Zobrazeno 1 - 10
of 62
pro vyhledávání: '"Riccardo Gatto"'
Autor:
Riccardo Gatto
Publikováno v:
Risks, Vol 6, Iss 3, p 91 (2018)
In this article we introduce the stability analysis of a compound sum: it consists of computing the standardized variation of the survival function of the sum resulting from an infinitesimal perturbation of the common distribution of the summands. St
Externí odkaz:
https://doaj.org/article/bf30c0e24f174ad7bb5beef60bcf72bd
Autor:
Sara Salvador, Riccardo Gatto
Publikováno v:
Communications in Statistics - Theory and Methods. :1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::828ee95f10f9829d44c76a78047d9a6b
https://doi.org/10.1080/03610926.2022.2158345
https://doi.org/10.1080/03610926.2022.2158345
Publikováno v:
Series on Multivariate Analysis ISBN: 9789811267970
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37b4f5cb85b886ff84d4bea1890cf3a2
https://doi.org/10.1142/13189
https://doi.org/10.1142/13189
Autor:
Riccardo Gatto, Sara Salvador
Publikováno v:
Journal of Statistical Theory and Practice. 16
This article introduces Bayesian inference on the bimodality of the generalized von Mises (GvM) distribution for planar directions (Gatto and Jammalamadaka in Stat Methodol 4(3):341–353, 2007). The GvM distribution is a flexible model that can be a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9a45c298570ecfe844a24f741e7bee6
https://doi.org/10.1007/s42519-022-00250-2
https://doi.org/10.1007/s42519-022-00250-2
Autor:
Riccardo Gatto
Publikováno v:
Forum for Interdisciplinary Mathematics ISBN: 9789811910432
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d788699361ba7e2254b853f297a5f199
https://doi.org/10.1007/978-981-19-1044-9_10
https://doi.org/10.1007/978-981-19-1044-9_10
Autor:
Riccardo Gatto
Publikováno v:
Stochastic Models. 36:112-133
This article provides a computational formula for the the stability of the probability of ruin of the compound Poisson risk process. This stability is the infinitesimal standardized variation of th...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34d5d601e181e824a2c5bd740c78001c
https://doi.org/10.1080/15326349.2019.1695135
https://doi.org/10.1080/15326349.2019.1695135
Autor:
Riccardo Gatto
Publikováno v:
World Scientific Series on Probability Theory and Its Applications ISBN: 9789811251832
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2798a360be71018c81fbe19a5fa1785f
https://doi.org/10.1142/12710
https://doi.org/10.1142/12710
Autor:
Riccardo Gatto
Publikováno v:
Gatto, Riccardo (2019). Saddlepoint approximation for data in simplices: a review with new applications. Stats, 2(1), pp. 121-147. MPDI 10.3390/stats2010010
Stats
Volume 2
Issue 1
Pages 10-147
Stats
Volume 2
Issue 1
Pages 10-147
This article provides a review of the saddlepoint approximation for a M-statistic of a sample of nonnegative random variables with fixed sum. The sample vector follows the multinomial, the multivariate hypergeometric, the multivariate Polya or the Di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae79ed4b2c79e70c3465c84ced7216ec
https://doi.org/10.3390/stats2010010
https://doi.org/10.3390/stats2010010
Autor:
Riccardo Gatto, Sara Salvador
Bayesian tests on the symmetry of the generalized von Mises model for planar directions (Gatto and Jammalamadaka, 2007) are introduced. The generalized von Mises distribution is a flexible model that can be axially symmetric or asymmetric, unimodal o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9a59f9b2e64e90ccf1501f199536cfb
http://arxiv.org/abs/2105.00833
http://arxiv.org/abs/2105.00833
Autor:
Riccardo Gatto
Publikováno v:
Stochastische Modelle der aktuariellen Risikotheorie ISBN: 9783662609231
Ein wichtiges Thema in der Wahrscheinlichkeitstheorie bildet der Maswechsel und hier der spezielle Fall des exponentiellen Maswechsels. Sehr eng verwandt mit der Theorie der grosen Abweichungen fuhrt der exponentielle Maswechsel zu wichtigen asymptot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebd4345aebfe55d0e7be18844a363838
https://doi.org/10.1007/978-3-662-60924-8_6
https://doi.org/10.1007/978-3-662-60924-8_6