Lea Petrella

Pubblicazioni

Titolo Pubblicato in Anno
Mid-quantile mixed graphical models with an application to mass public shootings in the U.S JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY 2025
Evaluating hub structures in hidden Markov graphical models Statistics for Innovation I 2025
Spatial quantile random forests for the analysis of upward mobility in Texas Statistics for Innovation III 2025
Estimation of undirected graphs for multivariate time series using hidden semi-Markov models Statistics for Innovation IV 2025
Expectile hidden Markov regression models for analyzing cryptocurrency returns STATISTICS AND COMPUTING 2024
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market STATISTICAL MODELLING 2024
Bayesian dynamic quantile model averaging ANNALS OF OPERATIONS RESEARCH 2024
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall ANNALS OF OPERATIONS RESEARCH 2023
Neural Networks for quantile claim amount estimation: aq auntile regression approach ANNALS OF ACTUARIAL SCIENCE 2023
Using expectile regression with latent variables for digital assets Book of short papers SIS 2023 2023
M-quantile regression shrinkage and selection via the Lasso and Elastic Net to assess the effect of meteorology and traffic on air quality BIOMETRICAL JOURNAL 2023
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 2023
New advances in Regression Forests Statistical Learning, Sustainability and Impact Evaluation 2023
Quantile-based graphical models for continuous and discrete variables Statistical Learning, Sustainability and Impact Evaluation 2023
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS 2022
Graphical Models for Commodities: A Quantile Approach Graphical Models for Commodities: A Quantile Approach 2022
Marginal M-quantile regression for multivariate dependent data COMPUTATIONAL STATISTICS & DATA ANALYSIS 2022
The network of commodity risk ENERGY SYSTEMS 2022
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model Book of the Short Papers 2022
Quantile hidden semi-Markov models for multivariate time series STATISTICS AND COMPUTING 2022

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