Tomarchio, Salvatore D.; Punzo, Antonio; Bagnato, Luca Parsimonious mixtures for the analysis of tensor-variate data. (English) Zbl 1523.62040 Stat. Comput. 33, No. 6, Paper No. 123, 27 p. (2023). MSC: 62-08 62H30 PDFBibTeX XMLCite \textit{S. D. Tomarchio} et al., Stat. Comput. 33, No. 6, Paper No. 123, 27 p. (2023; Zbl 1523.62040) Full Text: DOI OA License
Tomarchio, Salvatore D.; Bagnato, Luca; Punzo, Antonio Model-based clustering via new parsimonious mixtures of heavy-tailed distributions. (English) Zbl 1490.62164 AStA, Adv. Stat. Anal. 106, No. 2, 315-347 (2022). MSC: 62H30 62F10 62P10 PDFBibTeX XMLCite \textit{S. D. Tomarchio} et al., AStA, Adv. Stat. Anal. 106, No. 2, 315--347 (2022; Zbl 1490.62164) Full Text: DOI
Punzo, Antonio; Bagnato, Luca Dimension-wise scaled normal mixtures with application to finance and biometry. (English) Zbl 1493.62321 J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022; Zbl 1493.62321) Full Text: DOI
Bagnato, Luca; Punzo, Antonio; Zoia, Maria Grazia Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns. (English) Zbl 07532286 Commun. Stat., Theory Methods 51, No. 2, 486-500 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Bagnato} et al., Commun. Stat., Theory Methods 51, No. 2, 486--500 (2022; Zbl 07532286) Full Text: DOI
Punzo, Antonio; Bagnato, Luca Modeling the cryptocurrency return distribution via Laplace scale mixtures. (English) Zbl 07573965 Physica A 563, Article ID 125354, 18 p. (2021). MSC: 82-XX PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, Physica A 563, Article ID 125354, 18 p. (2021; Zbl 07573965) Full Text: DOI
Punzo, Antonio; Bagnato, Luca The multivariate tail-inflated normal distribution and its application in finance. (English) Zbl 07480666 J. Stat. Comput. Simulation 91, No. 1, 1-36 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, J. Stat. Comput. Simulation 91, No. 1, 1--36 (2021; Zbl 07480666) Full Text: DOI arXiv
Bagnato, Luca; Punzo, Antonio Unconstrained representation of orthogonal matrices with application to common principal components. (English) Zbl 1505.62046 Comput. Stat. 36, No. 2, 1177-1195 (2021). MSC: 62-08 62H25 62H30 62P10 PDFBibTeX XMLCite \textit{L. Bagnato} and \textit{A. Punzo}, Comput. Stat. 36, No. 2, 1177--1195 (2021; Zbl 1505.62046) Full Text: DOI arXiv
Tomarchio, Salvatore D.; Punzo, Antonio; Bagnato, Luca Two new matrix-variate distributions with application in model-based clustering. (English) Zbl 1510.62235 Comput. Stat. Data Anal. 152, Article ID 107050, 17 p. (2020). MSC: 62H10 62H30 62H12 PDFBibTeX XMLCite \textit{S. D. Tomarchio} et al., Comput. Stat. Data Anal. 152, Article ID 107050, 17 p. (2020; Zbl 1510.62235) Full Text: DOI
Punzo, Antonio; Bagnato, Luca Allometric analysis using the multivariate shifted exponential normal distribution. (English) Zbl 1448.62184 Biom. J. 62, No. 6, 1525-1543 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, Biom. J. 62, No. 6, 1525--1543 (2020; Zbl 1448.62184) Full Text: DOI
Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio Testing for serial independence: beyond the Portmanteau approach. (English) Zbl 07663943 Am. Stat. 72, No. 3, 219-238 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Bagnato} et al., Am. Stat. 72, No. 3, 219--238 (2018; Zbl 07663943) Full Text: DOI
