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Luca Bagnato
Luca Bagnato
Associate Professor
Verified email at unicatt.it - Homepage
Title
Cited by
Cited by
Year
Finite mixtures of unimodal beta and gamma densities and the-bumps algorithm
L Bagnato, A Punzo
Computational Statistics 28 (4), 1571-1597, 2013
732013
Compound unimodal distributions for insurance losses
A Punzo, L Bagnato, A Maruotti
Insurance: Mathematics and Economics 81, 95-107, 2018
642018
The multivariate leptokurtic‐normal distribution and its application in model‐based clustering
L Bagnato, A Punzo, MG Zoia
Canadian Journal of Statistics 45 (1), 95-119, 2017
472017
Hidden Markov and semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series
A Maruotti, A Punzo, L Bagnato
Journal of Financial Econometrics 17 (1), 91-117, 2019
302019
Two new matrix-variate distributions with application in model-based clustering
SD Tomarchio, A Punzo, L Bagnato
Computational Statistics & Data Analysis 152, 107050, 2020
282020
Radium isotopes in Estonian groundwater: measurements, analytical correlations, population dose and a proposal for a monitoring strategy
M Forte, L Bagnato, E Caldognetto, S Risica, F Trotti, R Rusconi
Journal of Radiological Protection 30 (4), 761, 2010
262010
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
L Bagnato, V Potì, MG Zoia
Statistical Papers 56, 1205-1234, 2015
232015
Testing serial independence via density-based measures of divergence
L Bagnato, L De Capitani, A Punzo
Methodology and Computing in Applied Probability 16, 627-641, 2014
222014
Modeling the cryptocurrency return distribution via Laplace scale mixtures
A Punzo, L Bagnato
Physica A: Statistical Mechanics and Its Applications 563, 125354, 2021
202021
The autodependogram: a graphical device to investigate serial dependences
L Bagnato, A Punzo, O Nicolis
Journal of Time Series Analysis 33 (2), 233-254, 2012
192012
The multivariate tail-inflated normal distribution and its application in finance
A Punzo, L Bagnato
Journal of Statistical Computation and Simulation 91 (1), 1-36, 2021
172021
Waiting for Godot? Success or failure of firms’ growth in a panel of Italian manufacturing firms
E Bartoloni, M Baussola, L Bagnato
Structural Change and Economic Dynamics 55, 259-275, 2020
172020
Allometric analysis using the multivariate shifted exponential normal distribution
A Punzo, L Bagnato
Biometrical Journal 62 (6), 1525-1543, 2020
152020
Unconstrained representation of orthogonal matrices with application to common principal components
L Bagnato, A Punzo
Computational Statistics 36 (2), 1177-1195, 2021
132021
On the spectral decomposition in normal discriminant analysis
L Bagnato, F Greselin, A Punzo
Communications in Statistics-Simulation and Computation 43 (6), 1471-1489, 2014
132014
On the use of 2-test to check serial independence
L Bagnato, A Punzo
Statistica & Applicazioni 8 (1), 57-74, 2010
122010
SDD: an R package for serial dependence diagrams
L Bagnato, L De Capitani, A Mazza, A Punzo
Journal of Statistical Software 64 (1), 1-19, 2015
112015
Detecting serial dependencies with the reproducibility probability autodependogram
L Bagnato, L De Capitani, A Punzo
AStA Advances in Statistical Analysis 98, 35-61, 2014
112014
Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
SD Tomarchio, L Bagnato, A Punzo
AStA Advances in Statistical Analysis, 1-33, 2022
92022
A diagram to detect serial dependencies: an application to transport time series
L Bagnato, L De Capitani, A Punzo
Quality & quantity 51, 581-594, 2017
72017
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