The following pages link to Luca Bagnato (Q479174):
Displaying 26 items.
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Two new matrix-variate distributions with application in model-based clustering (Q830561) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Detecting serial dependencies with the reproducibility probability autodependogram (Q1621659) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions (Q2151998) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm (Q2259082) (← links)
- Using the Autodependogram in Model Diagnostic Checking (Q2930696) (← links)
- The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
- The multivariate leptokurtic‐normal distribution and its application in model‐based clustering (Q4960844) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Allometric analysis using the multivariate shifted exponential normal distribution (Q5135552) (← links)
- The Kullback–Leibler autodependogram (Q5138190) (← links)
- On the Spectral Decomposition in Normal Discriminant Analysis (Q5418881) (← links)
- Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
- Parsimonious mixtures for the analysis of tensor-variate data (Q6063148) (← links)
- Model-based clustering using a new multivariate skew distribution (Q6552947) (← links)
- A Laplace-based model with flexible tail behavior (Q6554263) (← links)
- On the use of the matrix-variate tail-inflated normal distribution for parsimonious mixture modeling (Q6614843) (← links)
- A unified skew-normal geostatistical factor model (Q6626389) (← links)
- Multiple scaled symmetric distributions in allometric studies (Q6637092) (← links)
- Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions (Q6653074) (← links)
