## Lillo, Rosa Elvira

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 Author ID: lillo.rosa-elvira Published as: Lillo, Rosa E.; Lillo, R. E.; Lillo, Rosa; Lillo, Rosa Elvira External Links: MGP · Wikidata
 Documents Indexed: 61 Publications since 1996 Co-Authors: 34 Co-Authors with 53 Joint Publications 404 Co-Co-Authors
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### Co-Authors

 8 single-authored 11 Wiper, Michael P. 9 Ramírez-Cobo, Pepa 9 Romo, Juan J. 8 Shaked, Moshe 7 Martin Diaz, Miguel 6 Franco-Pereira, Alba M. 5 Torrado, Nuria 4 Aguilera-Morillo, M. Carmen 4 Ausín, María Concepción 4 Laniado, Henry 3 Pellerey, Franco 2 Belzunce, Félix 2 Nanda, Asok K. 2 Neuts, Marcel Fernand 2 Semeraro, Patrizia 2 Torres, Raúl 2 Valencia, Dalia 2 Yera, Yoel G. 1 Buño, Ismael 1 Cabana, Elisa 1 Carrizosa, Emilio 1 de Uña, Jacobo 1 Di Bernardino, Elena 1 Flores, Ramón J. 1 Galeano, Pedro 1 Hernández-Roig, Harold A. 1 Laria, Juan C. 1 Martin-Barragan, Belen 1 Mendez-Civieta, Alvaro 1 Ramírez, Pepa 1 Rodríguez, Joanna 1 Ruiz, José-María 1 Sguera, Carlo 1 Wilson, Simon P.
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### Serials

 5 Methodology and Computing in Applied Probability 4 Journal of Statistical Planning and Inference 3 Applied Stochastic Models in Business and Industry 3 Advances in Data Analysis and Classification. ADAC 2 Journal of Multivariate Analysis 2 Naval Research Logistics 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Operations Research Letters 2 Statistics 2 Communications in Statistics. Theory and Methods 2 European Journal of Operational Research 2 Top 2 Journal of Applied Statistics 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Journal of Applied Probability 1 Ricerche di Matematica 1 Systems & Control Letters 1 Statistics & Decisions 1 Belgian Journal of Operations Research, Statistics and Computer Science (JORBEL) 1 Queueing Systems 1 Journal of Applied Mathematics and Stochastic Analysis 1 Communications in Statistics. Simulation and Computation 1 Computational Statistics and Data Analysis 1 Test 1 Combinatorics, Probability and Computing 1 Statistical Papers 1 Lifetime Data Analysis 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 The Annals of Applied Statistics 1 Journal of Computational and Graphical Statistics 1 Bayesian Analysis
all top 5

### Fields

 39 Statistics (62-XX) 38 Probability theory and stochastic processes (60-XX) 15 Operations research, mathematical programming (90-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX)

