The choice of smoothing parameter in nonparametric regression through Wild Bootstrap. - Wenceslao González-Manteiga; María Dolores Martínez Miranda; Ana Pérez González (Comput. Stat. Data Anal., 2004)

Some improved estimators of finite population quantile using auxiliary information in sample surveys. - María del Mar Rueda; Antonio Arcos; María Dolores Martínez Miranda; Yolanda Román-Montoya (Comput. Stat. Data Anal., 2004)

Incorporating the auxiliary information available in variance estimation. - Antonio Arcos; María del Mar Rueda; María Dolores Martínez Miranda; Silvia González; Yolanda Román-Montoya (Appl. Math. Comput., 2005)

Ratio methods to the mean estimation with known quantiles. - María del Mar Rueda; Antonio Arcos; Sergio Martínez Puertas; María Dolores Martínez Miranda; Yolanda Román-Montoya; Sergio Martínez Puertas (Appl. Math. Comput., 2005)

Quantile estimation under successive sampling. - María Dolores Martínez Miranda; María del Mar Rueda García; Antonio Arcos Cebrián; Yolanda Román-Montoya; S. González-Aguilera (Comput. Stat., 2005)

Local linear kernel estimation of the discontinuous regression function. - I. Sánchez-Borrego; María Dolores Martínez Miranda; A. González Carmona (Comput. Stat., 2006)

Bootstrap confidence intervals for finite population quantiles in the presence of auxiliary information. - María del Mar Rueda; María Dolores Martínez Miranda; Antonio Arcos (Model. Assist. Stat. Appl., 2006)

SiZer Map for inference with additive models. - Wenceslao González-Manteiga; María Dolores Martínez Miranda; Rocío Raya-Miranda (Stat. Comput., 2008)

Regression analysis of the structure function for reliability evaluation of continuous-state system. - María Luz Gámiz; María Dolores Martínez Miranda (Reliab. Eng. Syst. Saf., 2010)

Data-driven local bandwidth selection for additive models with missing data. - Rocío Raya-Miranda; María Dolores Martínez Miranda (Appl. Math. Comput., 2011)

Bandwidth selection in marker dependent kernel hazard estimation. - María Luz Gámiz Pérez; Lena Janys; María Dolores Martínez Miranda; Jens Perch Nielsen (Comput. Stat. Data Anal., 2013)

Smoothing survival densities in practice. - María Luz Gámiz Pérez; María Dolores Martínez Miranda; Jens Perch Nielsen (Comput. Stat. Data Anal., 2013)

Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem. - María Dolores Martínez Miranda; Jens Perch Nielsen; Stefan Sperlich; Richard Verrall (Expert Syst. Appl., 2013)

Kernel smoothers and bootstrapping for semiparametric mixed effects models. - Wenceslao González-Manteiga; María José Lombardía; María Dolores Martínez Miranda; Stefan Sperlich (J. Multivar. Anal., 2013)

Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. - Munir Hiabu; Carolin Margraf; María Dolores Martínez Miranda; Jens Perch Nielsen (Expert Syst. Appl., 2016)

Multiplicative local linear hazard estimation and best one-sided cross-validation. - María Luz Gámiz; María Dolores Martínez Miranda; Jens Perch Nielsen (J. Mach. Learn. Res., 2019)

Data visualization for reliability analysis of repairable systems. - María Luz Gámiz Pérez; Antonio Jesús López-Montoya; María Dolores Martínez Miranda; Rocío Raya-Miranda (Qual. Reliab. Eng. Int., 2019)

Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates. - Maria Isabel Borrajo; Wenceslao González-Manteiga; María Dolores Martínez Miranda (Comput. Stat. Data Anal., 2020)

Missing link survival analysis with applications to available pandemic data. - María Luz Gámiz; Enno Mammen; María Dolores Martínez Miranda; Jens Perch Nielsen (Comput. Stat. Data Anal., 2022)

Goodness-of-fit test for point processes first-order intensity. - Maria Isabel Borrajo; Wenceslao González-Manteiga; María Dolores Martínez Miranda (Comput. Stat. Data Anal., 2024)