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Professional experience

  • Professor of Statistics and Operations Research.Department of Statistics. Universidad Carlos III de Madrid. Since June, 1996.
  • Associate Professor of Statistics and Operations Research. Department of Statistics. Universidad Carlos III de Madrid. From August, 1991 to June, 1996.
  • Associate Professor of Statistics and Operations Research. Department of Statistics. Universidad Complutense de Madrid. From June, 1988 to August, 1991­.
  • Tutor. UNED. From October, 1988 to November, 1989.
  • Teaching Assistant. Texas A&M University. From September, 1985 to May, 1986.
  • Tutor. Texas A&M University. From February, 1985 to May, 1985.
  • Teaching Assistant. Universidad Complutense de Madrid. From October, 1981 to June, 1988.

Academic degrees

  • B. Sc. in Mathematics with Honors, Universidad Complutense de Madrid. July, 1982.
  • Ph. D. in Mathematics, Texas A&M University (U. S. A.). December, 1987.

Research

Articles

  • Measures of extremality and a rank test for functional data (2014) (with Alba Franco and Rosa Lillo).
  • Homogeneity test for functional data based on depth (2014) (with Ramón Flores and Rosa Lillo).
  • Lasso variable selection for functional regression (2014) (with Nicola Mingotti and Rosa Lillo).
  • Shape outlier detection and visualization for functional data: the outliergram (2014). Biostatistics, 15(4): 603-19 Doi: 10.193 /biostatistics/kxu006 (with Ana Arribas).
  • Robust unit roots tests with autoregressive errors (2014) (with Marta Moreno). Communications in Statistics.
  • Interpretable support vector machines for functional data (2014). European Journal of Operational Research, 232 (1), 146-155. Doi: 10.1016/j.ejor.2012.08.017 (with Belén Martín Barragán and Rosa Lillo).Testing for statistical arbitrage in credit derivatives markets (2014). Journal of Empirical Finance, 26, 59-75 Doi: 10.1016/j.jempfin.2014.02.002 (with Sergio Mayordomo and Juan Ignacio Peña).
  • Robust functional classification for time series (2014). (with Andrés Alonso, David Casado and Sara López). Journal of Classification, 31, 3, 325-350. Doi: 10.1007/s00357-014-9163-x (with Andrés Alonso, David Casado and Sara López).
  • Spearman’s coefficient for functions (2013) (with Dalia Valencia and Rosa Lillo).
  • Portfolio selection based on a directional data ordering (2013) (with Henry Laniado and Rosa Lillo).
  • Initialization algorithm for k-means using bootstrap and data depth (2013) (with Aurora Torrente).
  • depthTools: an R package for a robust analysis of gene expression data (2013). Bioinformatics, Doi: 10.1186/1471-2105-14-237 (with Aurora Torrente and Sara López)
  • Functional boxplots based on half-regions (2013) (with Belén Martín Barragán and Rosa Lillo).
  • Supervised classification of functional data: a weighted derivatives approach (2012). Computational Statistics and Data Analysis, 56, 7, 2334-2346. Doi:10.1016/j.csda.2012.01.013 (with Andrés Alonso and David Casado).
  • Robust depth-based estimation in the time warping model (2012). Biostatistics, 13, 3, 398-414. Doi: 10.1093/biostatistics/kxr037 (with Ana Arribas).
  • Comparing residual quantile residual life functions by confidence bands (2012). Lifetime Data Analysis, 18, 195-214. Doi: 10.1007/s10985-011-9208 (with Alba Franco and Rosa Lillo).
  • Bootstrap unit roots tests under infinite variance (2012). Journal of Time Series Analysis, 33 (1), 32-47. Doi: 10.1111/j.1467-892.2011.00737.x (with Marta Moreno).
  • Portfolio selection through an extremality stochastic order. (2012). Insurance: Mathematics and economics, 51, 1, 1-9. Doi: 10.1016/j.insmatheco.2012.02.010 (with Henry Laniado, Rosa Lillo and Francesco Pellerey).
  • The percentile residual life up to time t0: ordering and aging properties (2011). Journal of Statistical Planning and Inference, 141, 3554-3563. Doi: 10.1016/j.jspi.2011.05.009 (with Alba Franco and Rosa Lilllo).
  • Data depth in multivariate statistics (2011). BEIO, 27, 3, 151-174 (with Ignacio Cascos and Ángel López).
  • Extremality for functional data (2011). Recent Advances in Functional Data Analysis and Related Topics, 131-134, Springer –Verlag. Doi: 10.1007/978-3-7908-2736-1_20 (with Alba Franco and Rosa Lillo).
  • The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distres (2011).
  • European Journal of Finance, 17, 9-10, 851-881. Doi: 88110.1080/1351847X.2010.538529 (with Sergio Mayordomo and Juan Ignacio Peña).
  • Percentile residual life orders (2011). Applied Stochastic Models for Business and Industry, 27, 235-252. Doi: 10.1002/asmb.825 (with Alba Franco, Rosa Lilllo and Moshe Shaked).
  • A half-region depth for functional data (2011). Computational Statistics and Data Analysis, 55, 1679-1695. Doi: 10.1016/j.csda.2010.10.024 (with Sara López).
  • Robust depth-based tools for the analysis of gene expression data (2010). Biostatistics, 11(2) 254-264. Doi: 10.1093/biostatistics/kxp056 (with Sara López and Aurora Torrente).
  • Characterization of bathtub distributions via percentile residual life functions (2010) Oai:e-archivo.uc3m.es:10016/8397 (with Alba Franco and Rosa Lillo).
  • On the concept of depth for functional data (2009). Journal of the American Statistical Association, 104, 486, 704-717. Doi: 10.1198/jasa.2009.0108 (with Sara López).
  • A depth-based inference for functional data (2007). Computational Statistics and Data Analysis, 51, 10, 4957-4968. Doi: 10.1016/j.csda.2006.10.029 (with Sara López).
  • Depth –based classification for functional data (2006). DIMACS Series in Discrete Mathematics, American Mathematcal Society, 72, 103-119 (with Sara López).
  • Bootstrap prediction for returns and volatilities in GARCH models (2006). Computational Statistics and Data Analysis, 50, 9, 2293-2312. Doi: 10.1016/j.csda.2004.12.008 (with Lorenzo Pascual and Esther Ruiz).
  • Introducing model uncertainty by moving blocks (2006). Statistical Papers, 47, 2, 167-179 (with Andrés Alonso and Daniel Peña).
  • Forecast of the expected non‑epidemic morbidity of acute diseases using resampling methods (2005). Journal of Applied Statistics, 32, 3, 281-295. Doi: 10.1080/02664760500054780 (with Andrés Alonso).
  • Bootstrap prediction intervals for powered transformed time series (2005). International Journal of Forecasting, 21, 2, 219-235. Doi: 10.1016/j.ijforecast.2004.09.006 (with Lorenzo Pascual and Esther Ruiz).
  • Resampling time series using missing values techniques (2005). Annals Inst. Statist. Math., 55, 4,765-796 (with Andrés Alonso and Daniel Peña).
  • Bootstrap predictive inference for ARIMA models (2004). Journal of Time Series Analysis, 25, 4, 449-465. Doi: 10.1111/j.1467-9892.2004.01713.x (with Lorenzo Pascual and Esther Ruiz).
  • Introducing model uncertainty in time series bootstrap (2004). Statistica Sinica, 14, 155-174 (with Andrés Alonso and Daniel Peña).
  • Random coefficient regressions: parametric goodness‑of‑fit (2004). Journal of Statistical Planning and Infer­ence, 119, 377-400. Doi: 10.1016/S0378-3758(02)00484-6 (with Pedro Delicado).
  • On sieve bootstrap prediction intervals (2003). Statistics and Probability Letters, 65, 1, 13-20. Doi:10.1016/S0167-7152(03)00214-1 (with Andrés Alonso and Daniel Peña).
  • Una revisión de los métodos de remuestreo en series temporales (2002). Estadística Española, 44, 133 – 159 (with Andrés Alonso and Daniel Peña).
  • Forecasting time series with sieve bootstrap (2002). Journal of Statistical Planning and Inference, 100,1‑11. Doi: 10.1016/S0378-3758(01)00092-1 (with Andrés Alonso and Daniel Peña).
  • Effects of parameter estimation on prediction densities: a bootstrap approach (2001). International Journal of Forecasting, 17, 83‑103. Doi: 10.1016/S0169-2070(00)00069-8 (with Lorenzo Pascual and Esther Ruiz).
  • Bootstrap tests for unit roots based on LAD estimation (2000). Journal of Statistical Planninng and Inference, 83, 2, 347- 367. Doi: 10.1016/S0378-3758(99)00101-9 (with Marta Moreno).
  • Goodness‑of‑fit tests in random coefficient regression models (1999). Annals Inst. Statist. Math. 51, 1, 125‑148. Doi: 10.1023/A:1003887303233 (with Pedro Delicado).
  • Stability under contamina­tion of robust regression estimators based on differences of residuals (1998). Journal of Statistical Planning and Inference 70, 149‑165. Doi: 10.1016/S0378-3758(97)00169-9 (with José Ramón Berrendero).
  • On the explosive breakdown rate of the maximum bias function of some scale and location estimates (1998). Canadian Journal of Statistics, vol. 26, 2, 333‑351. Doi: 10.2307/3315515 (with José Ramón Berrendero, Sonia Mazzi and Ruben Zamar).
  • Smoothed bootstrap: some asympototic validity results (1997). Annals Inst. Math. Stat., vol. 49, 2, 355-370 (con Antonio Cuevas) .
  • Differentiable functionals and smoothed bootstrap (1997). Annals Inst. Statist. Math., vol. 49, 2, 355‑370 (with Antonio Cuevas).
  • Bootstrap tests for unit root AR(1) models (1996). Biometrika, 84, 3, 849‑860. Doi: 10.1093/biomet/83.4.849 (with Nélida Ferretti).
  • On the estimation of the influence curve (1995). Canadian Journal of Statistics, 23, 1 , 1‑9. Doi: 10.2307/3315546 (with Antonio Cuevas).
  • The central limit theorem for empirical processes on V‑C classes: a majorizing measure approach (1994). TEST, 3, 2, 47‑73.
  • Técnicas bootstrap en econometría: una introducción (1994). ICE, 56, 1, 179‑194.
  • Discussion on “The theory of search from a statistical viewpoint”, de Wynn y Zhigljavsky (1994). TEST, 3, 2, 30‑32. Doi: 10.1007/BF02562692
  • The bootstrap: a review (1994). Computational Statistics, 9, 165‑205 (with Wenceslao González Manteiga and José Manuel Prada).
  • On robustness properties of bootstrap approximations (1993). Journal of Statistical Planning and Inference, vol. 37, 2, 18‑1‑191. Doi: 10.1016/0378-3758(93)90087-M (with Antonio Cuevas).
  • Stable limits for empirical processes on Vapnik-Cernovenkis classes of functions (1993). Journal of Multivariate Analysis, 45, 1, 73‑88. Doi: 10.1006/jmva.1993.1027.
  • On the type hypothesis for the strong law of large numbers (1987). Statistics and Probability Letters, 5, 193‑195. Doi: 10.1016/0167-7152(87)90038-1 (with Víctor Hernández).
  • Review note on Multivariate Empirical Processes, by J.H.J. Einmahl (1987). Trabajos de Estadística, 2, 127‑128.
  • Comment on La enseñanza de la Estadística en la Licenciatura de Matemáticas, by Francisco Javier Girón (1987). Estadística Española.
  • Generalización del teorema de Hanson y Russo para B‑ variables aleatorias (1986). Trabajos de Estadística, 1, 42‑59. Doi: 10.1007/BF02873510 (with Víctor Hernández).

