the Institute of Statistical Mathematics, 50 (1998) , 4 , 729-754.

  • J. M. Vilar.
    La investigación estadí­stica en Galicia.
    Revista Galega de Cooperación Científica Iberoamericana, 4 (1997) , 12-28.

  • J. M. Vilar Fernández.
    La investigación estadí­stica en Galicia.
    Revista Galega de Cooperación Científica Iberoamericana, 4 (1997) , 12-28.