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About Me

Associate Researcher at the Department of Mathematics and the center of Analysis & Mathematical Modeling Valparaiso (AM2V) of the Universidad Técnica Federico Santa María. I completed my doctorate degree in Statistics at University of São Paulo, Brazil in 2006 under the direction of Dr. Gilberto A. Paula.

I am interested in the application of diagnostic and sensitivity techniques as a mean to criticize and to improve the statistical modeling. I maintain contact with researchers of the IME-USP collaborating in the development of the estimation and influence diagnostic procedures in mixed-effects models under non-normal distributions as well as the computational implementation of such techniques.

Areas of Interest

  • Sensitivity analysis and influence diagnostics.
  • Mixed-effects models and Longitudinal data.
  • In the News

    Cuestionamientos al INE .   PDF. La Tercera, 05/04/2013

    Mathematical Modeling on TV

    Canal 13 Cable, TecnoCiencia

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    Publications

    Meza, C., Osorio, F., and De la Cruz, R. (2012).

    Estimation in nonlinear mixed-effects models using heavy-tailed distributions.

    Statistics and Computing 22 (1), 121-139.  PDF.

    Osorio, F., Paula, G.A., and Galea, M. (2009).

    On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions.

    Computational Statistics & Data Analysis 53 (4), 1249-1263.  PDF.

    Cademartori, D., Navia, R., Galea, M., and Osorio, F. (2008).

    Prediction of the economic activity from the short and long-term interest rate differential: New evidences in Chile and the United States of America cases.

    Applied Economics Letters 15 (9), 707-712.  PDF.

    Osorio, F., Paula, G.A., and Galea, M. (2007).

    Assessment of local influence in elliptical linear models with longitudinal structure.

    Computational Statistics & Data Analysis 51 (9), 4354-4368.  PDF.

    Osorio, F., and Galea, M. (2006).

    Detection of a change-point in Student-t linear regression models.

    Statistical Papers 47 (1), 31-38.  PDF.

    Conference Proceedings

    De la Cruz, R., Eyheramendy, S., Meza, C., and Osorio, F. (2010).

    Exact estimation procedures in a spatial mixed-effects probit model with binary outcomes.

    In JSM Proceedings , Statistical Computing Section. Alexandria, VA: American Statistical Association. 3629-3637.

    Work in Progress

    Osorio, F. (2013).

    On outlier accommodation and influence diagnostics for penalized splines.

    Submitted.

    Vallejos, R., Osorio, F., and Cuevas, F. (2013).

    SpatialPack - An R package for computing spatial association between two stochastic processes defined on the plane.

    Submitted.

    Software development

    heavy : Package for outliers accommodation using heavy-tailed distributions

    The heavy package contains routines to perform estimation and inference considering heavy-tailed distributions. Currently the package includes linear regression, linear mixed-effect models, penalized splines and multivariate random variate generation. Visit the project page .

    SpatialPack : Package for analysis of spatial data

    This package provides tools to assess the association between two spatial processes. Currently, three methodologies are implemented: An adapted t test to perform hypothesis testing about the independence between the processes, a suitable nonparametric correlation coefficient, and the codispersion coefficient. Visit the project page .