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Ignacio Cascos Fernández

Contact Information

Ignacio Cascos is an Associate Professor at the Department of Statistics of the Universidad Carlos III de Madrid (Spain). He obtained his PhD in 2004 from the University of Oviedo and afterwards joined the Statistics and OR Department of the Universidad Pública de Navarra as a Teaching Assistant for a couple of years. He has published some 20 refereed journal papers and book chapter. His research interests are Nonparametric Multivariate Statistics, in particular data depth and depth-trimmed regions, financial risk measures, Stochastic Geometry, and Statistical Process Control. Dr. Cascos is an elected member of the International Statistical Institute since 2008. He was also a winner of the European Regional Section of the International Association for Statistical Computing Young Researchers Award.

Some publications

Cascos, I. and Molchanov, I. (2007) "Multivariate risks and depth-trimmed regions" Finance and Stochastics 11, pp. 373--397.

Cascos, I. (2010) "Data depth: multivariate statistics and geometry" In (W.S. Kendall and I. Molchanov Eds.) New Perspectives in Stochastic Geometry, Oxford University Press, pp. 398--423. ISBN: 987-0-19-923257-4.

Cascos, I. and López-Díaz M. (2012) "Trimmed regions induced by parameters of a probability" Journal of Multivariate Analysis 107, pp. 306--318.

Molchanov, I. and Cascos, I. (2014) "Multivariate risks measures: a constructive approach based on selections", Mathematical Finance, In press.

Cascos, I. and López-Díaz M. (2015) "On the uniform consistency of the zonoid depth"Journal of Multivariate Analysis, Accepted.