The following pages link to Lea Petrella (Q273620):
Displaying 29 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Likelihood-based inference for regular functions with fractional polynomial approximations (Q472743) (← links)
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Multiple seasonal cycles forecasting model: the Italian electricity demand (Q897854) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
- On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
- Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
- Bayesian semiparametric inference on long-range dependence (Q2773187) (← links)
- Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions (Q3396349) (← links)
- (Q3580558) (← links)
- Block unimodality for multivariate Bayesian robustness (Q3598271) (← links)
- (Q4511009) (← links)
- Miscellanea. Bayes factors for Fieller's problem (Q4520235) (← links)
- Large deviations for method-of-quantiles estimators of one-dimensional parameters (Q5077361) (← links)
- How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study (Q5124912) (← links)
- Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition (Q5138747) (← links)
- Large deviation results on some estimators for stationary Gaussian processes (Q5400836) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)
- Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality (Q6595076) (← links)
- Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles (Q6631713) (← links)
- Quantile mixed hidden Markov models for multivariate longitudinal data: an application to children's strengths and difficulties questionnaire scores (Q6643932) (← links)
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach (Q6665012) (← links)