Other research works

  • Teorema central del límite para procesos de Markov en tiempo discreto. Tesina de Licenciatura. Universidad Complutense de Madrid.
  • Stable domains of attraction for empirical processes on Vapnik‑Cervonenkis classes of functions. Ph. D. dissertation. Texas A&M University.

Research projects

  • Métodos estadísticos avanzados para datos complejos. Ministerio de Economía y Competitividad (2013-2015).
  • Análisis de datos de muy alta dimensión en Economía y Empresa (Leading Researcher). Ministerio de Ciencia e Innovación (2012-2014).
  • Statistical Methods for Atmospheric and Oceanic Sciences. Research Networks in Mathematical Sciences (RNMS). National Science Foundation (USA) 10-584 (2011-2015).
  •  Técnicas Estadísticas para Datos de Gran Complejidad en Empresa y Finanzas (Leading Researcher). Ministerio de Ciencia e Innovación (2009-2012).
  • Métodos estadísticos de decisión basados en conocimiento. Ministerio de Educación y Ciencia (2007-2012).
  •  5th International Workshop in Applied Probability. Ministerio de Ciencia e Innovación (2010-2011).
  •  Orientación emprendedora e innovación: Información, Flexibilidad y Mercados. Comunidad Autónoma de Madrid (2008-2011).
  •  Base de datos sobre maltrato de género. Ministerio de Trabajo (2007).
  •  European Young Statisticians Meeting Organization. Acción Complementaria. Ministerio de Educación y Ciencia (2007).
  •  Técnicas No Paramétricas y de Computación Intensiva en Estadística. (Leading Researcher). Comunidad Autónoma de Madrid (2007).
  •  Técnicas No Paramétricas y de Computación Intensiva en Estadística. (Leading Researcher). Comunidad Autónoma de Madrid (2006).
  •  Modelización Estadística y Análisis de Datos. Comunidad Autónoma de Madrid (2006).
  • Ingenio Matemática “i-MATH”. Consolider Project. Ministerio de Ciencia e Innovación (2006-2012).
  • Evaluación de modelos de riesgo en entidades financieras. (AENOR) (2005-2008).
  •  Métodos Estadísticos Avanzados para Datos de Muy Alta Dimensión en Empresa y Economía. (Leading Researcher). CICYT (2005 2008).
  •  Técnicas No Paramétricas para Datos Económicos. (Leading Researcher). Comunidad Autónoma de Madrid (2005).
  •  Contribución de Centros Tecnológicos a la Innovación Empresarial: Impacto de las ayudas públicas del Programa de Fomento de la Investigación Técnica (PROFIT). FEDIT (2003-2004).
  •  Técnicas para el Análisis Estadístico de Datos Funcionales en Economía y Empresa. (Leading Researcher). CICYT (2002 2005).
  • Análisis Estadístico de Bases de Datos Económicos y Empresariales con Estructura Compleja. CICYT (2000 2003).
  •  Evaluación de Centros Tecnológicos en España. Ministerio de Ciencia y Tecnología. Dirección General de Política Tecnológica (2000-2002).
  •  Community Innovation Survey II. European Union (1999 2000).
  • Construcción de Modelos Dinámicos Multivariantes. CICYT (1997 2000).
  • Econometric Inference using Simulation Techniques. European Union (1994 1997).
  • Statistical Analysis of Tuna Fisheries in Eastern Atlantic. ICCAT (1994).
  • Análisis Multivariante de Series Temporales. CICYT (1994 1997).
  • Asesoría Estadística en el Programa de Clima Marítimo y Banco de Datos Oceanográficos. Dirección General de Puertos (1992 1993).
  • Métodos Robustos y No Paramétricos en Series Temporales. CICYT (1991-1994).
  • Procesos Empíricos y Aplicaciones en Estadística. (Leading Researcher). Universidad Complutense de Madrid (1990- 1991).

