Journal of the Italian Statistical Society

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A unifying view on some problems in probability and statistics
Journal of the Italian Statistical Society - Tập 23 - Trang 483-500 - 2014
Patrizia Berti, Luca Pratelli, Pietro Rigo
Let $$L$$ be a linear space of real random variables on the measurable space $$(\varOmega ,\mathcal {A})$$ ...... hiện toàn bộ
Các kiểm tra đồng liên kết LR khi một số quan hệ đồng liên kết đã được biết Dịch bởi AI
Journal of the Italian Statistical Society - Tập 10 - Trang 123-137 - 2001
Paolo Paruolo
Bài báo này xem xét phân tích tiệm cận của tỷ lệ khả năng (LR) và kiểm tra hạng đồng liên kết (CI) trong các mô hình hồi quy tự hồi tiếp (VAR) khi một số vecteur CI đã được biết và cố định. Chúng tôi chỉ ra rằng định luật giới hạn không phụ thuộc vào các tham số phiền toái. Trong trường hợp các kiểm tra LR nhằm vào thay thế của không gian CI hoàn toàn không bị hạn chế, định luật giới hạn có thể đư...... hiện toàn bộ
#tỷ lệ khả năng #kiểm tra đồng liên kết #hồi quy tự hồi tiếp #mô hình VAR #phân tích tiệm cận
Entropy regularization in probabilistic clustering
Journal of the Italian Statistical Society - - Trang 1-24 - 2023
Beatrice Franzolini, Giovanni Rebaudo
Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters’ frequencies with only a few dominating clusters and a large number of sparsely-populated ones. This feature translates into results that are often uninterpretable unless we accept to ignore a relevant number o...... hiện toàn bộ
Empirical bayesInterval estimates: An application to geographical epidemiology
Journal of the Italian Statistical Society - Tập 2 - Trang 251-267 - 1993
Annibale Biggeri, Mario Braga, Marco Marchi
Empirical Bayes estimates have been advocated as an improvement for mapping rare diseases or health events aggregated in small areas. In particular different parametric approaches have been proposed for dealing with non-normal data, assuming that disease occurrencies follow non-homogeneous Poisson law, whose parameters are treated as random variables. This paper shows how to conduct a complete Emp...... hiện toàn bộ
Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients
Journal of the Italian Statistical Society - Tập 30 - Trang 477-514 - 2020
Abdelouahab Bibi
Periodic models for volatility process constitute an alternative representation for the seasonal patterns observed in data exhibits a strong seasonal volatility driven by periodic coefficients of high and law variation. Moreover, these varying-parameters can arise also when seasonality is incorporated into the theory of economic decision-making So, in this paper, we propose an extension of time-in...... hiện toàn bộ
Consistency of the estimator of binary response models based on AUC maximization
Journal of the Italian Statistical Society - Tập 22 - Trang 381-390 - 2013
Igor Fedotenkov
This paper examines the asymptotic properties of a binary response model estimator based on maximization of the Area Under receiver operating characteristic Curve (AUC). Given certain assumptions, AUC maximization is a consistent method of binary response model estimation up to normalizations. As AUC is equivalent to Mann-Whitney U statistics and Wilcoxon test of ranks, maximization of area under ...... hiện toàn bộ
On score vector- and residual-based CUSUM tests in ARMA–GARCH models
Journal of the Italian Statistical Society - Tập 27 - Trang 385-406 - 2017
Haejune Oh, Sangyeol Lee
In this study, we consider the problem of testing for a parameter change in ARMA–GARCH models. We suggest two types of cumulative sum (CUSUM) tests, namely, score vector- and residual-based CUSUM tests. It is shown that under regularity conditions, their limiting null distributions are the sup of Brownian bridges. A simulation study and real data analysis are conducted for illustration.
Identifiability conditions for Generalised STARMA models
Journal of the Italian Statistical Society - Tập 6 - Trang 245-255 - 1997
Giuseppina Guagnano, Silvia Terzi
In this paper, starting from some well known results for the structural identifiability of VARMA models of given maximum time lagsp andq, we derive parametric conditions which guarantee the identification of Generalized STARMA models.
A note on simultaneous calibrated prediction intervals for time series
Journal of the Italian Statistical Society - - 2021
Giovanni Fonseca, Federica Giummolè, Paolo Vidoni
A multiple inflated negative binomial hurdle regression model: analysis of the Italians’ tourism behaviour during the Great Recession
Journal of the Italian Statistical Society -
Chiara Bocci, Laura Grassini, Emilia Rocco
AbstractWe analyse tourism behaviour of Italian residents in the period covering the 2008 Great Recession. Using the Trips of Italian Residents in Italy and Abroad quarterly survey, carried out by the Italian National Institute of Statistics, we investigate whether and how the economic recession has affected the total number of overnight ...... hiện toàn bộ
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