All Stories

  1. Dependence Structure between China’s Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis

    Article • Emerging Markets Finance and Trade, May 2019, Taylor & Francis

    Professor Brunero Liseo

  2. Discussion on prior-based Bayes information criterion

    Article • Statistical Theory and Related Fields, March 2019, Taylor & Francis

    Professor Brunero Liseo

  3. Portfolio Diversification Strategy Via Tail-Dependence Clustering and ARMA-GARCH Vine Copula Approach

    Article • Australian Economic Papers, July 2018, Wiley

    Professor Brunero Liseo

  4. Multivariate Fay-Herriot Bayesian estimation of small area means under functional measurement error

    Article • Journal of the Royal Statistical Society Series A (Statistics in Society), October 2017, Wiley

    Professor Brunero Liseo

  5. Comment on Article by Berger, Bernardo, and Sun

    Article • Bayesian Analysis, March 2015, Institute of Mathematical Statistics

    Professor Brunero Liseo

  6. Approximate integrated likelihood via ABC methods

    Article • Statistics and Its Interface, January 2015, International Press of Boston

    Professor Brunero Liseo

  7. Likelihoods that Eliminate Nuisance Parameters

    Article • January 2015, Elsevier

    Professor Brunero Liseo

  8. Approximate Bayesian Quantile Regression for Panel Data

    Article • October 2014, Springer Science + Business Media

    Professor Brunero Liseo

  9. Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error

    Article • Scandinavian Journal of Statistics, September 2014, Wiley

    Professor Brunero Liseo

  10. On the independence Jeffreys prior for skew-symmetric models

    Article • Statistics & Probability Letters, February 2014, Elsevier

    Professor Brunero Liseo

  11. Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach

    Article • Eurasian Journal of Economics and Finance, January 2014, Eurasian Publications

    Professor Brunero Liseo

  12. Objective priors for causal AR(p) with partial autocorrelations

    Article • Journal of Statistical Computation and Simulation, September 2013, Taylor & Francis

    Professor Brunero Liseo

  13. Computational Aspects of Bayesian Spectral Density Estimation

    Article • Journal of Computational and Graphical Statistics, July 2013, Taylor & Francis

    Professor Brunero Liseo

  14. Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach

    Article • Computational Statistics & Data Analysis, July 2013, Elsevier

    Professor Brunero Liseo

  15. Accounting for matching uncertainty in two stage capture–recapture experiments using photographic measurements of natural marks

    Article • Environmental and Ecological Statistics, February 2013, Springer Science + Business Media

    Professor Brunero Liseo

  16. Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process

    Article • The Annals of Statistics, April 2012, Institute of Mathematical Statistics

    Professor Brunero Liseo

  17. Objective Bayesian Analysis of Skew-tDistributions

    Article • Scandinavian Journal of Statistics, February 2012, Wiley

    Professor Brunero Liseo

  18. Objective Bayesian Analysis of a Measurement Error Small Area Model

    Article • Bayesian Analysis, January 2012, Institute of Mathematical Statistics

    Professor Brunero Liseo

  19. A hierarchical Bayesian approach to record linkage and population size problems

    Article • The Annals of Applied Statistics, June 2011, Institute of Mathematical Statistics

    Professor Brunero Liseo

  20. Exploiting blank spots for model-based background correction in discovering genes with DNA array data

    Article • Statistical Modelling, March 2011, SAGE Publications

    Professor Brunero Liseo

  21. Comments on: Natural induction: An objective Bayesian approach

    Article • Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas, March 2009, Springer Science + Business Media

    Professor Brunero Liseo

  22. Some remarks on Bayesian inference for one-way ANOVA models

    Article • Annals of the Institute of Statistical Mathematics, May 2007, Springer Science + Business Media

    Professor Brunero Liseo

  23. Profiling of Mycobacterium tuberculosis gene expression during human macrophage infection: Upregulation of the alternative sigma factor G, a group of transcriptional regulators, and proteins with unknown function

    Article • Research in Microbiology, June 2006, Elsevier

    Professor Brunero Liseo

  24. A note on reference priors for the scalar skew-normal distribution

    Article • Journal of Statistical Planning and Inference, February 2006, Elsevier

    Professor Brunero Liseo

  25. The Elimination of Nuisance Parameters

    Article • January 2005, Elsevier

    Professor Brunero Liseo

  26. Skew-Elliptical Distributions in Bayesian Inference

    Article • July 2004, Taylor & Francis

    Professor Brunero Liseo

  27. A Bayesian interpretation of the multivariate skew-normal distribution

    Article • Statistics & Probability Letters, February 2003, Elsevier

    Professor Brunero Liseo

  28. A default Bayesian test for the number of components in a mixture

    Article • Journal of Statistical Planning and Inference, February 2003, Elsevier

    Professor Brunero Liseo

  29. A Probabilistic Derivation of Dirichlet Integrals

    Article • American Mathematical Monthly, October 2002, JSTOR

    Professor Brunero Liseo

  30. Bayesian semiparametric inference on long-range dependence

    Article • Biometrika, December 2001, Oxford University Press (OUP)

    Professor Brunero Liseo

  31. parameters

    Article • Statistical Science, February 1999, Institute of Mathematical Statistics

    Professor Brunero Liseo

  32. Bayesian robustness for classes of bidimensional priors with given marginals

    Article • January 1996, Institute of Mathematical Statistics

    Professor Brunero Liseo

  33. Elimination of Nuisance Parameters with Reference Priors

    Article • Biometrika, June 1993, JSTOR

    Professor Brunero Liseo

  34. Block unimodality for multivariate Bayesian robustness

    Article • April 1993, Springer Science + Business Media

    Professor Brunero Liseo

  35. Elimination of nuisance parameters with reference priors

    Article • Biometrika, January 1993, Oxford University Press (OUP)

    Professor Brunero Liseo

  36. A note on a counterexample against the likelihood principle

    Article • Communication in Statistics- Theory and Methods, January 1992, Taylor & Francis

    Professor Brunero Liseo