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Education

B.Sc. 1982 Mathematics and Statistics. Universidad Complutense, Madrid, Spain.
Ph.D. 1987 Mathematics, Texas A&M University.
Postdoc 1989 City University of New York (CUNY).

Employment

6/1996 – present Professor of Statistics. Department of Statistics. Universidad Carlos III de Madrid.
8/1991 – 6/1996 Associate Professor of Statistics. Department of Statistics. Universidad Carlos III de Madrid.
6/1988 – 8/1991 Associate Professor of Statistics. Department of Statistics. Universidad Complutense, Madrid, Spain.

Professional Society Memberships

Member of the American Statistical Association (ASA), Institute of Mathematical Statistics (IMS), International Statistical Institute (ISI), Spanish Society for Statistics and Operations Research (SEIO).

Areas of Research

Complex and high-dimensional data analysis (including functional data analysis, big data, resampling, time series, extremes theory and outliers) and applications (including microarrays in genetics, geophysics, financial data and image analysis).

Five Recent Publications

1. Shape outlier detection and visualization for functional data: the outliergram (2014). Biostatistics (with Ana Arribas).

2. Interpretable support vector machines for functional data (2014). European Journal of Operational Research (with Belén Martín Barragán and Rosa Lillo).

3. Testing for statistical arbitrage in credit derivative markets (2014). Journal of Empirical Finance (with Sergio Mayordomo and Juan Ignacio Peña).

4. DepthTools: an R package for a robust analysis of gene expression data (2013). BMC Bioinformatics (with Aurora Torrente and Sara López).

5. Robust depth-based estimation in the time warping model (2012). Biostatistics, 13, 3 398-414 (with Ana Arribas).

Five Other Publications

1. On the concept of depth for functional data (2009). Journal of the American Statistical Association, 104, 486, 704-717 (with Sara López).

2. Depth-based inference for functional data (2007). Computational Statistics and Data Analysis, 51, 10, 4957- 4968 (with Sara López).

3. Bootstrap prediction for returns and volatilities in GARCH models (2006). Computational

4. Forecasting time series with sieve bootstrap (2002). Journal of Statistical Planning and Inference, 100, 1 11 (with Andrés Alonso and Daniel Peña).

5. Bootstrap tests for unit root AR(1) models (1996). Biometrika, 84, 3, 849 860 (with Nélida Ferretti).

PhD Thesis Students
14 thesis

Pedro F. Delicado. José Ramón Berrendero. Marta Moreno. Lorenzo Pascual. Andrés Alonso. Sara López. Aurora Torrente. Alba Franco. Ángel López. Sergio Mayordomo. David Casado. Henry Laniado. Dalia Valencia, Nicola Mingotti.

Postdocs

Ana Arribas, Belén Martín Barragán, Ewa Strzalkowska, Carmen Aguilera.

Collaborators

Rosa Lillo (University Carlos III of Madrid), Esther Ruíz (University Carlos III of Madrid), Juan Ignacio Peña (University Carlos III of Madrid), Antonio Cuevas (University Autónoma of Madrid), Rubén Zamar (British Columbia University), Wenceslao González Manteiga (University of Santiago de Compostela).

PhD Advisor: Evarist Giné (Texas A&M University).

Other merits

2006 -2010 Member of the European Regional Committee of the Bernoulli Society,
International Statistical Institute (ISI).

2010 Chairperson. International Workshop for Applied Probability (IWAP
2010). July, Madrid, Spain.

2014 Chairperson. Second Conference of the International Society for
Nonparametric Statistics (ISNPS 2014). June, Cádiz, Spain.

2015 Rector. Universidad Carlos III de Madrid.

2015 President of the Young European Research Universities Network (YERUN).

2016-2019 Council of the International Society for Nonparametric Statistics.