All Stories

  1. On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
  2. Model-based clustering via skewed matrix-variate cluster-weighted models
  3. Parsimonious hidden Markov models for matrix-variate longitudinal data
  4. Dimension-wise scaled normal mixtures with application to finance and biometry
  5. Assessing Measurement Invariance for Longitudinal Data through Latent Markov Models
  6. Mixtures of Matrix-Variate Contaminated Normal Distributions
  7. Multiple scaled symmetric distributions in allometric studies
  8. Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
  9. Two new matrix-variate distributions with application in model-based clustering
  10. Unconstrained representation of orthogonal matrices with application to common principal components
  11. The multivariate tail-inflated normal distribution and its application in finance
  12. Dichotomous unimodal compound models: application to the distribution of insurance losses
  13. Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
  14. Robust model-based clustering with mild and gross outliers
  15. Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
  16. High-dimensional unsupervised classification via parsimonious contaminated mixtures
  17. A Random-covariate Approach for Distal Outcome Prediction with Latent Class Analysis
  18. Cluster Validation for Mixtures of Regressions via the Total Sum of Squares Decomposition
  19. A new look at the inverse Gaussian distribution with applications to insurance and economic data
  20. Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population
  21. On the Use of the Sub-Gaussian $$\alpha $$α-Stable Distribution in the Cluster-Weighted Model
  22. Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
  23. Mixtures of multivariate contaminated normal regression models
  24. Compound unimodal distributions for insurance losses
  25. Dealing with omitted answers in a survey on social integration of immigrants in Italy
  26. Testing for serial independence
  27. The multivariate leptokurtic-normal distribution and its application in model-based clustering
  28. A diagram to detect serial dependencies: an application to transport time series
  29. Clustering Multivariate Longitudinal Observations: The Contaminated Gaussian Hidden Markov Model
  30. Multilevel cluster-weighted models for the evaluation of hospitals
  31. Parsimonious mixtures of multivariate contaminated normal distributions
  32. Spatial attraction in migrants' settlement patterns in the city of Catania
  33. Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
  34. Decision boundaries for mixtures of regressions
  35. The Kullback–Leibler autodependogram
  36. Hypothesis Testing for Mixture Model Selection
  37. A time-dependent extension of the projected normal regression model for longitudinal circular data based on a hidden Markov heterogeneity structure
  38. Clustering bivariate mixed-type data via the cluster-weighted model
  39. Erratum to: The Generalized Linear Mixed Cluster-Weighted Model
  40. The Generalized Linear Mixed Cluster-Weighted Model
  41. Cluster-weighted $$t$$ t -factor analyzers for robust model-based clustering and dimension reduction
  42. SDD : An R Package for Serial Dependence Diagrams
  43. Parsimonious Generalized Linear Gaussian Cluster-Weighted Models
  44. Bivariate discrete beta Kernel graduation of mortality data
  45. On the Upward Bias of the Dissimilarity Index and Its Corrections
  46. Flexible mixture modelling with the polynomial Gaussian cluster-weighted model
  47. Model-based clustering via linear cluster-weighted models
  48. Refusal to Answer Specific Questions in a Survey: A Case Study
  49. KernSmoothIRT : An R Package for Kernel Smoothing in Item Response Theory
  50. DBKGrad : An R Package for Mortality Rates Graduation by Discrete Beta Kernel Techniques
  51. Estimating a Rasch Model via Fuzzy Empirical Probability Functions
  52. On the Spectral Decomposition in Normal Discriminant Analysis
  53. Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
  54. Clustering and classification via cluster-weighted factor analyzers
  55. Testing Serial Independence via Density-Based Measures of Divergence
  56. Detecting serial dependencies with the reproducibility probability autodependogram
  57. Using the Autodependogram in Model Diagnostic Checking
  58. Using the Variation Coefficient for Adaptive Discrete Beta Kernel Graduation
  59. Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm
  60. Graduation by Adaptive Discrete Beta Kernels
  61. Checking Serial Independence of Residuals from a Nonlinear Model
  62. The autodependogram: a graphical device to investigate serial dependences
  63. Discrete approximations of continuous and mixed measures on a compact interval
  64. Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
  65. Discrete Beta Kernel Graduation of Age-Specific Demographic Indicators
  66. Discrete Beta-Type Models
  67. Considerations on the Impact of Ill-Conditioned Configurations in the CML Approach