Luca Bagnato
Luca Bagnato
Assistant Professor
Verified email at - Homepage
Cited by
Cited by
Finite mixtures of unimodal beta and gamma densities and the -bumps algorithm
L Bagnato, A Punzo
Computational Statistics 28 (4), 1571-1597, 2013
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
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
Compound unimodal distributions for insurance losses
A Punzo, L Bagnato, A Maruotti
Insurance: Mathematics and Economics 81, 95-107, 2018
Testing serial independence via density-based measures of divergence
L Bagnato, L De Capitani, A Punzo
Methodology and Computing in Applied Probability 16 (3), 627-641, 2014
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
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
On the use of chi-square test to check serial independence
L Bagnato, A Punzo
Eugenio Brentari 8 (1), 57-74, 2010
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
L Bagnato, V Potý, MG Zoia
Statistical Papers 56 (4), 1205-1234, 2015
Detecting serial dependencies with the reproducibility probability autodependogram
L Bagnato, L De Capitani, A Punzo
AStA Advances in Statistical Analysis 98 (1), 35-61, 2014
SDD: An R package for serial dependence diagrams
L Bagnato, L De Capitani, A Mazza, A Punzo
Journal of Statistical Software 64 (2), 1-19, 2015
Checking serial independence of residuals from a nonlinear model
L Bagnato, A Punzo
Challenges at the interface of data analysis, computer science, andá…, 2012
Using the Autodependogram in Model Diagnostic Checking
L Bagnato, A Punzo
Advances in Theoretical and Applied Statistics, 129-139, 2013
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
A diagram to detect serial dependencies: an application to transport time series
L Bagnato, L De Capitani, A Punzo
Quality & Quantity 51 (2), 581-594, 2017
A latent variable approach to modelling multivariate geostatistical skew-normal data
L Bagnato, M Minozzo
Advances in Latent Variables, 113-126, 2014
Nonparametric ARCH with additive mean and multiplicative volatility: a new estimation procedure
L Bagnato
Eugenio Brentari 6 (1), 63-79, 2009
Testing for serial independence: beyond the Portmanteau approach
L Bagnato, L De Capitani, A Punzo
The American Statistician 72 (3), 219-238, 2018
The Kullback–Leibler autodependogram
L Bagnato, L De Capitani, A Punzo
Journal of Applied Statistics 43 (14), 2574-2594, 2016
Improving the autodependogram using the Kulback-Leibler divergence
L Bagnato, L De Capitani, A Punzo
arXiv preprint arXiv:1306.5006, 2013
The system can't perform the operation now. Try again later.
Articles 1–20