Works matching AU Punzo, Antonio

Results: 56

On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19.

Published in:

Applied Economics, 2023, v. 55, n. 32, p. 3675, doi. 10.1080/00036846.2022.2117777

By:

Cremaschini, Alessandro;
Punzo, Antonio;
Martellucci, Eliano;
Maruotti, Antonello

Publication type:

Article

Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies.

Published in:

International Statistical Review, 2021, v. 89, n. 3, p. 447, doi. 10.1111/insr.12436

By:

Maruotti, Antonello;
Punzo, Antonio

Publication type:

Article

Bivariate discrete beta Kernel graduation of mortality data.

Published in:

Lifetime Data Analysis, 2015, v. 21, n. 3, p. 419, doi. 10.1007/s10985-014-9300-1

By:

Mazza, Angelo;
Punzo, Antonio

Publication type:

Article

The autodependogram: a graphical device to investigate serial dependences.

Published in:

Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 233, doi. 10.1111/j.1467-9892.2011.00754.x

By:

Bagnato, Luca;
Punzo, Antonio;
Nicolis, Orietta

Publication type:

Article

Model-based clustering via skewed matrix-variate cluster-weighted models.

Published in:

Journal of Statistical Computation & Simulation, 2022, v. 92, n. 13, p. 2645, doi. 10.1080/00949655.2022.2084093

By:

Gallaugher, Michael P.B.;
Tomarchio, Salvatore D.;
McNicholas, Paul D.;
Punzo, Antonio

Publication type:

Article

The multivariate tail-inflated normal distribution and its application in finance.

Published in:

Journal of Statistical Computation & Simulation, 2021, v. 91, n. 1, p. 1, doi. 10.1080/00949655.2020.1805451

By:

Punzo, Antonio;
Bagnato, Luca

Publication type:

Article

Hypothesis Testing for Mixture Model Selection.

Published in:

Journal of Statistical Computation & Simulation, 2016, v. 86, n. 14, p. 2797, doi. 10.1080/00949655.2015.1131282

By:

Punzo, Antonio;
Browne, Ryan P.;
McNicholas, Paul D.

Publication type:

Article

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

Published in:

2018

By:

Punzo, Antonio;
Ingrassia, Salvatore;
Maruotti, Antonello

Publication type:

journal article

Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series.

Published in:

Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 91, doi. 10.1093/jjfinec/nby019

By:

Maruotti, Antonello;
Punzo, Antonio;
Bagnato, Luca

Publication type:

Article

On the Upward Bias of the Dissimilarity Index and Its Corrections.

Published in:

Sociological Methods & Research, 2015, v. 44, n. 1, p. 80, doi. 10.1177/0049124114543242

By:

Mazza, Angelo;
Punzo, Antonio

Publication type:

Article

A time-dependent extension of the projected normal regression model for longitudinal circular data based on a hidden Markov heterogeneity structure.

Published in:

Stochastic Environmental Research & Risk Assessment, 2016, v. 30, n. 6, p. 1725, doi. 10.1007/s00477-015-1183-5

By:

Maruotti, Antonello;
Punzo, Antonio;
Mastrantonio, Gianluca;
Lagona, Francesco

Publication type:

Article

Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models.

Published in:

Journal of the Royal Statistical Society: Series A (Statistics in Society), 2019, v. 182, n. 4, p. 1247, doi. 10.1111/rssa.12466

By:

Tomarchio, Salvatore D.;
Punzo, Antonio

Publication type:

Article

A diagram to detect serial dependencies: an application to transport time series.

Published in:

Quality & Quantity, 2017, v. 51, n. 2, p. 581, doi. 10.1007/s11135-016-0426-y

By:

Bagnato, Luca;
De Capitani, Lucio;
Punzo, Antonio

Publication type:

Article

Testing Serial Independence via Density-Based Measures of Divergence.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 627, doi. 10.1007/s11009-013-9320-4

By:

Bagnato, Luca;
De Capitani, Lucio;
Punzo, Antonio

Publication type:

Article

Spatial attraction in migrants' settlement patterns in the city of Catania.

Published in:

Demographic Research, 2016, v. 35, p. 117, doi. 10.4054/DemRes.2016.35.5

By:

Mazza, Angelo;
Punzo, Antonio

Publication type:

Article

Dealing with omitted answers in a survey on social integration of immigrants in Italy.

Published in:

Mathematical Population Studies, 2017, v. 24, n. 2, p. 84, doi. 10.1080/08898480.2016.1271648

By:

Mazza, Angelo;
Punzo, Antonio

Publication type:

Article

Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions.

Published in:

Statistical Papers, 2021, v. 62, n. 3, p. 1519, doi. 10.1007/s00362-019-01146-3

By:

Punzo, Antonio;
Ingrassia, Salvatore;
Maruotti, Antonello

Publication type:

Article

Mixtures of multivariate contaminated normal regression models.

