Skew mixture models for loss distributions: a Bayesian approach. Zbl 1285.62027
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea |
|
2012
|
Bayesian tail risk interdependence using quantile regression. Zbl 1335.62013
Bernardi, Mauro; Gayraud, Ghislaine; Petrella, Lea |
|
2015
|
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. Zbl 1422.62095
Petrella, Lea; Raponi, Valentina |
|
2019
|
Bayesian semiparametric inference on long-range dependence. Zbl 0986.62069
Liseo, Brunero; Marinucci, Domenico; Petrella, Lea |
|
2001
|
Bayesian quantile regression using the skew exponential power distribution. Zbl 1469.62022
Bernardi, Mauro; Bottone, Marco; Petrella, Lea |
|
2018
|
Censored exponential data: large deviations for MLEs and posterior distributions. Zbl 1171.62058
Macci, Claudio; Petrella, Lea |
|
2009
|
Hidden semi-Markov-switching quantile regression for time series. Zbl 1510.62342
Maruotti, Antonello; Petrella, Lea; Sposito, Luca |
|
2021
|
Mixtures of conjugate prior distributions and large deviations for level crossing probabilities. Zbl 1192.62086
Macci, Claudio; Petrella, Lea |
|
2006
|
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study. Zbl 1514.62312
Belloc, F.; Maruotti, Antonello; Petrella, L. |
|
2011
|
Large deviation results on some estimators for stationary Gaussian processes. Zbl 1282.60034
Macci, Claudio; Petrella, Lea |
|
2010
|
On the \(L_p\)-quantiles for the Student \(t\) distribution. Zbl 1380.62056
Bernardi, Mauro; Bignozzi, Valeria; Petrella, Lea |
|
2017
|
A Bayesian proposal for the analysis of stationary and nonstationary AR(1) time series. Zbl 0976.62025
Marinucci, Domenico; Petrella, Lea |
|
1999
|
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution. Zbl 1480.91324
Bottone, Marco; Petrella, Lea; Bernardi, Mauro |
|
2021
|
Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064
Geweke, John; Petrella, Lea |
|
2014
|
The sparse method of simulated quantiles: an application to portfolio optimization. Zbl 1541.62282
Stolfi, Paola; Bernardi, Mauro; Petrella, Lea |
|
2018
|
Quantile hidden semi-Markov models for multivariate time series. Zbl 1495.62011
Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio |
|
2022
|
Block unimodality for multivariate Bayesian robustness. Zbl 1446.62095
Liseo, Brunero; Petrella, Lea; Salinetti, Gabriella |
|
1993
|
Marginal M-quantile regression for multivariate dependent data. Zbl 07533777
Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos |
|
2022
|
Bayes factors for Fieller’s problem. Zbl 1120.62305
Barbieri, Maria Maddalena; Liseo, Brunero; Petrella, Lea |
|
2000
|
Bayesian binary quantile regression for the analysis of bachelor-to-master transition. Zbl 1516.62489
Mollica, Cristina; Petrella, Lea |
|
2017
|
Quantile hidden semi-Markov models for multivariate time series. Zbl 1495.62011
Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio |
|
2022
|
Marginal M-quantile regression for multivariate dependent data. Zbl 07533777
Merlo, Luca; Petrella, Lea; Salvati, Nicola; Tzavidis, Nikos |
|
2022
|
Hidden semi-Markov-switching quantile regression for time series. Zbl 1510.62342
Maruotti, Antonello; Petrella, Lea; Sposito, Luca |
|
2021
|
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution. Zbl 1480.91324
Bottone, Marco; Petrella, Lea; Bernardi, Mauro |
|
2021
|
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. Zbl 1422.62095
Petrella, Lea; Raponi, Valentina |
|
2019
|
Bayesian quantile regression using the skew exponential power distribution. Zbl 1469.62022
Bernardi, Mauro; Bottone, Marco; Petrella, Lea |
|
2018
|
The sparse method of simulated quantiles: an application to portfolio optimization. Zbl 1541.62282
Stolfi, Paola; Bernardi, Mauro; Petrella, Lea |
|
2018
|
On the \(L_p\)-quantiles for the Student \(t\) distribution. Zbl 1380.62056
Bernardi, Mauro; Bignozzi, Valeria; Petrella, Lea |
|
2017
|
Bayesian binary quantile regression for the analysis of bachelor-to-master transition. Zbl 1516.62489
Mollica, Cristina; Petrella, Lea |
|
2017
|
Bayesian tail risk interdependence using quantile regression. Zbl 1335.62013
Bernardi, Mauro; Gayraud, Ghislaine; Petrella, Lea |
|
2015
|
Likelihood-based inference for regular functions with fractional polynomial approximations. Zbl 1312.91064
Geweke, John; Petrella, Lea |
|
2014
|
Skew mixture models for loss distributions: a Bayesian approach. Zbl 1285.62027
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea |
|
2012
|
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study. Zbl 1514.62312
Belloc, F.; Maruotti, Antonello; Petrella, L. |
|
2011
|
Large deviation results on some estimators for stationary Gaussian processes. Zbl 1282.60034
Macci, Claudio; Petrella, Lea |
|
2010
|
Censored exponential data: large deviations for MLEs and posterior distributions. Zbl 1171.62058
Macci, Claudio; Petrella, Lea |
|
2009
|
Mixtures of conjugate prior distributions and large deviations for level crossing probabilities. Zbl 1192.62086
Macci, Claudio; Petrella, Lea |
|
2006
|
Bayesian semiparametric inference on long-range dependence. Zbl 0986.62069
Liseo, Brunero; Marinucci, Domenico; Petrella, Lea |
|
2001
|
Bayes factors for Fieller’s problem. Zbl 1120.62305
Barbieri, Maria Maddalena; Liseo, Brunero; Petrella, Lea |
|
2000
|
A Bayesian proposal for the analysis of stationary and nonstationary AR(1) time series. Zbl 0976.62025
Marinucci, Domenico; Petrella, Lea |
|
1999
|
Block unimodality for multivariate Bayesian robustness. Zbl 1446.62095
Liseo, Brunero; Petrella, Lea; Salinetti, Gabriella |
|
1993
|