### Citations contained in zbMATH Open

44 Publications have been cited 287 times in 222 Documents Cited by Year
Stochastic comparisons of nonhomogeneous processes. Zbl 0983.60046
Belzunce, Félix; Lillo, Rosa E.; Ruiz, José-Maria; Shaked, Moshe
2001
Preservation of some likelihood ratio stochastic orders by order statistics. Zbl 0982.60009
Lillo, Rosa E.; Nanda, Asok K.; Shaked, Moshe
2001
Spatial depth-based classification for functional data. Zbl 1312.62083
Sguera, Carlo; Galeano, Pedro; Lillo, Rosa
2014
On the median residual lifetime and its aging properties: a characterization theorem and applications. Zbl 1123.62072
Lillo, Rosa E.
2005
Bayesian estimation for the $$M$$/$$G$$/1 queue using a phase-type approximation. Zbl 1031.62020
Ausín, M. C.; Wiper, M. P.; Lillo, R. E.
2004
Sequential order statistics: ageing and stochastic orderings. Zbl 1275.62057
Torrado, Nuria; Lillo, Rosa E.; Wiper, Michael P.
2012
The decreasing percentile residual life ageing notion. Zbl 1259.60105
Franco-Pereira, Alba M.; Lillo, Rosa E.; Shaked, Moshe
2012
Some shifted stochastic orders. Zbl 0963.60008
Lillo, Rosa E.; Nanda, Asok K.; Shaked, Moshe
2000
On optimal exhaustive policies for the M/G/1-queue. Zbl 0990.90021
Lillo, R. E.; Martín, M.
2000
Bayesian inference for double Pareto lognormal queues. Zbl 1202.62041
Ramirez-Cobo, Pepa; Lillo, Rosa E.; Wilson, Simon; Wiper, Michael P.
2010
A directional multivariate value at risk. Zbl 1348.91295
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry
2015
Nonidentifiability of the two-state Markovian arrival process. Zbl 1202.60119
Ramírez-Cobo, Pepa; Lillo, Rosa E.; Wiper, Michael P.
2010
Bayesian analysis of a queueing system with a long-tailed arrival process. Zbl 1160.62025
Ramírez, Pepa; Lillo, Rosa E.; Wiper, Michael P.
2008
Likelihood ratio order of spacings from two heterogeneous samples. Zbl 1255.62148
2013
Percentile residual life orders. Zbl 1286.60017
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan; Shaked, Moshe
2011
Comparing quantile residual life functions by confidence bands. Zbl 1322.62227
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan
2012
A G/M/1-queue with exponential retrial. Zbl 0862.60083
Lillo, R. E.
1996
Preservation of association in multivariate shock and claim models. Zbl 1012.60051
Belzunce, Félix; Lillo, Rosa E.; Pellerey, Franco; Shaked, Moshe
2002
On the preservation of the supermodular order under multivariate claim models. Zbl 1330.62373
Pellerey, F.; Lillo, Rosa E.; Semeraro, Patrizia; Shaked, Moshe
2003
Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. Zbl 1452.62215
Ausín, M. Concepción; Wiper, Michael P.; Lillo, Rosa E.
2008
Stochastic bounds for discrete-time claim processes with correlated risks. Zbl 1114.62111
2004
Portfolio selection through an extremality stochastic order. Zbl 1284.91522
Laniado, Henry; Lillo, Rosa E.; Pellerey, Franco; Romo, Juan
2012
Stability in queues with impatient customers. Zbl 0989.60093
Lillo, Rosa E.; Martín Díaz, Miguel
2001
Bayesian control of the number of servers in a $$\mathrm{GI}/\mathrm{M}/c$$ queueing system. Zbl 1120.60083
Ausín, M. Concepción; Lillo, Rosa E.; Wiper, Michael P.
2007
On the conjecture of Kochar and Korwar. Zbl 1192.60051
Torrado, Nuria; Lillo, Rosa E.; Wiper, Michael P.
2010
Bayesian estimation of finite time ruin probabilities. Zbl 1224.91042
Ausin, M. Concepcion; Wiper, Michael P.; Lillo, Rosa E.
2009
Ergodicity and analysis of the process describing the system state in polling systems with two queues. Zbl 1075.90018
Lillo, Rosa E.
2005
Characterization of Bayes estimators of the uniform scale parameter. Zbl 0918.62002
Lillo, R. E.; Martín, M.
1999
Sample spacings with applications in multiple-outlier models. Zbl 1312.62060
2013
Nonidentifiability of the two-state BMAP. Zbl 1337.60098
Rodríguez, Joanna; Lillo, Rosa Elvira; Ramírez-Cobo, Pepa
2016
New results about weakly equivalent $$\mathrm{MAP}_2$$ and $$\mathrm{MAP}_3$$ processes. Zbl 1263.60046
Ramírez-Cobo, Pepa; Lillo, Rosa E.
2012
On the characterizing property of the convex conditional mean function. Zbl 1117.62465
Lillo, Rosa E.
2004
On the optimal control of M/G/1 systems under the cycle criterion. Zbl 0983.90010
Lillo, R. E.
2000
Stability and irreducibility of queueing systems with finite capacity. Zbl 0966.90018
Lillo, R. E.
2000
Bayesian analysis of the stationary MAP$$_2$$. Zbl 1384.62100
Ramírez-Cobo, P.; Lillo, R. E.; Wiper, M. P.
2017
Optimal operating policy for an M/G/1 exhaustive server-vacation model. Zbl 0968.60086
Lillo, R. E.
2000
Likelihood ratio comparisons among spacings related to both one or two samples. Zbl 1328.62290
2015
A Kendall correlation coefficient between functional data. Zbl 1459.62092
Valencia, Dalia; Lillo, Rosa E.; Romo, Juan
2019
The percentile residual life up to time $$t_{0}$$: ordering and aging properties. Zbl 1219.62151
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan
2011
Characterization and computation of optimal policies for an $$M/G/1$$ priority queue. Zbl 1010.60501
Lillo, Rosa E.; Martín Díaz, Miguel
1998
Bayesian approach to estimation of ordered uniform scale parameters. Zbl 0976.62024
Lillo, Rosa E.; Martín, Miguel
2000
Functional boxplots based on epigraphs and hypographs. Zbl 07281542
Martin-Barragan, B.; Lillo, R. E.; Romo, J.
2016
Characterization results based on a functional derivative approach. Zbl 1036.60011
Lillo, R. E.; Martin, M.
2001
Fitting procedure for the two-state batch Markov modulated Poisson process. Zbl 1430.90207
Yera, Yoel G.; Lillo, Rosa E.; Ramírez-Cobo, Pepa