Published in:

Statistical Papers, 2020, v. 61, n. 2, p. 787, doi. 10.1007/s00362-017-0964-y

By:

Mazza, Angelo;
Punzo, Antonio

Publication type:

Article

Discrete approximations of continuous and mixed measures on a compact interval.

Published in:

Statistical Papers, 2012, v. 53, n. 3, p. 563, doi. 10.1007/s00362-011-0365-6

By:

Punzo, Antonio;
Zini, Alessandro

Publication type:

Article

Cluster-weighted $$t$$ -factor analyzers for robust model-based clustering and dimension reduction.

Published in:

Statistical Methods & Applications, 2015, v. 24, n. 4, p. 623, doi. 10.1007/s10260-015-0298-7

By:

Subedi, Sanjeena;
Punzo, Antonio;
Ingrassia, Salvatore;
McNicholas, Paul

Publication type:

Article

Assessing the pattern of covariance matrices via an augmentation multiple testing procedure.

Published in:

Statistical Methods & Applications, 2011, v. 20, n. 2, p. 141, doi. 10.1007/s10260-010-0157-5

By:

Greselin, Francesca;
Ingrassia, Salvatore;
Punzo, Antonio

Publication type:

Article

Women and insurance pricing policies: a gender-based analysis with GAMLSS on two actuarial datasets.

Published in:

Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-52959-8

By:

Pernagallo, Giuseppe;
Punzo, Antonio;
Torrisi, Benedetto

Publication type:

Article

The generalized hyperbolic family and automatic model selection through the multiple‐choice LASSO.

Published in:

Statistical Analysis & Data Mining, 2024, v. 17, n. 1, p. 1, doi. 10.1002/sam.11652

By:

Bagnato, Luca;
Farcomeni, Alessio;
Punzo, Antonio

Publication type:

Article

Rasch Analysis for Binary Data with Nonignorable Nonresponses.

Published in:

Psicológica, 2013, v. 34, n. 1, p. 97

By:

Bertoli-Barsotti, Lucio;
Punzo, Antonio

Publication type:

Article

COMPARISON OF TWO BIAS REDUCTION TECHNIQUES FOR THE RASCH MODEL.

Published in:

Electronic Journal of Applied Statistical Analysis, 2012, v. 5, n. 3, p. 360, doi. 10.1285/i20705948v5n3p360

By:

Barsotti, Lucio Bertoli;
Punzo, Antonio

Publication type:

Article

A New Look at the Dirichlet Distribution: Robustness, Clustering, and Both Together.

Published in:

Journal of Classification, 2025, v. 42, n. 1, p. 31, doi. 10.1007/s00357-024-09480-4

By:

Tomarchio, Salvatore D.;
Punzo, Antonio;
Ferreira, Johannes T.;
Bekker, Andriette

Publication type:

Article

Matrix-Variate Hidden Markov Regression Models: Fixed and Random Covariates.

Published in:

Journal of Classification, 2024, v. 41, n. 3, p. 429, doi. 10.1007/s00357-023-09438-y

By:

Tomarchio, Salvatore D.;
Punzo, Antonio;
Maruotti, Antonello

Publication type:

Article

Local and Overall Deviance R-Squared Measures for Mixtures of Generalized Linear Models.

Published in:

Journal of Classification, 2023, v. 40, n. 2, p. 233, doi. 10.1007/s00357-023-09432-4

By:

Di Mari, Roberto;
Ingrassia, Salvatore;
Punzo, Antonio

Publication type:

Article

Matrix Normal Cluster-Weighted Models.

Published in:

Journal of Classification, 2021, v. 38, n. 3, p. 556, doi. 10.1007/s00357-021-09389-2

By:

Tomarchio, Salvatore D.;
McNicholas, Paul D.;
Punzo, Antonio

Publication type:

Article

Cluster Validation for Mixtures of Regressions via the Total Sum of Squares Decomposition.

Published in:

Journal of Classification, 2020, v. 37, n. 2, p. 526, doi. 10.1007/s00357-019-09326-4

By:

Ingrassia, Salvatore;
Punzo, Antonio

Publication type:

Article

Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model.

Published in:

Journal of Classification, 2017, v. 34, n. 2, p. 249, doi. 10.1007/s00357-017-9234-x

By:

Punzo, Antonio;
McNicholas, Paul.

Publication type:

Article

Multivariate Response and Parsimony for Gaussian Cluster-Weighted Models.

Published in:

Journal of Classification, 2017, v. 34, n. 1, p. 4, doi. 10.1007/s00357-017-9221-2

By:

Dang, Utkarsh;
Punzo, Antonio;
McNicholas, Paul;
Ingrassia, Salvatore;
Browne, Ryan

Publication type:

Article

Erratum to: The Generalized Linear Mixed Cluster-Weighted Model.

Published in:

2015

By:

Ingrassia, Salvatore;
Punzo, Antonio;
Vittadini, Giorgio;
Minotti, Simona

Publication type:

Erratum

The Generalized Linear Mixed Cluster-Weighted Model.

