Bagnato, Luca
Bagnato, Luca
PIACENZA - Dipartimento di Scienze economiche e sociali - DISES
A Laplace-based model with flexible tail behavior
2024 Tortora, C.; Franczak, B. C.; Bagnato, Luca; Punzo, A.
Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns
2024 Punzo, A; Bagnato, Luca
The generalized hyperbolic family and automatic model selection through the multiple-choice LASSO
2024 Bagnato, Luca; Farcomeni, A; Punzo, A
Model-based clustering using a new multivariate skew distribution
2023 Tomarchio, S. D.; Bagnato, Luca; Punzo, A.
On the Use of the Matrix-Variate Tail-Inflated Normal Distribution for Parsimonious Mixture Modeling
2023 Tomarchio, Salvatore D.; Punzo, Antonio; Bagnato, Luca
Parsimonious mixtures for the analysis of tensor-variate data
2023 Tomarchio, S. D.; Punzo, A.; Bagnato, Luca
Parsimonious Mixtures of Matrix-Variate Shifted Exponential Normal Distributions
2023 Tomarchio, S. D.; Bagnato, Luca; Punzo, A.
Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
2023 Browne, Ryan P.; Bagnato, Luca; Punzo, Antonio
A New Decomposition of Orthogonal Matrices with Application to Common Principal Components
2022 Bagnato, Luca; Punzo, Antonio
A new family of multivariate centrally symmetric distributions
2022 Bagnato, Luca; Punzo, Antonio
Dimension-wise scaled normal mixtures with application to finance and biometry
2022 Punzo, A.; Bagnato, L.
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
2022 Bagnato, Luca; Punzo, A.; Zoia, Maria
Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
2022 Tomarchio, S. D.; Bagnato, Luca; Punzo, A.
Multiple scaled symmetric distributions in allometric studies
2022 Punzo, A; Bagnato, Luca
A unified skew‐normal geostatistical factor model
2021 Minozzo, Marco; Bagnato, Luca
Forecasting in GARCH models with polynomially modified innovations
2021 Vacca, Gianmarco; Zoia, Maria; Bagnato, Luca
Forecasting the United States Election Through Primary Vote Results
2021 Franco Mars, Sebastiano; Calegari, Elena; Bagnato, Luca
Modelling the cryptocurrency return distribution via Laplace scale mixtures
2021 Punzo, Antonio; Bagnato, Luca
The multivariate tail-inflated normal distribution and its application in finance
2021 Punzo, A.; Bagnato, Luca
Unconstrained representation of orthogonal matrices with application to common principal components
2021 Bagnato, Luca; Punzo, Antonio