Mauro Bernardi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models Journal of Computational and Graphical Statistics	2026-05-06	Paper
Locally sparse estimation for functional linear models with scalar response	2025-12-11	Paper
Estimating multiple quantile surfaces: a penalized functional approach	2025-12-11	Paper
The determinants of Airbnb prices in New York City: a spatial quantile regression approach Journal of the Royal Statistical Society. Series C. Applied Statistics	2025-01-14	Paper
Missing data patterns in runners' careers: do they matter? Journal of the Royal Statistical Society. Series C. Applied Statistics	2025-01-14	Paper
PDE-regularised spatial quantile regression Journal of Multivariate Analysis	2025-01-03	Paper
Variational Inference for Large Bayesian Vector Autoregressions Journal of Business and Economic Statistics	2024-10-28	Paper
Locally Sparse Function-on-Function Regression Journal of Computational and Graphical Statistics	2024-01-22	Paper
Doubly-online changepoint detection for monitoring health status during sports activities The Annals of Applied Statistics	2024-01-16	Paper
The sparse method of simulated quantiles: An application to portfolio optimization Statistica Neerlandica	2023-12-14	Paper
Extracting the Cyclical Component in Hours Worked Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution Statistical Methods and Applications	2021-12-27	Paper
The skew normal multivariate risk measurement framework Computational Management Science	2020-05-27	Paper
Robust Time-Varying Undirected Graphs Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper
Approximate EM algorithm for sparse estimation of multivariate location-scale mixture of normals Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper
Bayesian quantile regression using the skew exponential power distribution Computational Statistics and Data Analysis	2018-08-21	Paper
On the \(L_p\)-quantiles for the Student \(t\) distribution Statistics & Probability Letters	2017-10-06	Paper
Comparison of value-at-risk models using the MCS approach Computational Statistics	2016-08-04	Paper
Bayesian tail risk interdependence using quantile regression Bayesian Analysis	2016-04-22	Paper
Multiple seasonal cycles forecasting model: the Italian electricity demand Statistical Methods and Applications	2015-12-08	Paper
Skew mixture models for loss distributions: a Bayesian approach Insurance Mathematics & Economics	2014-04-25	Paper
Risk measures for skew normal mixtures Statistics & Probability Letters	2013-12-06	Paper

Research outcomes over time

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