PH.D. ADVISING

  • Dependence for functional data, by Dalia Valencia (with Rosa Lillo). Grade: Sobresaliente cum laude por unanimidad. April, 2014.
  • Extremality in multivariate statistics, by Henry Laniado (with Rosa Lillo). Grade: Apto cum laude por unanimidad. December, 2012. Premio Extraordinario de Doctorado.
  • Classification techniques for time series and functional data, by David Casado (with Andrés Alonso). Grade: Sobresaliente cum laude por unanimidad. July, 2010.
  • Arbitraje estadístico en finanzas, by Sergio Mayordomo (with Ignacio Peña). Grade: Sobresaliente cum laude por unanimidad. July, 2010.
  • Similaridad y contraste mediante profundidad estadística, by Ángel López. Grade: Sobresaliente cum laude por unanimidad. July, 2010.
  • Ordenaciones estocásticas y nociones de envejecimiento basadas en funciones cuantilicas de vida residual, by Alba Franco (with Rosa Lillo). Grade: Sobresaliente cum laude por unanimidad. November, 2009.
  • Métodos de clustering en datos de expresión génica, by Aurora Torrente. (with Alvis Brazma). Grade: Sobresaliente cum laude por unanimidad. June, 2007.
  • Profundidad para datos funcionales, by Sara López. Grade: Sobresaliente cum laude por unanimidad. July, 2005. Premio Extraordinario de Doctorado.
  • Técnicas de remuestreo y datos omitidos en series temporales, by Andrés Alonso. (with Daniel Peña). Grade: Apto cum laude por unanimidad. June, 2001. Premio Extraordinario de Doctorado.
  • Predicción bootstrap en series temporales, by Lorenzo Pascual. (with Esther Ruiz). Grade: Apto cum laude por unanimidad. May, 2001. Premio Extraordinario de Doctorado.
  • Remuestreo en contrastes robustos para raíces unitarias, by Marta Moreno. Grade: Apto cum laude por unanimidad. February, 2000.
  • Contribuciones a la teoría de robustez respecto al sesgo, by José Ramón Berrendero (with Rubén Zamar). Grade: Apto cum laude por unanimidad. September, 1996.
  • Contrastes de bondad de ajuste en el modelo de regresión con coeficientes aleatorios, by Pedro F. Delicado. Grade: Apto cum laude por unanimidad. April, 1995. Premio Extraordinario de Doctorado.

Current Ph.D. advising

  • Linear models for functional data. Nicola Mingotti.

