Details about Antonio Punzo

Access statistics for papers by Antonio Punzo.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppu85

Working Papers

2023

1. Hidden semi-Markov models for rainfall-related insurance claims
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

Journal Articles

2020

1. Mixtures of multivariate contaminated normal regression models
   Statistical Papers, 2020, 61, (2), 787-822 View citations (10)

2019

2. A new look at the inverse Gaussian distribution with applications to insurance and economic data
   Journal of Applied Statistics, 2019, 46, (7), 1260-1287 View citations (7)
3. Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions
   Computational Statistics & Data Analysis, 2019, 132, (C), 145-166 View citations (10)
4. Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series
   Journal of Financial Econometrics, 2019, 17, (1), 91-117 View citations (8)
5. Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models
   Journal of the Royal Statistical Society Series A, 2019, 182, (4), 1247-1266 View citations (7)

2018

6. Compound unimodal distributions for insurance losses
   Insurance: Mathematics and Economics, 2018, 81, (C), 95-107 View citations (11)
7. Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
   Journal of Applied Statistics, 2018, 45, (14), 2563-2584 View citations (11)
8. Testing for Serial Independence: Beyond the Portmanteau Approach
   The American Statistician, 2018, 72, (3), 219-238 View citations (1)

2017

9. A diagram to detect serial dependencies: an application to transport time series
   Quality & Quantity: International Journal of Methodology, 2017, 51, (2), 581-594 View citations (1)
10. Dealing with omitted answers in a survey on social integration of immigrants in Italy
    Mathematical Population Studies, 2017, 24, (2), 84-102 View citations (2)
11. Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
    Computational Statistics & Data Analysis, 2017, 113, (C), 475-496 View citations (11)
12. Multivariate Response and Parsimony for Gaussian Cluster-Weighted Models
    Journal of Classification, 2017, 34, (1), 4-34 View citations (23)
13. Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model
    Journal of Classification, 2017, 34, (2), 249-293 View citations (26)

2016

14. Multilevel cluster-weighted models for the evaluation of hospitals
    METRON, 2016, 74, (3), 275-292 View citations (7)
15. Spatial attraction in migrants' settlement patterns in the city of Catania
    Demographic Research, 2016, 35, (5), 117-138 View citations (4)
16. The Kullback–Leibler autodependogram
    Journal of Applied Statistics, 2016, 43, (14), 2574-2594 View citations (1)

2015

17. Cluster-weighted $$t$$ t -factor analyzers for robust model-based clustering and dimension reduction
    Statistical Methods & Applications, 2015, 24, (4), 623-649 View citations (18)
18. Erratum to: The Generalized Linear Mixed Cluster-Weighted Model
    Journal of Classification, 2015, 32, (2), 327-355 View citations (27)
19. On the Upward Bias of the Dissimilarity Index and Its Corrections
    Sociological Methods & Research, 2015, 44, (1), 80-107 View citations (8)
20. SDD: An R Package for Serial Dependence Diagrams
    Journal of Statistical Software, 2015, 064, (c02) View citations (5)
21. The Generalized Linear Mixed Cluster-Weighted Model
    Journal of Classification, 2015, 32, (1), 85-113 View citations (29)

2014

22. A comparison of bias correction methods for the dissimilarity index
    RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2014, 68, (3-4), 159-166
23. An R Snippet for adaptive Beta Kernel graduation. An application to Italian mortality data
    RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2014, 68, (1), 7-14
24. DBKGrad: An R Package for Mortality Rates Graduation by Discrete Beta Kernel Techniques
    Journal of Statistical Software, 2014, 057, (c02) View citations (6)
25. Detecting serial dependencies with the reproducibility probability autodependogram
    AStA Advances in Statistical Analysis, 2014, 98, (1), 35-61 View citations (6)
26. KernSmoothIRT: An R Package for Kernel Smoothing in Item Response Theory
    Journal of Statistical Software, 2014, 058, (i06) View citations (3)
27. Model-based clustering via linear cluster-weighted models
    Computational Statistics & Data Analysis, 2014, 71, (C), 159-182 View citations (33)

2013

28. Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
    The American Statistician, 2013, 67, (3), 117-128 View citations (9)
29. Clustering and classification via cluster-weighted factor analyzers
    Advances in Data Analysis and Classification, 2013, 7, (1), 5-40 View citations (20)
30. Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm
    Computational Statistics, 2013, 28, (4), 1571-1597 View citations (22)

2012

31. BETA KERNEL GRADUATION OF MORTALITY DATA IN R. AN APPLICATION TO THE ENNA PROVINCE
    RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2012, 66, (3-4), 15-22 View citations (1)
32. Discrete approximations of continuous and mixed measures on a compact interval
    Statistical Papers, 2012, 53, (3), 563-575 View citations (3)
33. The autodependogram: a graphical device to investigate serial dependences
    Journal of Time Series Analysis, 2012, 33, (2), 233-254 View citations (9)

2011

34. Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
    Statistical Methods & Applications, 2011, 20, (2), 141-170 View citations (9)