Details about Luciana Dalla Valle

Access statistics for papers by Luciana Dalla Valle.

Last updated 2024-01-08. Update your information in the RePEc Author Service.

Short-id: pda322

Working Papers

2016

1. Bayesian Nonparametric Conditional Copula Estimation of Twin Data
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
   See also Journal Article Bayesian non‐parametric conditional copula estimation of twin data, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2018) View citations (5) (2018)

2015

2. Default Probability Estimation via Pair Copula Constructions
   Papers, arXiv.org
   Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2013)
   See also Journal Article Default probability estimation via pair copula constructions, European Journal of Operational Research, Elsevier (2016) View citations (12) (2016)

2009

3. Overview about bias in Customer Satisfaction Surveys and focus on self-selection error
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
   Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2009)

2008

4. Statistical Analysis of the Country Selection for Italian SMEs
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano

Journal Articles

2023

1. Bayesian multivariate nonlinear state space copula models
   Computational Statistics & Data Analysis, 2023, 188, (C) View citations (2)

2022

2. A Bayesian non‐linear state space copula model for air pollution in Beijing
   Journal of the Royal Statistical Society Series C, 2022, 71, (3), 613-638
3. Approximate Bayesian conditional copulas
   Computational Statistics & Data Analysis, 2022, 169, (C)
4. The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets
   JRFM, 2022, 15, (10), 1-14

2020

5. Bayesian analysis of immigration in Europe with generalized logistic regression
   Journal of Applied Statistics, 2020, 47, (3), 424-438 View citations (1)

2018

6. A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live?
   The American Statistician, 2018, 72, (4), 368-375 View citations (1)
7. Bayesian non‐parametric conditional copula estimation of twin data
   Journal of the Royal Statistical Society Series C, 2018, 67, (3), 523-548 View citations (5)
   See also Working Paper Bayesian Nonparametric Conditional Copula Estimation of Twin Data, Working Papers (2016) View citations (1) (2016)
8. Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates
   Risk Analysis, 2018, 38, (9), 1847-1870 View citations (2)

2016

9. Default probability estimation via pair copula constructions
   European Journal of Operational Research, 2016, 249, (1), 298-311 View citations (12)
   See also Working Paper Default Probability Estimation via Pair Copula Constructions, Papers (2015) (2015)
10. The Use of Official Statistics in Self-Selection Bias Modeling
    Journal of Official Statistics, 2016, 32, (4), 887-905 View citations (2)

2015

11. Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance
    Journal of Business Economics and Management, 2015, 16, (2), 307-324 View citations (6)

2012

12. Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management
    Methodology and Computing in Applied Probability, 2012, 14, (4), 1121-1121

2009

13. Bayesian Copulae Distributions, with Application to Operational Risk Management
    Methodology and Computing in Applied Probability, 2009, 11, (1), 95-115 View citations (11)

2008

14. A Bayesian approach to estimate the marginal loss distributions in operational risk management
    Computational Statistics & Data Analysis, 2008, 52, (6), 3107-3127 View citations (20)