Scientific meetings

  • High-dimensional data analysis. 7th International Conference on Computational and Methodological Statistics (ERCIM 2013). Invited session. Pisa, Italy. December, 2014.
  • Random walk testing for time series of functions (with Rosa Lillo and Nicola Mingotti). COMPSTAT 2014. Invited talk. Geneva, Switzerland. August, 2014.
  • A Random Walk Test for Functional Time Series (with Rosa Lillo and Nicola Mingotti). ASA Joint Statistical Meetings, 2014. Boston. July, 2014.
  • Spearman coefficient for functions (with Dalia Valencia and Rosa Lillo). Third IWFOS, Stresa, Italy. June, 2014.
  •  Visualization of shape outliers in functional data samples (with Ana Arribas). II Conference of the International Society on Nonparametric Statistics. Invited talk. Cádiz, Spain. June, 2014.
  • Homogeneity test for functional data based on depth measures (with Ramon Flores and Rosa Lillo). II Conference of the International Society on Nonparametric Statistics. Invited session. Cádiz, Spain. June, 2014.
  • Lasso in functional regression (with Rosa Lillo and Nicola Mingotti). 6th. International Conference on Computational and Methodological Statistics (ERCIM 2013). Invited talk. London, December, 2013.
  • Robust analysis of high-dimensional data. 6th International Conference on Computational and Methodological Statistics (ERCIM 2013). Invited session organizer. London, December, 2013.
  •  Correlation median for functions (with Rosa Lillo and Dalia Valencia). Congreso Nacional de Estadística e Investigación Operativa. SEIO. Castellón. September, 2013.
  •  Directional depth and extremality for multivariate observations (with Henry Laniado and Rosa Lillo). Invited talk. International Workshop on Multivariate Analysis and Random Matrices. New tendencies. Guanajuato (México), September 2013.
  • Bootstrap random walk tests for functional time series (with Rosa Lillo and Nicola Mingotti). Invited talk. Recent Developments for Bootstrap Methods in Time Series Data. Copenhagen, September 2013. 
  • Robust unit root tests with autoregressive innovations (with Marta Moreno) ICORS 2013. International Conference on Robust Statistics. Saint Petersburg, July 2013.
  • Boxplots for functions based on half-region orders (with Belén Martín-Barragán and Rosa Lillo). ERCIM 2012. Oviedo, December, 2012.
  • Portfolio selection through an extremality order (with Henry Laniado and Rosa Lillo). International Conference on Computational Statistics (COMPSTAT). Limassol, Cyprus. August, 2012.
  • Dependence measures for functional observations (with Rosa Lillo and Dalia Valencia). ASA Joint Statistical Meetings, 2012. San Diego. July, 2012.
  • Portfolio selection for elliptically distributed assets (with Henry Laniado, Rosa Lillo and Franco Pellerey). 8th. World Congress in Probability and Statistics. Estambul. July 2012.
  • Measuring the extremality of a curve (with Rosa Lillo and Alba M. Franco). 8th. World Congress in Probability and Statistics. Estambul. July 2012.
  • Extremality Stochastic Order and its Applications (with Henry Laniado, Rosa Lillo and Franco Pellerey). International Workshop on Applied Probability (IWAP). Jerusalem. June, 2012.
  • Ordering functions: a functional boxplot (with Belén Martin-Barragán and Rosa Lillo). I International Session on Nonparametric Statistics. Chalkidiki, Greece. June, 2012.
  • Interpretabilidad de los clasificadores SVM para datos funcionales (with Belén Martín-Barragán and Rosa Lillo). XXXIII Congreso Nacional de Estadística e Investigación Operativa (SEIO). Madrid, April 2012.
  • Independence test for functional data. (with Rosa Lillo and Dalia Valencia). XXXIII Congreso Nacional de Estadística e Investigación Operativa (SEIO). Madrid. April, 2012.
  • Optimal Portfolio Selection through Rotations. (with Henry Lainado, Rosa Lillo and Franco Pellerey). XXXIII Congreso Nacional de Estadística e Investigación Operativa (SEIO). Madrid. April, 2012.
  • Multivariate extremes: a directional approach. Invited Conference. (with H. Laniado and R. Lillo). 5th CSDA International Conference on Computational and Financial Econometrics (CFE’10), London, December, 2011.
  • Interpretable support vector machines for functional data. (with B. Martín-Barragan and R. Lillo). 5th CSDA International Conference on Computational and Financial Econometrics (CFE’10), Londres, December, 2011.
  • Robust functional classification for time series. (with A. Alonso, D. Casado and S. López-Pintado). 5th CSDA International Conference on Computational and Financial Econometrics (CFE’10), Londres, December, 2011.
  • Analysis and classification of non standard data. (with A. Alonso, D. Casado y S. López). CLADAG, Pavia. September, 2011.
  • Dependence for functional data. (with R. Lillo y D. Valencia). ICCORS, Valladolid. June, 2011.
  • Extremality for Functional Data. (with A. Franco y R. Lillo). IWFOS, Cantabria. June, 2011.
  • Robust analysis of functional data. (with S. López). 4th. CSDA International Conference on Computational and Financial Econometrics (CFE’10), Londres, December, 2010.
  • Sobre el coeficiente tau-Kendall para datos funcionales. (with D. Valencia and R. Lillo). XXXII Congreso Nacional de Estadística e Investigación Operativa. SEIO 2010, La Coruña. September, 2010.
  • Multivariate data order based on extremality. Invited talk. (with H. Laniado and R. Lillo). XXXII Congreso Nacional de Estadística e Investigación Operativa. SEIO 2010, La Coruña. September, 2010.
  • Characterization of bathtub distributions via percentile residual life functions. Invited talk. (with A. Franco and Rosa Lillo). XXXII Congreso Nacional de Estadística e Investigación Operativa. SEIO 2010, La Coruña. September, 2010.
  • Clasificación de series temporales mediante análisis de datos funcionales: una aplicación en Geología. Invited talk. (with A. Alonso, D. Casado and S. López-Pintado). XXXII Congreso Nacional de Estadística e Investigación Operativa. SEIO 2010, La Coruña. September, 2010.
  • Inference for the differences of two percentile residual life functions (with A. Franco). COMPSTAT 2010, Paris. August, 2010.
  • Multivariate Value at Risk Based on Extremality Notion (with H. Laniado and R. Lillo). COMPSTAT 2010, Paris. August, 2010.
