| Publication | Date of Publication | Type |
|---|
| Random effects in unconditional quantile regressions | 2026-02-18 | Paper |
| Hidden Markov graphical models with generalized hyperbolic distributions: a financial analysis on commodities and green energy indexes | 2026-02-18 | Paper |
Mid-quantile mixed graphical models with an application to mass public shootings in the U.S.
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
Statistical Modelling | 2025-01-16 | Paper |
Quantile mixed hidden Markov models for multivariate longitudinal data: an application to children's strengths and difficulties questionnaire scores
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
Journal of the American Statistical Association | 2024-11-01 | Paper |
M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
Biometrical Journal | 2024-08-29 | Paper |
Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution
Insurance Mathematics & Economics | 2024-05-24 | Paper |
Expectile hidden Markov regression models for analyzing cryptocurrency returns
Statistics and Computing | 2024-04-30 | Paper |
The sparse method of simulated quantiles: An application to portfolio optimization
Statistica Neerlandica | 2023-12-14 | Paper |
Quantile hidden semi-Markov models for multivariate time series
Statistics and Computing | 2022-09-15 | Paper |
Marginal M-quantile regression for multivariate dependent data
Computational Statistics and Data Analysis | 2022-05-30 | Paper |
Large deviations for method-of-quantiles estimators of one-dimensional parameters
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
Statistical Methods and Applications | 2021-12-27 | Paper |
Hidden semi-Markov-switching quantile regression for time series
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Bayesian binary quantile regression for the analysis of bachelor-to-master transition
Journal of Applied Statistics | 2020-12-04 | Paper |
Bayesian binary quantile regression for the analysis of bachelor-to-master transition
Journal of Applied Statistics | 2020-12-04 | Paper |
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study
Journal of Applied Statistics | 2020-09-30 | Paper |
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Bayesian quantile regression using the skew exponential power distribution
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Large deviations for risk measures in finite mixture models
Insurance Mathematics & Economics | 2018-06-15 | Paper |
On the \(L_p\)-quantiles for the Student \(t\) distribution
Statistics & Probability Letters | 2017-10-06 | 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 |
Likelihood-based inference for regular functions with fractional polynomial approximations
Journal of Econometrics | 2014-11-20 | Paper |
Skew mixture models for loss distributions: a Bayesian approach
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Large deviation results on some estimators for stationary Gaussian processes
Statistics | 2014-03-12 | Paper |
| Mixtures of conjugate prior distributions and large deviations for level crossing probabilities | 2010-08-13 | Paper |
Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
Communications in Statistics: Theory and Methods | 2009-09-18 | Paper |
Block unimodality for multivariate Bayesian robustness
Journal of the Italian Statistical Society | 2009-02-03 | Paper |
Bayesian semiparametric inference on long-range dependence
Biometrika | 2002-06-10 | Paper |
| scientific article; zbMATH DE number 1522736 (Why is no real title available?) | 2002-01-08 | Paper |
Miscellanea. Bayes factors for Fieller's problem
Biometrika | 2000-12-12 | Paper |
