Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Silvia Facchinetti"'
Publikováno v:
Risks, Vol 8, Iss 3, p 95 (2020)
This article proposes a new method for the estimation of the parameters of a simple linear regression model which is based on the minimization of a quartic loss function. The aim is to extend the traditional methodology, based on the normality assump
Externí odkaz:
https://doaj.org/article/8e68a6ae56764aafb9542c885c3eaf21
Publikováno v:
Statistica, Vol 74, Iss 1, Pp 41-60 (2014)
According to the Statement on Auditing Standards (SAS) No. 39 (AU 350.01), audit sampling is defined as “the application of an audit procedure to less than 100 % of the items within an account balance or class of transactions for the purpose of eva
Externí odkaz:
https://doaj.org/article/d43cc1665f17484f872c7a028a4196a3
Autor:
Silvia Facchinetti, Umberto Magagnoli
Publikováno v:
Statistica, Vol 70, Iss 2, Pp 153-170 (2013)
The analysis of a statistical large data-set can be led by the study of a particularly interesting variable Y – regressed – and an explicative variable X, chosen among the remained variables, conjointly observed. The study gives a simplified proc
Externí odkaz:
https://doaj.org/article/049e5340f3f241a6940a3dee0ed9e0b7
Autor:
Elena Siletti, Silvia Facchinetti
Publikováno v:
Social Indicators Research. 159:523-547
Interest in the well-being measurement is constantly increasing worldwide, especially due to the Stiglitz Commission suggestions, which opened several questions about its assessment and theoretical framework. This paper focuses on the Italian scenari
Publikováno v:
Statistical Methods & Applications. 29:173-185
The paper proposes a new methodology to measure cyber risks which, instead of using quantitative loss data, often not available, employs ordinal data. The method relies on the construction of a criticality index, whose properties are discussed and co
The most common application of Black’s formula is interest rate derivatives pricing. Black’s model, a variant of Black-Scholes option pricing model, was first introduced by Fischer Black in 1976. In recent market conditions, where global interest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc844ac6c8eb13ac06f36c9be4756f15
http://hdl.handle.net/10807/193142
http://hdl.handle.net/10807/193142
Publikováno v:
Regional Science and Urban Economics. 70:72-79
We propose a model to extract significant risk spatial interactions between countries adopting the Graphical Lasso algorithm, used in graph theory to sort out spurious conditional correlations. In this context, the major issue is the definition of th
Publikováno v:
Quality and Reliability Engineering International. 34:265-275