STATISTICA & APPLICAZIONI

Six-monthly journal aimed at promoting research in the Methodological Statistics field

Statistica & Applicazioni is a six-monthly journal aimed at promoting research in statistical methodology and its original and innovative applications. Statistica & Applicazioni publishes research articles (and short notes) on theoretical, computational and applied statistics.

The journal is Open Access.

The journal was founded in 2003 by the following Departments belonging to different Italian Universities:

Quantitative Methods - University of Brescia;
Quantitative Methods for Business and Economic Sciences - University of Milano-Bicocca;
Statistics - University of Milano-Bicocca;
Information Technology and Mathematical Methods - University of Bergamo;
Economics and Statistics - University of Calabria;
«Silvio Vianelli» Mathematical and Statistical Sciences - University of Palermo;
Statistics - Catholic University of the Sacred Heart, Milan.

At present the journal is supported by the following organizations:

DMS StatLab - University of Brescia
Department of Statistics and Quantitative Methods - University of Milano-Bicocca
Department of Statistics - Catholic University of the Sacred Heart, Milan
Department of Economics, Statistics and Finance - University of Calabria
Department of Engineering - University of Bergamo
Az.Agr.Case Basse of Gianfranco Soldera

The journal is

Indexed in: Scopus - Google Scholar - Current Index to Statistics - Ulrich's Periodicals Directory - SCImago Journal & Country Rank
Available on: Torrossa - EBSCO Discovery Service

ISSN carta: 1824-6672

ISSN digitale: 2283-6659

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In this issue

Assessing dimensions of the city’s reputation

by Roberto Fasanelli, Ida Galli, Alfonso Piscitelli pages: 25 Download

Abstract ∨

In social psychology, reputation has been studied with reference to different objects (individuals, brands, cities, etc.) and methodologically, measured discerning between its subdimensions. In this article, city reputation is operationally defined, by using the validated City Reputation Indicators scale. This empirical tool is useful to evaluate the separate dimensions of city reputation independently. Data, obtained from a survey administered in the city of Naples, were analysed using the Classification-tree, a non-parametric procedure, widely used in supervised classification. We also used the Spearman rank correlation, in order to assess the degree of association between overall citizen satisfaction and overall city reputation. The classification tree has made possible the identification of the key path which better identifies people considering Naples a city with a good reputation. Furthermore, results also show the main constituents of city reputation.

Analysis of structural break in VAR (k) time series model: a bayesian approach

by Umme Afifa, Varun Agiwal, Jitendra Kumar pages: 20 Download

Abstract ∨

Vector autoregressive (VAR) model is the most popular modeling tool in macroeconomics. This study considers a Bayesian framework for VAR(k) model with a structural break in the mean. The structural change problem in VAR is of theoretical and practical importance in reference to the economic time series data. The main motivation of the study is to identify the impact of the break in the series and estimate the model parameters in the presence of the break considering appropriate prior assumptions. A simulation study and empirical analysis of the net asset value of national pension schemes for different fund managers have been carried out to justify the proposed mechanism.

The evaluation of credit risk using survival models: an application on Italian SMEs

by Andrea Marletta pages: 18 Download

Abstract ∨

The financial literature proposed many contributions to measure the credit risk, in this work a survival approach is proposed to reach this purpose. Having available the survival times for each credit line, the choice was oriented to survival models to evaluate the pathological death of the loan. A survival analysis was conducted on a dataset containing 5322 credits for Italian companies through a Cox model considering some risk factors about both the company and the loan. The selected Cox model led to the identification of risk profiles representing different situations in terms of probability of insolvency.

A statistical assessment on abrupt change and trend analysis of rice production

by Christophe Chesneau, Polisetty Kalpana, Paidipati Kiran Kumar pages: 11 Download

Abstract ∨

The most common method for studying historical data is to use regression methods and predictive modeling on time series data. The parametric methodology for time series data analysis is a customary method when the data are available on a continuous scale. However, most of the time, the data availability may be on a categorical or ordinal scale. Hence, the nonparametric methodology is more rational in handling time series data. This study considers two prominent non-parametric methods, namely Pettitt’s test and Buishand’s range test. In particular, we examine an abrupt change in the annual data of rice production during the period 1980-2020 by these methods. The study continued to assess the performance of rice production with the presence and absence of trend as performed by the Mann-Kendall test and the trend measured by Sen’s slope estimator. According to the findings, the second time period’s average growth rate has improved slightly but not as significantly as the first time period’s.