Vita e Pensiero

Psychometrics should ideally measure multidimensional concepts like skills, knowledge, abilities, attitudes, personality traits and educational achievement, which cannot be captured by a single variable...

In this article, we suggest using the sample entropy to fit the structural measurement error model. Using sample entropy in data analysis can be considered as a data screening to avoid problem in the data such as heteroscedasticity and co-linearity...

The Directional Mobility Measurement tool (DMMtool.m) is a free interactive instrument, which computes in MATLAB the directional mobility index by automatically importing and elaborating the data from a wide-format panel, not necessarily balanced, stored in a ‘.xls’ or ‘.xlsx’ spreadsheet, for a single, quantitative, ‘size-type’ scalar variable. We will imagine a sample of firms observed over many successive years to assess their tendency to upsize or downsize...

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Secondo fascicolo del 2017

The total income Y is the sum of c sources Xj : Y = X1 + . . . + Xc: The N units of the population are partitioned in k different subpopulations. In the frequency distribution framework the Bonferroni (1930) point inequality index is given by Vh(Y) = [M(Y) - ̅Mh.(Y)]/M(Y), M(Y) and ̅Mh.(Y)are the mean and the lower mean of Y...

Big Data Analytics help team sports’ managers in their decisions by processing a number of different kind of data. With the advent of Information Technologies, collecting, processing and storing big amounts of sport data in different form became possible. A problem that often arises when using sport data regards the need for automatic data cleaning procedures. In this paper we develop a data cleaning procedure for basketball which is based on players’ trajectories...

One of the reason that suggests to use COGARCH models to fit financial log-return data is due to the fact that they are able to capture the so called stylized facts observed in real data: uncorrelated log-returns but correlated absolute log-return, time varying volatility, conditional heteroscedasticity, cluster in volatility, heavy tailed and asymmetric unconditional distributions, leverage effects...