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Distinguishing between a power law and a Pareto distribution
Physical Review E, 107, 064113
https://doi.org/10.1103/PhysRevE.107.064113 - Badiella, L.; del Castillo, J.; Puig, P. (2023)
Ultra log-concavity of discrete order statistics
Statistics & Probability Letters, Volume 201, 109900
https://doi.org/10.1016/j.spl.2023.109900 - del Castillo, J.; Vilardell, S.; Serra, I.; Mezzetti, E.; Abella, J.; Cazorla, F.J. (2022)
DUsing Markov’s Inequality with Power-Of-k Function for Probabilistic WCET Estimation
Leibniz International Proceedings in Informatics (LIPIcs), Volume 231, pp. 20:1-20:24
https://doi.org/10.4230/LIPIcs.ECRTS.2022.20 - del Castillo, J.; Serra, I.; Padilla, M.; Moriña, D. (2019)
Fitting Tails by the Empirical Residual Coefficient of Variation: The ercv Package
The R Journal, 11:2, pages 56-68
https://doi.org/10.32614/RJ-2019-044 - del Castillo, J.; Daoudi, J.; Serra, I. (2017)
The full tails gamma distribution applied to model extreme values
ASTIN Bulletin, 47(3), pp. 895-917.
https://doi.org/10.1017/asb.2017.9 - Badescu, A.; del Castillo, J.; Ortega, JP. (2016)
Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options
Annals of Economics and Statistics Vol. 123, 271-306
https://doi.org/10.15609/annaeconstat2009.123-124.0271 - del Castillo, J.; Padilla, M. (2016)
Modeling Extreme Values by the Residual Coefficient of Variation
SORT-Statistics and Operations Research Transactions Vol. 40. 303-320. - del Castillo, J & Serra, I. (2015)
Likelihood inference for Generalized Pareto distribution.
Computational Statistics & Data Analysis Vol. 83, pp. 116 – 128.
https://doi.org/10.1016/j.csda.2014.10.014 - del Castillo, J; Daoudi, J.; Lockhart, R. (2014)
Methods to Distinguish Between Polynomial and Exponential Tails
Scandinavian Journal of Statistics Vol. 41(2), pp. 382–393.
https://doi.org/10.1111/sjos.12037