  • Inference for the differences of two percentile residual life functions (with A. Franco and R. Lillo). IWAP 2010. Universidad Carlos III de Madrid, Colmenarejo. July, 2010.
  • Multivariate order based on extremality notion (with H. Laniado and R. Lillo). IWAP 2010. Universidad Carlos III de Madrid, Colmenarejo. July, 2010.
  • Confidence bands for comparing percentile residual life functions (with A. Franco and R. Lillo). SMTDA 2010, Creta. June, 2010.
  • Classification of functional data: a weighted distance approach (with A. Alonso and D.Casado). AISTATS 2010, Sardinia. May, 2010.
  • Modelling intra-daily volatility by functional data analysis: an empirical application to the Spanish stock market (with K. Alva and E. Ruiz). Computational and Financial Econometrics, CFE’09, Limassol, Cyprus, October, 2009.
  • Invited organizer of the session Analysis of functional data. SIS meeting: Statistical Methods for the Analysis of Large Data Sets. Pescara, Italy, September, 2009.
  • Bandas de confianza bootstrap para la diferencia de funciones de vida cuantílica residual (with A. Franco and R. Lillo). Conferencia Biometría 2009. Cádiz, September, 2009.
  • Refinamientos robustos de k-medias mediante profundidad (with A. Torrente). Conferencia Biometría 2009. Cádiz, September, 2009.
  • Análisis estadístico robusto para datos de microarrays (with S. López and A. Torrente). Conferencia Biometría 2009. Cádiz, September, 2009.
  • Robust depth-based curve registration (with Ana Arribas). EMS’09. Toulouse, July, 2009.
  • Robust depth-based curve registration (with Ana Arribas). ICORS’09. Parma, June 2009.
  • Comparing percentile residual life functions (with A. Franco and R. Lillo). Mathematical Methods in Reliability. Moscow, June, 2009.
  • Stochastic orders based on the percentile residual life function (with A. Franco, R. Lillo and M. Shaked). COMPSTAT’08. Oporto (Portugal). August 2008.
  • A functional data approach for discrimination of time series (with A. Alonso, D. Casado and S. López) COMPSTAT’08. Oporto (Portugal). August 2008.
  • Percentile residual life stochastic orders (with A. Franco, R. Lillo and M. Shaked) (with A. Franco, R. Lillo and M. Shaked). International Workshop on Applied Probability. IWAP’08. Compiegne, Paris (France). July, 2008.
  • Ordenaciones Estocásticas basadas en la función cuantilíca de vida residual (with A. Franco and R. Lillo). XXX Congreso Nacional de Estadística e Investigación Operativa. Valladolid. September, 2007.
  • Funciones de similaridad basadas en la idea de profundidad (with A. López). XXX Congreso Nacional de Estadística e Investigación Operativa. Valladolid. September, 2007.
  • Robust tools for analyzing curves: A depth-based approach (with S. López). ICORS07 (International Conference on Robust Statistics). Buenos Aires (Argentina). September, 2007.
  • Session Chairman. International Workshop on Statistical Modelling. Barcelona. July 2007.
  • Time series classification based on functional data (with A. Alonso, D. Casado and S. López). International Workshop on Statistical Modelling. Barcelona. July 2007.
  • Classification for time series based on functional data (with A. Alonso, D. Casado and S. López). The 27 International Symposium on Forecasting. New York (U.S.A.). June 2007.
  • Estimating the number of groups using clustering comparisons and data depth (with A. Torrente). XI Conferencia Española y Primer Encuentro Internacional de Biometría. Salamanca. May, 2007.
  • Classifying functional observations (with S. López-Pintado). XII Applied Stochastic Models and Data Analysis. Creta (Greece). May, 2007.
  • Frontiers of Statistics in honor of Peter Bickel. Princeton University. May, 2006.
  • Refining k-means with data depth and bootstrap (with A. Torrente). XXIX Congreso Nacional de Estadística e Investigación Operativa. Tenerife. May, 2006.
  • Clasificación de series temporales mediante profundidad para datos funcionales (with A. Alonso, D. Casado and S. López). XXIX Congreso Nacional de Estadística e Investigación Operativa. Tenerife. May, 2006.
  • Un contraste de bondad de ajuste basado en profundidad (with A. López). XXIX Congreso Nacional de Estadística e Investigación Operativa. Tenerife. May, 2006.
  • Financial Statistics for a Global Economy. BCE, Frankfurt. May, 2006.
  • A depth based inference for functional data (with S. López). 3rd World Conference on Computational Statistics and Data Analysis. Limassol (Cyprus). October, 2005.
  • Functional data: a depth based inference (with S. López). XXV European Meeting of Statisticians. Oslo. Julio, 2005.
  • Clasificación mediante profundidad para datos de microarrays (with S. López and A. Torrente). X Conferencia Española de Biometría. Oviedo, May, 2005.
  • Un contraste de bondad de ajuste basado en el concepto de profundidad (with A. López). X Conferencia Española de Biometría. Oviedo. May, 2005.
  • Construcción de umbrales de alerta epidemiológica mediante métodos bootstrap (with A. Alonso). X Conferencia Española de Biometría. Oviedo, May, 2005.
  • Invited Organizer of Session on Técnicas Estadísticas no Paramétricas en Epidemiología y Genética. Oviedo. May, 2005.
  • Datos funcionales: la idea de profundidad. Primer Congreso Conjunto de Matemáticas. Mat.es 2005. Valencia. February, 2005.
  • Nuevas herramientas para la inferencia con datos funcionales (with S. López). XXVIII Congreso Nacional de Estadística e Investigación Operativa. Cádiz. October, 2004.
  • Functional observations and depth (with S. López). VI World Congress of the Bernoulli Society for Mathematical Statistics and Probability and 67 Annual Meeting of the Institute of Mathematical Statistics. Barcelona. July, 2004.
  • Depth clustering for microarray data (with S. López and A. Torrente). Functional Genomics. Ascona (Switzerland). June, 2004.
  • Depth based classification for microarray data (with S. López and A. Torrente). Conference on Analysis of Genomic Data. Boston Chapter of ASA. Boston. May, 2004.
  • Depth based inference for functional observations (with S. López). ASA and IMS Joint Statistical Meetings. San Francisco. August, 2003.
  • A functional depth analysis for environmental data (with S. López). ISI International Conference on Environmental Statistics and Health. Santiago de Compostela. July, 2003.
  • A new definition of depth for functional data (with S. López). DIMACS, Rutgers University, New Jersey (U.S.A.). May, 2003.
  • Estadísticos de orden para datos funcionales (with S. López). XXVII Congreso Nacional de Estadística e Investigación Operativa. Lleida. April, 2003.
  • Exploring depth for functional data (with S. López). IMS Meeting on Functional Data Analysis. University of Florida, Gainesville, Florida. January, 2003.
  • On the concept of depth for functional data (with S. López). ASA and IMS Joint Statistical Meetings. New York. August, 2002.
  • Bootstrap prediction intervals for GARCH models (with L. Pascual y E. Ruiz). International Symposium of Forecasting. Dublin (Ireland). June, 2002.
  • Predictive resampling in GARCH models (with L. Pascual and E. Ruiz). International Conference on Modelling Volatility. Perth (Australia). September, 2001.
  • Bootstrap prediction for GARCH models (with L. Pascual and E. Ruiz). 5th Workshop of Arrabida, Arrabida (Portugal). July, 2001.
  • Sieve bootstrap prediction intervals (with A. Alonso y D. Peña). Proceedings in Computational Statistics 2000, eds. J. G. Bethlehem and P. G. M. van der Heijden. August, 2000.
  • Missing values resampling in time series (with A. Alonso and D. Peña). V World Meeting of the Bernoulli Society, Guanajuato (Mexico). April, 2000.
  • Técnicas de remuestreo y datos omitidos (with A. Alonso and D. Peña). XXV Congreso Nacional de Estadística e Investigación Operativa. Vigo. April, 2000.
  • Intervalos de predicción bootstrap en modelos ARIMA (with L. Pascual and E. Ruiz). XXV Congreso Nacional de Estadística e Investigación Operativa. Vigo. April, 2000.
  • On bootstrap predictive inference for ARIMA processes. ASA and IMS Joint Statistical Meetings. Baltimore. August, 1999.
  • Bootstrap prediction intervals for ARI models (with L. Pascual and E. Ruiz). EC2 Meeting. Stockholm. December, 1998.
  • Contrastes bootstrap para raíces unidad bajo varianza infinita (with M. Moreno). XXIV Congreso Nacional de Estadística e I. O. Almería. October, 1998.
  • Session Chairman. XXIV Congreso Nacional de Estadística e I. O. Almería. October, 1998.
  • Bootstrap tests of stationarity based on robust estimators. ASA and IMS Joint Statistical Meetings. Anaheim, Los Angeles. August, 1997.
  • Contrastes bootstrap para raíces unidad basados en mínimas desviaciones absolutas (with M. Moreno). XXIII Congreso Nacional de Estadística e I. O. Valencia. March, 1997.
  • Estimadores robustos de regresión basados en diferencias de residuos (with J. R. Berrendero). XXIII Congreso Nacional de Estadística e I. O. Valencia. March, 1997.
  • Smoothed bootstrap and statistical functionals (with A. Cuevas). ASA and IMS Joint Statistical Meetings. Chicago, August, 1996.
  • Presidente de Sesión. XXII Congreso Nacional de Estadística e I. O. Sevilla. November, 1995.
  • La tasa de ruptura de la función de sesgo máximo para estimadores de escala y localización (with J. R. Berrendero and R. Zamar). XXII Congreso Nacional de Estadística e I. O. Sevilla. November, 1995.
  • Regresión con coeficientes aleatorios: contraste de bondad de ajuste paramétrico (with P. Delicado). XXII Congreso Nacional de Estadística e I. O. Sevilla. November, 1995.
  • Differentiable functionals and smoothed bootstrap (with A. Cuevas). 21st European Meeting of Statisticians. Aarhus (Danemark). August, 1995.
  • Continuity and differentiability of statistical functionals: some applications to the bootstrap (with A. Cuevas). III World Meeting of the Bernoulli Society, Chapel Hill, North Carolina, June, 1994.
  • Session Chairman. XXI Congreso Nacional de Estadística e I. O. Calella. April, 1994.
  • Contrastes de bondad de ajuste para modelos de regresión con coeficientes aleatorios (with P. Delicado). XXI Congreso Nacional de Estadística e I. O. Calella. April, 1994.
  • Bootstrap tests for unit roots. International Seminar on Bootstrap Methods. Invited Conference. Santiago de Compostela. September, 1993.
  • Bootstrap inference for unit root AR (1) models (with N. Ferretti). 56th IMS Annual Meeting. San Francisco, (U.S.A.), August, 1993.
  • Sobre la estimación de la curva de influencia (with A. Cuevas). Primer Congreso Iberoamericano and XX Reunión Nacional de Estadística e Investigación Operativa. Cáceres, 1992.
  • Session Chairman in the 7th European Young Statisticians Meeting. Oberwolfach (Germany), 1991.
  • Stable convergence of empirical processes on Vapnik Cervonenkis classes of functions. 19th European Meeting of Statisticians. Barcelona, 1991.
  • Bootstrapping k means. 7th European Young Statisticians Meeting. Oberwolfach (Germany), 1991.
  • Bootstrap para M estimadores. XIX Congreso Nacional de Estadística, Investigación Operativa e Informática. Segovia, 1991.
  • Bootstrapping maximization estimates under non standard conditions. II World Congress of the Bernoulli Society and LEI Annual Meeting of the Institute of Mathematical Statistics. Upsala (Sweden), 1990.
  • Stable convergence of empirical processes on Vapnik Cervonenkis classes of functions. Mathematical Sciences Institute Workshop on Stable Processes and Related Topics. Cornell University, 1990.
  • A rate of convergence in clustering analysis. VI European Young Statisticians Meeting. Praga, 1989. (Published in the Meeting Proceedings, pp. 225 232).
  • Algunos resultados sobre convergencia estable de procesos empíricos (with V. Hernández). XIV Jornadas Hispano Lusas de Matemáticas. Puerto de la Cruz, Tenerife, 1989.
  • El teorema de Hanson y Russo para B variables aleatorias (with V. Hernández). III Meeting on Statistics and Operations Research. Lagos (Portugal), 1984.
  • Tasas de convergencia para sumas normalizadas de B variables aleatorias I.I.D. (with V. Hernández). III Meeting on Statistics and Operations Research. Lagos (Portugal), 1984.
  • Tasas de convergencia para sumas ponderadas de B variables aleatorias (with V. Hernández). XIV Congreso Nacional de Estadística, I.O. e Informática. Granada, 1984. (Published in the Meeting Proceedings, pp. 885 a 862).

