Ilaria Lucrezia Amerise

Author's titles

Density-weighted quantile regression digital

by Ilaria Lucrezia Amerise, Agostino Tarsitano

Year: 2020

This study proposes a new weighted quantile regression method through the introduction of weights based on a recursive estimation of the density function of residuals. The new estimators are strictly related to the quantity quantile method introduced by Radaelli and Zenga in 2006...

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Clustering panels of short time series digital

by Ilaria Lucrezia Amerise

Year: 2017

This article deals with the cluster analysis of panels of short time series which are gathered by observing a fixed set of units at regular intervals of time. Given the reduced length of time series, we follow a non-model-based strategy in which the priority is to assign a value to the dissimilarity between the observed time series themselves rather than to the processes that generate those time series...

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