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08/22/2023
Uncovering a generalised gamma distribution: from shape to interpretation
In this paper, we introduce the flexible interpretable gamma (FIG) distr...
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06/14/2023
The generalized hyperbolic family and automatic model selection through the multiple-choice LASSO
We revisit the generalized hyperbolic (GH) distribution and its nested m...
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09/26/2022
Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns
Recent studies about cryptocurrency returns show that its distribution c...
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11/29/2021
Model-based clustering via skewed matrix-variate cluster-weighted models
Cluster-weighted models (CWMs) extend finite mixtures of regressions (FM...
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07/09/2021
Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data
Hidden Markov models (HMMs) have been extensively used in the univariate...
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04/24/2021
Matrix Normal Cluster-Weighted Models
Finite mixtures of regressions with fixed covariates are a commonly used...
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03/17/2021
Multivariate Cluster Weighted Models Using Skewed Distributions
Much work has been done in the area of the cluster weighted model (CWM),...
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06/22/2020
The multivariate tail-inflated normal distribution and its application in finance
This paper introduces the multivariate tail-inflated normal (MTIN) distr...
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05/08/2020
Mixtures of Contaminated Matrix Variate Normal Distributions
Analysis of three-way data is becoming ever more prevalent in the litera...
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06/03/2019
Unconstrained representation of orthogonal matrices with application to common principle components
Many statistical problems involve the estimation of a (d× d) orthogonal ...
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10/21/2018
Multiple Scaled Contaminated Normal Distribution and Its Application in Clustering
The multivariate contaminated normal (MCN) distribution represents a sim...
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05/10/2018
Robust Model-Based Clustering of Voting Records
We explore the possibility of discovering extreme voting patterns in the...
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01/04/2018
Cluster-weighted latent class modeling
Usually in Latent Class Analysis (LCA), external predictors are taken to...
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07/14/2017
A new look at the inverse Gaussian distribution
The inverse Gaussian (IG) is one of the most famous and considered distr...
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11/03/2014
Multivariate response and parsimony for Gaussian cluster-weighted models
A family of parsimonious Gaussian cluster-weighted models is presented. ...
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02/26/2014