Talks and courses

  • El bootstrap: una visita guiada. 56 edition of Cursos de Verano de Cádiz. Universidad de Cádiz (18/7/2005).
  • Datos funcionales: inferencia basada en profundidad. Department of Statistics and O. R. Universidad de La Coruña (7/06/2005).
  • Profundidad para datos funcionales. Department of Statistics and O. R. Universidad Complutense (28/04/2004).
  • El bootstrap y sus aplicaciones. Department of Statistics. Universidad Pública de Navarra (9/2002).
  • Bootstrap in Time Series. Department of Economics. Universidad de Alicante (30/4/1999).
  • Métodos de remuestreo. Universidad Nacional de Educación a Distancia. Ávila (17/4/1999).
  • Bootstrap inference for unit roots. Department of Economics and Business. Universitat Pompeu Fabra (8/5/1998).
  • Inferencia bootstrap para raíces unidad. Department of Statistics. Universidad de Santiago de Compostela (5/6/1997).
  • Metodología bootstrap y aplicaciones. Department of Statistics. Universidad de Sevilla (19/5/1995).
  • Contrastes bootstrap para raíces unidad. Department of Economic Analysis. Universidad Complutense (9/3/1993).
  • Inferencia bootstrap en procesos no estacionarios. Department of Econometrics. Universidad del País Vasco (26/2/1993).
  • Técnicas bootstrap. Department of Economics. Universidad Carlos III de Madrid (5/3/1991).
  • Bootstrapping. Department of Mathematics. Universidad Autónoma de Madrid (25/4/1990).
  • Bootstrapping k means. Department of Mathematics. City University of New York (5/2/1990).
  • Bootstrapping in clustering analysis. Department of Mathematics. City University of New York (19/12/1989).

