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      Analysis of Length of Time Spent in Chapter 11 Bankruptcy 

      Orbe Lizundia, Jesús María; Ferreira García, María Eva; Núñez Antón, Vicente Alfredo (2001-01)
      This paper investigates original issuers of high yield bonds in Chapter 11 bankruptcy to determine which factors affect the length of time spent in Chapter 11. In order to do this analysis we propose a flexible new duration ...
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      Survival Analysis Using a Censored Semiparametric Regression Model 

      Orbe Lizundia, Jesús María; Ferreira García, María Eva; Núñez Antón, Vicente Alfredo (2000-04)
      In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ...
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      Two-Stage Nonparametric Regression for Longitudinal Data 

      Ferreira García, María Eva; Núñez Antón, Vicente Alfredo; Rodríguez Poo, Juan M. (1999-01)
      In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure ...