Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Pasquazzi, Leo"'
Autor:
Pasquazzi, Leo
In this article we consider Bowley's skewness measure and the Groeneveld-Meeden $b_{3}$ index in the context of finite population sampling. We employ the functional delta method to obtain asymptotic variance formulae for plug-in estimators and propos
Externí odkaz:
http://arxiv.org/abs/2411.18549
Autor:
Pasquazzi, Leo
In this work I test two calibration algorithms for the eSSVI volatility surface. The two algorithms are (i) the robust calibration algorithm proposed in Corbetta et al. (2019) and (ii) the calibration algorithm in Mingone (2022). For the latter I con
Externí odkaz:
http://arxiv.org/abs/2304.02106
Autor:
Pasquazzi, Leo
This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that have been re
Externí odkaz:
http://arxiv.org/abs/1905.01021
Autor:
Pasquazzi, Leo
This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published results. Their pr
Externí odkaz:
http://arxiv.org/abs/1902.09169
Autor:
Pasquazzi, Leo, Zenga, Michele
Publikováno v:
Journal of Official Statistics, 34, 1, 149-180
In this work we apply a new approach to assess contributions from factor components to income inequality. The new approach is based on the insight that most (synthetic) inequality indexes may be viewed as (weighted) averages of point inequality measu
Externí odkaz:
https://www.ssoar.info/ssoar/handle/document/73312
Autor:
Greselin, Francesca1 francesca.greselin@unimib.it, Pasquazzi, Leo1 leo.pasquazzi@unimib.it, Zitikis, Ričardas2 zitikis@stats.uwo.ca
Publikováno v:
Extremes. Mar2014, Vol. 17 Issue 1, p127-155. 29p.
Publikováno v:
Journal of Probability & Statistics. 2010, p1-26. 26p. 4 Charts, 1 Graph.
Autor:
Greselin, Francesca1 (AUTHOR), Pasquazzi, Leo1 (AUTHOR), Zitikis, Ričardas2 (AUTHOR) zitikis@stats.uwo.ca
Publikováno v:
Journal of Applied Statistics. Feb2013, Vol. 40 Issue 2, p282-297. 16p. 2 Charts, 8 Graphs.
Autor:
Zenga, Michele M.1 michele.zenga@unimib.it, Pasquazzi, Leo1 leo.pasquazzi@unimib.it, Zenga, Mariangela1 mariangela.zenga@unimib.it
Publikováno v:
Statistica & Applicazioni. 2012, Vol. 10 Issue 2, p131-147. 17p.