Lea Petrella

Available identifiers

zbMath Open petrella.leaMaRDI QIDQ273620

List of research outcomes

Publication	Date of Publication	Type
Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach	2025-01-16	Paper
Quantile mixed hidden Markov models for multivariate longitudinal data: an application to children's strengths and difficulties questionnaire scores	2024-11-27	Paper
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles	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	2024-08-29	Paper
Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution	2024-05-24	Paper
Expectile hidden Markov regression models for analyzing cryptocurrency returns	2024-04-30	Paper
The sparse method of simulated quantiles: An application to portfolio optimization	2023-12-14	Paper
Quantile hidden semi-Markov models for multivariate time series	2022-09-15	Paper
Marginal M-quantile regression for multivariate dependent data	2022-05-30	Paper
Large deviations for method-of-quantiles estimators of one-dimensional parameters	2022-05-18	Paper
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution	2021-12-27	Paper
Hidden semi-Markov-switching quantile regression for time series	2021-05-07	Paper
Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition	2020-12-04	Paper
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study	2020-09-30	Paper
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress	2019-10-01	Paper
Bayesian quantile regression using the skew exponential power distribution	2018-08-21	Paper
Large deviations for risk measures in finite mixture models	2018-06-15	Paper
On the \(L_p\)-quantiles for the Student \(t\) distribution	2017-10-06	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
Likelihood-based inference for regular functions with fractional polynomial approximations	2014-11-20	Paper
Skew mixture models for loss distributions: a Bayesian approach	2014-04-25	Paper
Large deviation results on some estimators for stationary Gaussian processes	2014-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q3580558	2010-08-13	Paper
Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions	2009-09-18	Paper
Block unimodality for multivariate Bayesian robustness	2009-02-03	Paper
Bayesian semiparametric inference on long-range dependence	2002-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4511009	2002-01-08	Paper
Miscellanea. Bayes factors for Fieller's problem	2000-12-12	Paper

Research outcomes over time

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