GIORDANO, Francesco

GIORDANO, Francesco  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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A comment on "An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series nodels" by F. Battaglia and M.K. Protopapas 1-gen-2012 Giordano, Francesco; Perna, Cira; Vitale, Cosimo Damiano
A locally adaptive bandwidth selector for kernel based regression 1-gen-2009 Giordano, Francesco; Parrella, Maria Lucia
A Model-Free Screening Selection Approach by Local Derivative Estimation 1-gen-2021 Giordano, Francesco; Milito, Sara; Parrella, Maria Lucia
A modified Conditional Least Squares estimator for parameters in a class of bilinear models 1-gen-2006 Giordano, Francesco
A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models 1-gen-2020 Coretto, Pietro; Giordano, Francesco
A new procedure for variable selection in presence of rare events 1-gen-2020 Giordano, Francesco; Niglio, Marcella; Restaino, Marialuisa
A nonparametric approach for nonlinear variable screening in high-dimensions 1-gen-2020 Giordano, Francesco; Milito, Sara; Parrella, Maria Lucia
A nonparametric procedure for linear and nonlinear variable screening 1-gen-2022 Giordano, F.; Milito, S.; Parrella, M. L.
A note on the linear approximation of TAR models 1-gen-2019 Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano
A screening procedure for high-dimensional autologistic models 1-gen-2021 Metulini, Rodolfo; Giordano, Francesco
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 1-gen-2000 Giordano, Francesco; Niglio, Marcella; Storti, Giuseppe
A two-step adaptive bandwidth selector for kernel based regression of dependent data 1-gen-2009 Giordano, Francesco; Parrella, Maria Lucia
A Variable Selection Method for High-Dimensional Survival Data 1-gen-2022 Giordano, Francesco; Milito, Sara; Restaino, Marialuisa
Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property 1-gen-2015 Giordano, Francesco; Parrella, Maria Lucia
Bootsrap variance estimates for neural networks regression models 1-gen-2000 Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Bootstrap prediction intervals for weighted TAR predictors 1-gen-2019 Giordano, Francesco; Niglio, Marcella
Bootstrap Prediction Intervals with Neural Networks in Nonlinear Time Series 1-gen-2003 Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Bootstrap prediction intervals with neural networks in nonlinear time series 1-gen-2003 Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Bootstrap Variable Selection in Neural Network Regression Models 1-gen-2004 Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Bootstrap variable selection in neural network regression models 1-gen-2001 Giordano, Francesco; LA ROCCA, Michele; Perna, Cira