Alejandro Cruz-Marcelo

Capital One Auto Finance

Sr. Statistician

7933 Preston Road

Plano, TX 75093

United States

SCHOLARLY PAPERS

2

DOWNLOADS

221

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds

The Journal of the American Statistical Association, 2011
Number of pages: 33 Posted: 12 Dec 2009 Last Revised: 29 Mar 2011
Alejandro Cruz-Marcelo, Katherine Ensor and Gary R. Rosner
Capital One Auto Finance, Rice University - George R. Brown School of Engineering and University of Texas at Houston - MD Anderson Cancer Center
Downloads 135 (214,674)

Abstract:

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Credit spread; Dirichlet process mixture; Hierarchical model; Nonparametric Bayes; Treasury bond; Yield curve.

2.

Modeling Covariates with Nonparametric Bayesian Methods

Number of pages: 28 Posted: 26 Mar 2010
Alejandro Cruz-Marcelo, Gary R. Rosner, Peter Mueller and Clinton Stewart
Capital One Auto Finance, University of Texas at Houston - MD Anderson Cancer Center, The University of Texas M. D. Anderson Cancer Center and affiliation not provided to SSRN
Downloads 86 (294,453)

Abstract:

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Dirichlet process mixture, Hierarchical model, Nonparametric Bayes, Covariates modeling, Dependent Dirichlet process