An efficient shrinkage bootstrap bias estimator for smooth functions of sample means. - A. Muñoz-Reyes; J. L. Moreno-Rebollo; María-Dolores Jiménez-Gamero; Joaquín Muñoz-García (Comput. Stat., 2005)

Local influence on the ratio and Horvitz-Thompson estimators through the second order approach. - I. Barranco-Chamorro; Alicia Enguix-González; J. L. Moreno-Rebollo; J. M. Muñoz-Pichardo (Appl. Math. Comput., 2007)

Minimum ϕ-divergence estimation in misspecified multinomial models. - María-Dolores Jiménez-Gamero; Rafael Pino-Mejías; V. Alba Fernández; J. L. Moreno-Rebollo (Comput. Stat. Data Anal., 2011)

Influence Analysis on Discriminant Coordinates. - J. M. Muñoz-Pichardo; Alicia Enguix-González; Joaquín Muñoz-García; J. L. Moreno-Rebollo (Commun. Stat. Simul. Comput., 2011)

Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix. - Alicia Enguix-González; J. M. Muñoz-Pichardo; J. L. Moreno-Rebollo; I. Barranco-Chamorro (Appl. Math. Comput., 2012)

Case-deletion type diagnostics for calibration estimators in survey sampling. - I. Barranco-Chamorro; María-Dolores Jiménez-Gamero; J. L. Moreno-Rebollo; J. M. Muñoz-Pichardo (Comput. Stat. Data Anal., 2012)

A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling. - I. Barranco-Chamorro; María-Dolores Jiménez-Gamero; J. A. Mayor-Gallego; J. L. Moreno-Rebollo (Comput. Stat. Data Anal., 2015)

A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix. - Alicia Enguix-González; J. L. Moreno-Rebollo; J. M. Muñoz-Pichardo (J. Multivar. Anal., 2015)

Estimation of the sample size n based on record values. - I. Barranco-Chamorro; J. L. Moreno-Rebollo; María-Dolores Jiménez-Gamero; M. V. Alba Fernández (Math. Comput. Simul., 2015)