Publications (88) MIGUEL LOPEZ DIAZ publications

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2025

  1. A matrix technique to analyse directional stochastic orders with applications to elliptical distributions

    Linear and Multilinear Algebra, Vol. 73, Núm. 12, pp. 2761-2780

  2. A test for the condor stochastic order: comparison of premiums and expected benefits of condor financial derivatives

    Statistics, Vol. 59, Núm. 4, pp. 1018-1036

  3. Lattice structures for the stochastic comparison of call ratio backspread derivatives with an application

    Sort: Statistics and Operations Research Transactions, Vol. 49, Núm. 1, pp. 73-92

  4. On the Axial Symmetry of 2D Star-Shaped Sets

    Journal of Mathematical Imaging and Vision, Vol. 67, Núm. 1, pp. 1-15

2023

  1. On the optimal binary classifier with an application

    Computational Statistics and Data Analysis, Vol. 181

2022

  1. A stochastic order for interval valued random mappings and applications

    Applied Mathematical Modelling, Vol. 107, pp. 429-440

  2. ON STOCHASTIC ORDERS DEFINED BY OTHER STOCHASTIC ORDERS AND TRANSFORMATIONS OF PROBABILITIES

    Mathematical Inequalities and Applications, Vol. 25, Núm. 4, pp. 925-939

2021

  1. Directional stochastic orders with an application to financial mathematics

    Mathematics, Vol. 9, Núm. 4, pp. 1-11

2019

  1. A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances

    Scandinavian Actuarial Journal, Vol. 2019, Núm. 6, pp. 453-477

  2. Stochastic inequalities based on Cobb-Douglas utility functions

    Journal of Mathematical Inequalities, Vol. 13, Núm. 3, pp. 805-825

2018

  1. A stochastic order for the analysis of investments affected by the time value of money

    Insurance: Mathematics and Economics, Vol. 83, pp. 75-82

  2. Control charts based on parameter depths

    Applied Mathematical Modelling, Vol. 53, pp. 487-509

  3. Some Comments on Stochastic Orders and Posets

    Studies in Systems, Decision and Control (Springer International Publishing), pp. 245-251

  4. Stochastic orders to approach investments in condor financial derivatives

    Test, Vol. 27, Núm. 1, pp. 122-146

2017

  1. A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking

    Scandinavian Actuarial Journal, Vol. 2017, Núm. 7, pp. 606-627

2016

  1. On the uniform consistency of the zonoid depth

    Journal of Multivariate Analysis, Vol. 143, pp. 394-397

2015

  1. Methods and Algorithms to Test the Hausdorff and Simplex Dispersion Orders with an R Package

    Methodology and Computing in Applied Probability, Vol. 17, Núm. 3, pp. 661-675

2014

  1. Ranking star-shaped valued mappings with respect to shape variability

    Journal of Mathematical Imaging and Vision, Vol. 48, Núm. 1, pp. 1-12

  2. Strong consistency and rates of convergence for a random estimator of a fuzzy set

    Computational Statistics and Data Analysis, Vol. 77, pp. 130-145

2013

  1. A note on the family of extremality stochastic orders

    Insurance: Mathematics and Economics, Vol. 53, Núm. 1, pp. 230-236