Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. - Carolina Marchant; Karine Bertin; Víctor Leiva; Helton Saulo (Comput. Stat. Data Anal., 2013)

A family of autoregressive conditional duration models applied to financial data. - Víctor Leiva; Helton Saulo; Jeremias Leão; Carolina Marchant (Comput. Stat. Data Anal., 2014)

A Multivariate Log-Linear Model for Birnbaum-Saunders Distributions. - Carolina Marchant; Víctor Leiva; Francisco José de A. Cysneiros (IEEE Trans. Reliab., 2016)

Essays on multivariate generalized Birnbaum-Saunders methods - Carolina Marchant (2016)

A Family of Skew-Normal Distributions for Modeling Proportions and Rates with Zeros/Ones Excess. - Guillermo Martínez-Flórez; Víctor Leiva; Emilio Gómez-Déniz; Carolina Marchant (Symmetry, 2020)

Knowledge Discovery for Higher Education Student Retention Based on Data Mining: Machine Learning Algorithms and Case Study in Chile. - Carlos A. Palacios; José Antonio Reyes-Suárez; Lorena A. Bearzotti; Víctor Leiva; Carolina Marchant (Entropy, 2021)

Bootstrap control charts for quantiles based on log-symmetric distributions with applications to the monitoring of reliability data. - Víctor Leiva; Rafael A. dos Santos; Helton Saulo; Carolina Marchant; Yuhlong Lio (Qual. Reliab. Eng. Int., 2023)

Modeling Environmental Pollution Using Varying-Coefficients Quantile Regression Models under Log-Symmetric Distributions. - Luis Sánchez; Germán Ibacache-Pulgar; Carolina Marchant; Marco Riquelme (Axioms, 2023)

Bivariate extended skew-elliptical Heckman models: mathematical characterization and an application in economic sciences. - Roberto Vila; Helton Saulo; Carolina Marchant; Víctor Leiva; Cecilia Castro (Comput. Appl. Math., 2025)