| Publication | Date of Publication | Type |
|---|
Markov switching modelling of shooting performance variability and teammate interactions in basketball
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Spatial performance analysis in basketball with CART, random forest and extremely randomized trees
Annals of Operations Research | 2023-07-13 | Paper |
Filtering active moments in basketball games using data from players tracking systems
Annals of Operations Research | 2023-07-13 | Paper |
Integration of model-based recursive partitioning with bias reduction estimation: a case study assessing the impact of Oliver's four factors on the probability of winning a basketball game
AStA. Advances in Statistical Analysis | 2023-07-03 | Paper |
Statistical evaluation systems at \(360 \degree \): techniques, technologies and new frontiers
Metron | 2022-05-31 | Paper |
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach
International Journal of Approximate Reasoning | 2021-12-13 | Paper |
Regime dependent interconnectedness among fuzzy clusters of financial time series
Advances in Data Analysis and Classification. ADAC | 2021-06-28 | Paper |
Symbolic missing data imputation in principal component analysis
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence
Statistical Methods and Applications | 2020-03-10 | Paper |
Finite and infinite mixtures for financial durations
Metron | 2019-07-12 | Paper |
Principal component analysis with interval imputed missing values
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Time series clustering on lower tail dependence for portfolio selection
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
Modeling rating data with nonlinear CUB models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Dynamic tail dependence clustering of financial time series
Statistical Papers | 2017-12-13 | Paper |
Estimation of nonlinear CUB models via numerical optimization and EM algorithm
Communications in Statistics. Simulation and Computation | 2017-11-15 | Paper |
A double clustering algorithm for financial time series based on extreme events
Statistics \& Risk Modeling | 2017-05-22 | Paper |
Treatment of `don't know' responses in a mixture model for rating data
Metron | 2016-09-23 | Paper |
Evaluating the impact of a grouping variable on job satisfaction drivers
Statistical Methods and Applications | 2016-03-17 | Paper |
Identifiability of a model for discrete frequency distributions with a multidimensional parameter space
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Sensory analysis in the food industry as a tool for marketing decisions
Advances in Data Analysis and Classification. ADAC | 2013-01-02 | Paper |
Principal components of sample estimates: an approach through symbolic data analysis
Statistical Methods and Applications | 2011-08-25 | Paper |
Regime-switching Pareto distributions for ACD models
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Exploring the copula approach for the analysis of financial durations
| 2008-03-20 | Paper |
Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach
Statistical Methods and Applications | 2005-03-03 | Paper |
Modelling the impact of open volume on inter-trade autoregressive durations
Metron | 2004-03-18 | Paper |