2019
A Kendall correlation coefficient between functional data. Zbl 1459.62092
Valencia, Dalia; Lillo, Rosa E.; Romo, Juan
2019
Fitting procedure for the two-state batch Markov modulated Poisson process. Zbl 1430.90207
Yera, Yoel G.; Lillo, Rosa E.; Ramírez-Cobo, Pepa
2019
Bayesian analysis of the stationary MAP$$_2$$. Zbl 1384.62100
Ramírez-Cobo, P.; Lillo, R. E.; Wiper, M. P.
2017
Nonidentifiability of the two-state BMAP. Zbl 1337.60098
Rodríguez, Joanna; Lillo, Rosa Elvira; Ramírez-Cobo, Pepa
2016
Functional boxplots based on epigraphs and hypographs. Zbl 07281542
Martin-Barragan, B.; Lillo, R. E.; Romo, J.
2016
A directional multivariate value at risk. Zbl 1348.91295
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry
2015
Likelihood ratio comparisons among spacings related to both one or two samples. Zbl 1328.62290
2015
Spatial depth-based classification for functional data. Zbl 1312.62083
Sguera, Carlo; Galeano, Pedro; Lillo, Rosa
2014
Likelihood ratio order of spacings from two heterogeneous samples. Zbl 1255.62148
2013
Sample spacings with applications in multiple-outlier models. Zbl 1312.62060
2013
Sequential order statistics: ageing and stochastic orderings. Zbl 1275.62057
Torrado, Nuria; Lillo, Rosa E.; Wiper, Michael P.
2012
The decreasing percentile residual life ageing notion. Zbl 1259.60105
Franco-Pereira, Alba M.; Lillo, Rosa E.; Shaked, Moshe
2012
Comparing quantile residual life functions by confidence bands. Zbl 1322.62227
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan
2012
Portfolio selection through an extremality stochastic order. Zbl 1284.91522
Laniado, Henry; Lillo, Rosa E.; Pellerey, Franco; Romo, Juan
2012
New results about weakly equivalent $$\mathrm{MAP}_2$$ and $$\mathrm{MAP}_3$$ processes. Zbl 1263.60046
Ramírez-Cobo, Pepa; Lillo, Rosa E.
2012
Percentile residual life orders. Zbl 1286.60017
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan; Shaked, Moshe
2011
The percentile residual life up to time $$t_{0}$$: ordering and aging properties. Zbl 1219.62151
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan
2011
Bayesian inference for double Pareto lognormal queues. Zbl 1202.62041
Ramirez-Cobo, Pepa; Lillo, Rosa E.; Wilson, Simon; Wiper, Michael P.
2010
Nonidentifiability of the two-state Markovian arrival process. Zbl 1202.60119
Ramírez-Cobo, Pepa; Lillo, Rosa E.; Wiper, Michael P.
2010
On the conjecture of Kochar and Korwar. Zbl 1192.60051
Torrado, Nuria; Lillo, Rosa E.; Wiper, Michael P.
2010
Bayesian estimation of finite time ruin probabilities. Zbl 1224.91042
Ausin, M. Concepcion; Wiper, Michael P.; Lillo, Rosa E.
2009
Bayesian analysis of a queueing system with a long-tailed arrival process. Zbl 1160.62025
Ramírez, Pepa; Lillo, Rosa E.; Wiper, Michael P.
2008
Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. Zbl 1452.62215
Ausín, M. Concepción; Wiper, Michael P.; Lillo, Rosa E.
2008
Bayesian control of the number of servers in a $$\mathrm{GI}/\mathrm{M}/c$$ queueing system. Zbl 1120.60083
Ausín, M. Concepción; Lillo, Rosa E.; Wiper, Michael P.
2007
On the median residual lifetime and its aging properties: a characterization theorem and applications. Zbl 1123.62072
Lillo, Rosa E.
2005
Ergodicity and analysis of the process describing the system state in polling systems with two queues. Zbl 1075.90018
Lillo, Rosa E.
2005
Bayesian estimation for the $$M$$/$$G$$/1 queue using a phase-type approximation. Zbl 1031.62020
Ausín, M. C.; Wiper, M. P.; Lillo, R. E.
2004
Stochastic bounds for discrete-time claim processes with correlated risks. Zbl 1114.62111
2004
On the characterizing property of the convex conditional mean function. Zbl 1117.62465
Lillo, Rosa E.
2004
On the preservation of the supermodular order under multivariate claim models. Zbl 1330.62373
Pellerey, F.; Lillo, Rosa E.; Semeraro, Patrizia; Shaked, Moshe
2003
Preservation of association in multivariate shock and claim models. Zbl 1012.60051
Belzunce, Félix; Lillo, Rosa E.; Pellerey, Franco; Shaked, Moshe
2002
Stochastic comparisons of nonhomogeneous processes. Zbl 0983.60046
Belzunce, Félix; Lillo, Rosa E.; Ruiz, José-Maria; Shaked, Moshe
2001
Preservation of some likelihood ratio stochastic orders by order statistics. Zbl 0982.60009
Lillo, Rosa E.; Nanda, Asok K.; Shaked, Moshe
2001
Stability in queues with impatient customers. Zbl 0989.60093
Lillo, Rosa E.; Martín Díaz, Miguel
2001
Characterization results based on a functional derivative approach. Zbl 1036.60011
Lillo, R. E.; Martin, M.
2001
Some shifted stochastic orders. Zbl 0963.60008
Lillo, Rosa E.; Nanda, Asok K.; Shaked, Moshe
2000
On optimal exhaustive policies for the M/G/1-queue. Zbl 0990.90021
Lillo, R. E.; Martín, M.
2000
On the optimal control of M/G/1 systems under the cycle criterion. Zbl 0983.90010
Lillo, R. E.
2000
Stability and irreducibility of queueing systems with finite capacity. Zbl 0966.90018
Lillo, R. E.
2000
Optimal operating policy for an M/G/1 exhaustive server-vacation model. Zbl 0968.60086
Lillo, R. E.
2000
Bayesian approach to estimation of ordered uniform scale parameters. Zbl 0976.62024
Lillo, Rosa E.; Martín, Miguel
2000
Characterization of Bayes estimators of the uniform scale parameter. Zbl 0918.62002
Lillo, R. E.; Martín, M.
1999
Characterization and computation of optimal policies for an $$M/G/1$$ priority queue. Zbl 1010.60501
Lillo, Rosa E.; Martín Díaz, Miguel
1998
A G/M/1-queue with exponential retrial. Zbl 0862.60083
Lillo, R. E.
1996
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all top 5

