CORETTO, Pietro
CORETTO, Pietro
Dipartimento di Scienze Economiche e Statistiche/DISES
A GARCH–type model with cross-sectional volatility clusters
2021-01-01 Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe
A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
2020-01-01 Coretto, Pietro; Giordano, Francesco
A simulation study to compare robust clustering methods based on mixtures
2010-01-01 Coretto, Pietro; Christian, Hennig
Adaptive robust location-scale estimation
2012-01-01 Coretto, Pietro
An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture-based clustering
2021-01-01 Hennig, C.; Coretto, P.
An integrated quantitative structure and mechanism of action-activity relationship model of human serum albumin binding
2019-01-01 Serra, Angela; Önlü, Serli; Coretto, Pietro; Greco, Dario
Choice of the improper density in robust improper ML for finite normal mixtures
2007-01-01 Coretto, Pietro; Hennig, C.
Classificazione del Territorio Provinciale
2013-01-01 Coppola, Gianluigi; Coretto, Pietro
Consistency, Breakdown Robustness, and Algorithms for Robust Improper Maximum Likelihood Clustering
2017-01-01 Coretto, Pietro; Hennig, Christian
Discussion (invited) of: "How to find an appropriate clustering for mixed-type variables with application to socio-economic stratification"
2013-01-01 Coretto, Pietro
Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin
2020-01-01 Storti, Giuseppe; Coretto, Pietro
Discussion (invited) of: Multiple-systems analysis for the quantification of modern slavery: classical and bayesian approaches; by Bernard W. Silverman
2020-01-01 Coretto, Pietro
Empirical Likelihood Based Nonparametric Testing for CAPM
2010-01-01 Coretto, Pietro; Parrella, Maria Lucia
Estimation and computations for Gaussian mixtures with uniform noise under separation constraints
2021-01-01 Coretto, P.
Group Structured Volatility
2009-01-01 Coretto, Pietro; LA ROCCA, Michele; Storti, Giuseppe
Group Structured Volatility
2011-01-01 Coretto, Pietro; LA ROCCA, Michele; Storti, Giuseppe
Identifiability for mixtures of distributions from a location-scale family with uniforms
2007-01-01 Coretto, Pietro; Hennig, C.
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters
2020-01-01 Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe
In-sample and cross-validated likelihood-type criteria for clustering selection
2021-01-01 Coretto, Pietro; Coraggio, Luca
Indagine Campionaria
2013-01-01 Amendola, Alessandra; Coretto, Pietro; Storti, Giuseppe