Works matching AU Bagnato, Luca
Results: 20
A unified skew‐normal geostatistical factor model.
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- Environmetrics, 2021, v. 32, n. 4, p. 1, doi. 10.1002/env.2672
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The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements.
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- Symmetry (20738994), 2016, v. 8, n. 8, p. 77, doi. 10.3390/sym8080077
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The autodependogram: a graphical device to investigate serial dependences.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 233, doi. 10.1111/j.1467-9892.2011.00754.x
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The multivariate tail-inflated normal distribution and its application in finance.
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- Journal of Statistical Computation & Simulation, 2021, v. 91, n. 1, p. 1, doi. 10.1080/00949655.2020.1805451
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- Article
Dual αvβ3 and αvβ5 blockade attenuates fibrotic and vascular alterations in a murine model of systemic sclerosis.
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- Clinical Science, 2018, v. 132, n. 2, p. 231, doi. 10.1042/CS20171426
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Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series.
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- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 91, doi. 10.1093/jjfinec/nby019
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An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains.
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- Metroeconomica, 2019, v. 70, n. 4, p. 688, doi. 10.1111/meca.12248
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Pulsed electromagnetic fields in knee osteoarthritis: a double blind, placebo-controlled, randomized clinical trial.
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- Rheumatology, 2016, v. 55, n. 4, p. 755, doi. 10.1093/rheumatology/kev426
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A diagram to detect serial dependencies: an application to transport time series.
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- Quality & Quantity, 2017, v. 51, n. 2, p. 581, doi. 10.1007/s11135-016-0426-y
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Testing Serial Independence via Density-Based Measures of Divergence.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 627, doi. 10.1007/s11009-013-9320-4
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The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns.
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- Statistical Papers, 2015, v. 56, n. 4, p. 1205, doi. 10.1007/s00362-014-0633-3
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The generalized hyperbolic family and automatic model selection through the multiple‐choice LASSO.
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- Statistical Analysis & Data Mining, 2024, v. 17, n. 1, p. 1, doi. 10.1002/sam.11652
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Multiple scaled symmetric distributions in allometric studies.
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- International Journal of Biostatistics, 2022, v. 18, n. 1, p. 219, doi. 10.1515/ijb-2020-0059
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Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns.
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- Communications in Statistics: Theory & Methods, 2022, v. 51, n. 2, p. 486, doi. 10.1080/03610926.2020.1751202
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Testing for Serial Independence: Beyond the Portmanteau Approach.
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- American Statistician, 2018, v. 72, n. 3, p. 219, doi. 10.1080/00031305.2016.1264314
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Allometric analysis using the multivariate shifted exponential normal distribution.
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- Biometrical Journal, 2020, v. 62, n. 6, p. 1525, doi. 10.1002/bimj.201900248
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Simvastatin prevents vascular complications in the chronic reactive oxygen species murine model of systemic sclerosis.
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- Free Radical Research, 2016, v. 50, n. 5, p. 514, doi. 10.3109/10715762.2016.1149171
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On the Spectral Decomposition in Normal Discriminant Analysis.
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- Communications in Statistics: Simulation & Computation, 2014, v. 43, n. 6, p. 1471, doi. 10.1080/03610918.2012.735318
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Unconstrained representation of orthogonal matrices with application to common principal components.
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- Computational Statistics, 2021, v. 36, n. 2, p. 1177, doi. 10.1007/s00180-020-01041-8
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Finite mixtures of unimodal beta and gamma densities and the $$k$$-bumps algorithm.
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- Computational Statistics, 2013, v. 28, n. 4, p. 1571, doi. 10.1007/s00180-012-0367-4
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