Mauro Bernardi

Available identifiers

zbMath Open bernardi.mauroMaRDI QIDQ273619

List of research outcomes

Publication	Date of Publication	Type
The determinants of Airbnb prices in New York City: a spatial quantile regression approach	2025-01-14	Paper
Missing data patterns in runners' careers: do they matter?	2025-01-14	Paper
PDE-regularised spatial quantile regression	2025-01-03	Paper
Variational Inference for Large Bayesian Vector Autoregressions	2024-10-28	Paper
Locally Sparse Function-on-Function Regression	2024-01-22	Paper
Doubly-online changepoint detection for monitoring health status during sports activities	2024-01-16	Paper
The sparse method of simulated quantiles: An application to portfolio optimization	2023-12-14	Paper
Extracting the Cyclical Component in Hours Worked	2023-03-13	Paper
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution	2021-12-27	Paper
The skew normal multivariate risk measurement framework	2020-05-27	Paper
Robust Time-Varying Undirected Graphs	2018-10-12	Paper
Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals	2018-10-12	Paper
Bayesian quantile regression using the skew exponential power distribution	2018-08-21	Paper
On the \(L_p\)-quantiles for the Student \(t\) distribution	2017-10-06	Paper
Comparison of value-at-risk models using the MCS approach	2016-08-04	Paper
Bayesian tail risk interdependence using quantile regression	2016-04-22	Paper
Multiple seasonal cycles forecasting model: the Italian electricity demand	2015-12-08	Paper
Skew mixture models for loss distributions: a Bayesian approach	2014-04-25	Paper
Risk measures for skew normal mixtures	2013-12-06	Paper

Research outcomes over time

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