I currently work at the Mathematics Department at UAB. Previously I was a Visiting Professor at Universitat Pompeu Fabra, from 2003-2008 I worked at the Statistics Department (EIO) at Universidad de Valladolid. Previously I was Associate Professor at Universidad Simón Bolívar and Researcher at Instituto Venezolano de Investigaciones Científicas (Caracas, Venezuela).
My reseach activity is centered in the field of mathematical statistics. I have published several papers and a book on goodness-of-fit tests based on Transformed Empirical Processes (introduced in Annals of Statistics 22 (1994) and 24 (1996)). I am also interested in modeling aspects of time series, functional data and extremes.
- Empirical processes
- Time series analysis
- Extreme values
- (2013) A. Arratia and A.Cabaña, Tracing the temporal evolution of clusters in a financial stock market Computational Economics 41, 213-231.
- (2012) A. Cabaña, E.M. Cabaña and M. Scavino, Weak convergence of Marked Empirical Processes for focused inference on AR(p) vs AR(p+1) stationary time series, Methodology and Computing in Applied Probability 14, 793-810.
- (2009) A. Cabaña, E.M. Cabaña, Goodness-of-fit for continuous regression, Methodology and Computing in Applied Probability 11, 119-144.
- (2005) A. Cabaña , A.J.Quiroz, Using the Empirical Moment generating Function in testing for the Weibull and the type I extreme value distributions, Test 14, 417-431.
- (2003) A. Cabaña , E.M. Cabaña, Tests of normality Based on Transformed Empirical Processes, Methodology and Computing in Applied Probability 5, 309-335.