Master thesis advising

  • Las redes neuronales como aproximadores universales, by Marta Moreno. Ph.D. in Economics. Universidad Carlos III de Madrid. September, 1993.
  • Wavelets, by Cristina Martínez. Ph. D. in Economics. Universidad Carlos III de Madrid. September, 1993.
  • Caos: técnicas estadísticas y aplicaciones económicas, by José Ramón Berrendero. Ph.D. in Economics. Universidad Carlos III de Madrid. September, 1992.

Research stays

  • Department of Statistics. University of British Columbia. August, 1996.
  • Department of Statistics. Stanford University. June‑ August, 1994.
  • Department of Statistics. Stanford University. July‑ August, 1993.
  • Mathematical Sciences Research Institute. University of California, Berkeley. April, 1992.
  • Department of Mathematics. City University of New York (New York, U.S.A.). From September, 1989 to February, 1990.
  • Department of Mathematics. Texas A&M University (Texas, U. S. A.). From January, 1985 to September, 1987.

Other merits

  • Premio Extraordinario de Licenciatura.
  • Premio Extraordinario de Doctorado.
  • Third National Prize in Mathematical Sciences Studies. Ministerio de Educación y Ciencia.
  • Scholarship. Departamento de Estadística e I. O. de la Universidad Complutense. Ministerio de Educación y Ciencia. Year 1980/81.
  • Scholarship to Texas A&M University (From 1/1985 to 7/1985). Universidad Complutense de Madrid.
  • Scholarship to Texas A&M University (From 9/1986 to 1/1987 and 7/1987 to 9/1987). Fulbright Comission.
  • Scholarship from Plan General de Promoción del Conocimiento. City University of New York (From 9/1989 to 2/1990). Secretaría de Estado de Universidades e Investigación.
  • Referee for: JASA, Biometrika, Computational Statistics and Data Analysis, Journal of Business and Economics Statistics, Journal of Statistical Planning and Inference, TEST, Statistics and Probability Letters, Management Science, Econometric Theory, Journal of Econometrics, Estadística Española, Trabajos de Estadística, Investigaciones Económicas, Questió.
  • Referee for Agencia Nacional de Evaluación y Prospectiva.
  • Member of: American Statistical Association, Institute of Mathematical Statistics, International Statistical Institute, Sociedad de Estadística e Investigación Operativa.
  • Member of the European Regional Committee of the Bernoulli Society, Internacional Statistical Institute (ISI) (2006-2010).
  • Chairperson. International Workshop for Applied Probability (IWAP 2010). Universidad Carlos III de Madrid. July, 2010.
  • Cochair. II Conference of the International Society for Nonparametrical Statistics. Cádiz, Spain. June, 2014.

Teaching

  • Seventeen Licenciatura courses at Facultades de Ciencias Biológicas, de Ciencias Geológicas and Ciencias Matemáticas in Universidad Complutense de Madrid.
  • Twenty-seven Licenciatura courses at Facultad de Ciencias Sociales y Jurídicas in Universidad Carlos III de Madrid.
  • Thirty Ph. D. courses in: Universidad Complutense, Universidad Carlos III de Madrid, Universidad del País Vasco, Universidad Pública de Navarra and Universidad de Valladolid.
  • Teaching Prize. Universidad Carlos III de Madrid. June, 1997.

Books

  • CUEVAS, A., ROMO, J., DELICADO, P. and BERRENDERO, J. R. (2001). Matemáticas Aplicadas a las Ciencias Sociales II. Ediciones S. M.
  • ROMO, J., CUEVAS, A. and DELICADO, P. (2000). Matemáticas Aplicadas a las Ciencias Sociales I. Ediciones S. M.
  • PEÑA, D. and ROMO, J. (1997). Introducción a la Estadística para las Ciencias Sociales. McGraw‑ Hill.
  • HERNÁNDEZ, V., ROMO, J. and VÉLEZ, R. (1989). Problemas y Ejercicios de Teoría de la Probabilidad. UNED.

University management

  • Vicehead of the Departament of Statistics and Econometrics. Universidad Carlos III de Madrid. From December, 1992 to December, 1995.
  • Director of the Ph. D. in Economics. Universidad Carlos III de Madrid. From February, 1995 to November, 1999.
  • General Coordinator of C. O. U. and Acces Exam to Universidad Carlos III de Madrid. From October, 1995 to October, 1999.
  • Vicerrector for Graduate Studies. Universidad Carlos III de Madrid. From October, 1999 to January, 2004.
  • Vicerrector for Faculty, Graduate Studies and Departments. Universidad Carlos III de Madrid. From February, 2004 to May, 2007.
  • Vicerrector for Faculty and Departments. Universidad Carlos III de Madrid. Since May, 2007.
  • Vicepresident. Fundación Carlos III. Since June, 2007.