Published in:

Journal of Classification, 2015, v. 32, n. 1, p. 85, doi. 10.1007/s00357-015-9175-1

By:

Ingrassia, Salvatore;
Punzo, Antonio;
Vittadini, Giorgio;
Minotti, Simona

Publication type:

Article

Multiple scaled symmetric distributions in allometric studies.

Published in:

International Journal of Biostatistics, 2022, v. 18, n. 1, p. 219, doi. 10.1515/ijb-2020-0059

By:

Punzo, Antonio;
Bagnato, Luca

Publication type:

Article

Dichotomous unimodal compound models: application to the distribution of insurance losses.

Published in:

Journal of Applied Statistics, 2020, v. 47, n. 13-15, p. 2328, doi. 10.1080/02664763.2020.1789076

By:

Tomarchio, Salvatore D.;
Punzo, Antonio

Publication type:

Article

A new look at the inverse Gaussian distribution with applications to insurance and economic data.

Published in:

Journal of Applied Statistics, 2019, v. 46, n. 7, p. 1260, doi. 10.1080/02664763.2018.1542668

By:

Punzo, Antonio

Publication type:

Article

Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions.

Published in:

Journal of Applied Statistics, 2018, v. 45, n. 14, p. 2563, doi. 10.1080/02664763.2018.1428288

By:

Punzo, Antonio;
Mazza, Angelo;
Maruotti, Antonello

Publication type:

Article

Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns.

Published in:

Communications in Statistics: Theory & Methods, 2022, v. 51, n. 2, p. 486, doi. 10.1080/03610926.2020.1751202

By:

Bagnato, Luca;
Punzo, Antonio;
Zoia, Maria Grazia

Publication type:

Article

Refusal to Answer Specific Questions in a Survey: A Case Study.

Published in:

Communications in Statistics: Theory & Methods, 2014, v. 43, n. 4, p. 826, doi. 10.1080/03610926.2013.813761

By:

Bertoli-Barsotti, Lucio;
Punzo, Antonio

Publication type:

Article

Testing for Serial Independence: Beyond the Portmanteau Approach.

Published in:

American Statistician, 2018, v. 72, n. 3, p. 219, doi. 10.1080/00031305.2016.1264314

By:

Bagnato, Luca;
De Capitani, Lucio;
Punzo, Antonio

Publication type:

Article

Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices.

Published in:

American Statistician, 2013, v. 67, n. 3, p. 117, doi. 10.1080/00031305.2013.791643

By:

Greselin, Francesca;
Punzo, Antonio

Publication type:

Article

Allometric analysis using the multivariate shifted exponential normal distribution.

Published in:

Biometrical Journal, 2020, v. 62, n. 6, p. 1525, doi. 10.1002/bimj.201900248

By:

Punzo, Antonio;
Bagnato, Luca

Publication type:

Article

Parsimonious mixtures of multivariate contaminated normal distributions.

Published in:

Biometrical Journal, 2016, v. 58, n. 6, p. 1506, doi. 10.1002/bimj.201500144

By:

Punzo, Antonio;
McNicholas, Paul D.

Publication type:

Article

On the Spectral Decomposition in Normal Discriminant Analysis.

Published in:

Communications in Statistics: Simulation & Computation, 2014, v. 43, n. 6, p. 1471, doi. 10.1080/03610918.2012.735318

By:

Bagnato, Luca;
Greselin, Francesca;
Punzo, Antonio

Publication type:

Article

Multiple scaled contaminated normal distribution and its application in clustering.

Published in:

Statistical Modelling: An International Journal, 2021, v. 21, n. 4, p. 332, doi. 10.1177/1471082X19890935

By:

Punzo, Antonio;
Tortora, Cristina

Publication type:

Article

Flexible mixture modelling with the polynomial Gaussian cluster-weighted model.

Published in:

Statistical Modelling: An International Journal, 2014, v. 14, n. 3, p. 257, doi. 10.1177/1471082X13503455

By:

Punzo, Antonio

Publication type:

Article

Mixtures of Matrix-Variate Contaminated Normal Distributions.

Published in:

Journal of Computational & Graphical Statistics, 2022, v. 31, n. 2, p. 413, doi. 10.1080/10618600.2021.1999825

By:

Tomarchio, Salvatore D.;
Gallaugher, Michael P.B.;
Punzo, Antonio;
McNicholas, Paul D.

Publication type:

Article

Clustering Multivariate Longitudinal Observations: The Contaminated Gaussian Hidden Markov Model.

Published in:

Journal of Computational & Graphical Statistics, 2016, v. 25, n. 4, p. 1097, doi. 10.1080/10618600.2015.1089776

By:

Punzo, Antonio;
Maruotti, Antonello

Publication type:

Article

Embedding latent class regression and latent class distal outcome models into cluster‐weighted latent class analysis: a detailed simulation experiment.

Published in:

Australian & New Zealand Journal of Statistics, 2023, v. 65, n. 3, p. 213, doi. 10.1111/anzs.12396

By:

Di Mari, Roberto;
Punzo, Antonio;
Bakk, Zsuzsa

Publication type:

Article