### Cited in 62 Serials

 19 Statistics & Probability Letters 14 Communications in Statistics. Theory and Methods 13 Journal of Statistical Planning and Inference 12 Statistics 10 Journal of Applied Probability 10 Journal of Multivariate Analysis 10 Insurance Mathematics & Economics 9 Probability in the Engineering and Informational Sciences 7 European Journal of Operational Research 7 Test 7 Methodology and Computing in Applied Probability 6 Operations Research Letters 5 Queueing Systems 5 Communications in Statistics. Simulation and Computation 5 Stochastic Models 4 Metrika 4 Journal of Statistical Computation and Simulation 4 Computational Statistics and Data Analysis 3 Applied Mathematics and Computation 3 Stochastic Analysis and Applications 3 Statistical Papers 3 Top 3 Scandinavian Actuarial Journal 2 Annals of the Institute of Statistical Mathematics 2 Biometrical Journal 2 Journal of Computational and Applied Mathematics 2 Computers & Operations Research 2 Computational Statistics 2 Lifetime Data Analysis 2 Mathematical Problems in Engineering 2 Journal of Applied Statistics 2 Applied Stochastic Models in Business and Industry 2 Brazilian Journal of Probability and Statistics 2 Statistical Methodology 2 Journal of the Korean Statistical Society 2 Advances in Data Analysis and Classification. ADAC 1 Mathematische Zeitschrift 1 Metron 1 Naval Research Logistics 1 Journal of Classification 1 Acta Mathematicae Applicatae Sinica. English Series 1 Asia-Pacific Journal of Operational Research 1 The Annals of Applied Probability 1 Discrete Event Dynamic Systems 1 Economic Quality Control 1 Stochastic Processes and their Applications 1 Journal of Mathematical Sciences (New York) 1 Monte Carlo Methods and Applications 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 International Journal of Applied Mathematics and Computer Science 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 ASTIN Bulletin 1 Statistical Methods and Applications 1 Journal of Biological Dynamics 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 ISRN Probability and Statistics
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### Cited in 12 Fields

 139 Probability theory and stochastic processes (60-XX) 132 Statistics (62-XX) 55 Operations research, mathematical programming (90-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 9 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX)

### Wikidata Timeline

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