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello Compound unimodal distributions for insurance losses. (English) Zbl 1416.91217 Insur. Math. Econ. 81, 95-107 (2018). MSC: 91B30 62G32 62P05 60E05 PDFBibTeX XMLCite \textit{A. Punzo} et al., Insur. Math. Econ. 81, 95--107 (2018; Zbl 1416.91217) Full Text: DOI
Bagnato, Luca; Punzo, Antonio; Zoia, Maria G. The multivariate leptokurtic-normal distribution and its application in model-based clustering. (English. French summary) Zbl 1462.62308 Can. J. Stat. 45, No. 1, 95-119 (2017). MSC: 62H10 60E05 62H30 PDFBibTeX XMLCite \textit{L. Bagnato} et al., Can. J. Stat. 45, No. 1, 95--119 (2017; Zbl 1462.62308) Full Text: DOI
Bagnato, L.; De Capitani, L.; Punzo, A. The Kullback-Leibler autodependogram. (English) Zbl 1516.62137 J. Appl. Stat. 43, No. 14, 2574-2594 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Bagnato} et al., J. Appl. Stat. 43, No. 14, 2574--2594 (2016; Zbl 1516.62137) Full Text: DOI
Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio Detecting serial dependencies with the reproducibility probability autodependogram. (English) Zbl 1443.62241 AStA, Adv. Stat. Anal. 98, No. 1, 35-61 (2014). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{L. Bagnato} et al., AStA, Adv. Stat. Anal. 98, No. 1, 35--61 (2014; Zbl 1443.62241) Full Text: DOI
Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio Testing serial independence via density-based measures of divergence. (English) Zbl 1378.62057 Methodol. Comput. Appl. Probab. 16, No. 3, 627-641 (2014). MSC: 62M10 62G10 62G07 PDFBibTeX XMLCite \textit{L. Bagnato} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 627--641 (2014; Zbl 1378.62057) Full Text: DOI Link
Bagnato, Luca; Greselin, Francesca; Punzo, Antonio On the spectral decomposition in normal discriminant analysis. (English) Zbl 1333.62056 Commun. Stat., Simulation Comput. 43, No. 6, 1471-1489 (2014). MSC: 62F03 62F07 62F30 62H30 PDFBibTeX XMLCite \textit{L. Bagnato} et al., Commun. Stat., Simulation Comput. 43, No. 6, 1471--1489 (2014; Zbl 1333.62056) Full Text: DOI
Bagnato, Luca; Punzo, Antonio Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm. (English) Zbl 1306.65024 Comput. Stat. 28, No. 4, 1571-1597 (2013). MSC: 62-08 PDFBibTeX XMLCite \textit{L. Bagnato} and \textit{A. Punzo}, Comput. Stat. 28, No. 4, 1571--1597 (2013; Zbl 1306.65024) Full Text: DOI
Bagnato, Luca; Punzo, Antonio Using the autodependogram in model diagnostic checking. (English) Zbl 1300.62066 Torelli, Nicola (ed.) et al., Advances in theoretical and applied statistics. Selected papers based on the presentations at the 45th meeting of the Italian Statistical Society (SIS), Padua, Italy, June 16–18, 2010. Berlin: Springer (ISBN 978-3-642-35587-5/hbk; 978-3-642-35588-2/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 129-139 (2013). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{L. Bagnato} and \textit{A. Punzo}, in: Advances in theoretical and applied statistics. Selected papers based on the presentations at the 45th meeting of the Italian Statistical Society (SIS), Padua, Italy, June 16--18, 2010. Berlin: Springer. 129--139 (2013; Zbl 1300.62066) Full Text: DOI
Bagnato, Luca; Punzo, Antonio; Nicolis, Orietta The autodependogram: a graphical device to investigate serial dependences. (English) Zbl 1300.62067 J. Time Ser. Anal. 33, No. 2, 233-254 (2012). MSC: 62M10 62A09 62H17 PDFBibTeX XMLCite \textit{L. Bagnato} et al., J. Time Ser. Anal. 33, No. 2, 233--254 (2012; Zbl 1300.62067) Full Text: DOI Link