The following pages link to Antonio Punzo (Q98127):
Displaying 50 items.
- Multiple scaled contaminated normal distribution and its application in clustering (Q98132) (← links)
- MSclust (Q98133) (← links)
- Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data (Q118176) (← links)
- Erratum to: The Generalized Linear Mixed Cluster-Weighted Model (Q269555) (← links)
- Decision boundaries for mixtures of regressions (Q287417) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
- Bivariate discrete beta kernel graduation of mortality data (Q747376) (← links)
- Cluster validation for mixtures of regressions via the total sum of squares decomposition (Q779062) (← links)
- Two new matrix-variate distributions with application in model-based clustering (Q830561) (← links)
- Cluster-weighted \(t\)-factor analyzers for robust model-based clustering and dimension reduction (Q897851) (← links)
- Model-based clustering via linear cluster-weighted models (Q1621292) (← links)
- Detecting serial dependencies with the reproducibility probability autodependogram (Q1621659) (← links)
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions (Q1727862) (← links)
- Discrete approximations of continuous and mixed measures on a compact interval (Q1926088) (← links)
- Clustering and classification via cluster-weighted factor analyzers (Q1947045) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions (Q2065291) (← links)
- Matrix normal cluster-weighted models (Q2075727) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions (Q2151998) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Modeling household income with contaminated unimodal distributions (Q2182542) (← links)
- Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm (Q2259082) (← links)
- Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
- The generalized linear mixed cluster-weighted model (Q2353147) (← links)
- Multivariate response and parsimony for Gaussian cluster-weighted models (Q2359572) (← links)
- Multilevel cluster-weighted models for the evaluation of hospitals (Q2360319) (← links)
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model (Q2403302) (← links)
- Robust model-based clustering with mild and gross outliers (Q2665787) (← links)
- Multivariate cluster weighted models using skewed distributions (Q2673360) (← links)
- Parsimonious mixtures of multivariate contaminated normal distributions (Q2833487) (← links)
- Using the Autodependogram in Model Diagnostic Checking (Q2930696) (← links)
- The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
- The multivariate leptokurtic‐normal distribution and its application in model‐based clustering (Q4960844) (← links)
- Flexible mixture modelling with the polynomial Gaussian cluster-weighted model (Q4970990) (← links)
- Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Mixtures of Matrix-Variate Contaminated Normal Distributions (Q5084440) (← links)
- Model-based clustering via skewed matrix-variate cluster-weighted models (Q5096675) (← links)
- Allometric analysis using the multivariate shifted exponential normal distribution (Q5135552) (← links)
- The Kullback–Leibler autodependogram (Q5138190) (← links)
- Hypothesis Testing for Mixture Model Selection (Q5222517) (← links)
