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Research Output 2017 2019

2019

Bayesian nonparametric sparse VAR models

Billio, M., Casarin, R. & Rossini, L., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Vector autoregressive model
Coefficients
Clustering
Stylized facts
Prediction accuracy

Forecasting daily electricity prices with monthly macroeconomic variables

Foroni, C., Ravazzolo, F. & Rossini, L., 20 Mar 2019, Working paper, (ECB Working Paper Series).

Research output: Working paperAcademic

Macroeconomic variables
Electricity price
Macroeconomics
Forecasting accuracy
Oil prices

Hierarchical Species Sampling Models

Bassetti, F., Casarin, R. & Rossini, L., 30 Jan 2019, In : arXiv.org.

Research output: Contribution to JournalArticleAcademic

Prior distribution
Random Measure
Model
Random Probability Measure
Nonparametric Inference

On a flexible construction of a negative binomial model

Leisen, F., Mena, R. H., Palma, F. & Rossini, L., Sep 2019, In : Statistics and Probability Letters. 152, p. 1-8 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Negative Binomial Model
Closed-form
Birth and Death Process
Negative Binomial
Binomial distribution
2018

Bayesian non-parametric conditional copula estimation of twin data

Dalla Valle, L., Leisen, F. & Rossini, L., 1 Apr 2018, In : Journal of the Royal Statistical Society. Series C: Applied Statistics. 67, 3, p. 523-548 26 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Bayesian Nonparametrics
Copula
Covariates
Economics
Heritability

Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration

Gianfreda, A., Ravazzolo, F. & Rossini, L., 12 Dec 2018, In : arXiv.org.

Research output: Contribution to JournalArticleAcademic

Forecasting performance
Renewable energy sources
Penetration
Electricity price
Point forecasts

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Leisen, F., Rossini, L. & Villa, C., 28 Nov 2018, In : arXiv.org.

Research output: Contribution to JournalArticleAcademic

Dependent Data
Exponential Power Distribution
Location-scale Model
Logistics/distribution
Methodology

Objective bayesian analysis of the Yule–Simon distribution with applications

Leisen, F., Rossini, L. & Villa, C., 1 Mar 2018, In : Computational Statistics. 33, 1, p. 99-126 28 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Bayesian Analysis
Jeffreys Prior
Simulation Study
Bayesian analysis
2017

A note on the posterior inference for the Yule–Simon distribution

Leisen, F., Rossini, L. & Villa, C., 13 Apr 2017, In : Journal of statistical computation and simulation. 87, 6, p. 1179-1188 10 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Text Analysis
Gibbs Sampling
Count Data
Small Sample Size
Shape Parameter

Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth

Casarin, R., Frattarolo, L. & Rossini, L., Sep 2017, In : Journal of the Royal Statistical Society. Series B. Statistical Methodology. 79, 4

Research output: Contribution to JournalArticleAcademicpeer-review

Credit Scoring
Random Projection
Copula
Discriminant Analysis
Ensemble

Discussion on "Sparse graphs using exchangeable random measures" by F. Caron and E. B. Fox

Casarin, R., Iacopini, M. & Rossini, L., Sep 2017, In : Journal of the Royal Statistical Society. Series B. Statistical Methodology. 79, 5

Research output: Contribution to JournalArticleAcademicpeer-review

Random Measure
Sparse Graphs
Preferential Attachment
Clustering Coefficient
Connected Components