Ilaria Lucrezia Amerise
Density-weighted quantile regression newdigital
format: Article | STATISTICA & APPLICAZIONI - 2020 - 1
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...
Clustering panels of short time series digital
format: Article | STATISTICA & APPLICAZIONI - 2017 - 1
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...