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Articoli Open Access - Statistica & applicazioni

Estimating aversion to rank inequality underlying selected italian indices of income inequality digital Estimating aversion to rank inequality underlying selected italian indices of income inequality
Anno: 2022
In this paper, we estimate aversion to rank inequality (ATRI) underlying selected Italian income inequality indices, I, notably the Pietra index, the Bonferroni index and the “new” Zenga index. We measure ATRI by the parameter v of the generalised Gini index G(v). ATRI is distinct from aversion to income inequality, as measured by parameter ε of Atkinson’s index A(ε). We propose eliciting v from the equation I = GE(v)...
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Exploring financial microblogs: analysis of users’ trading profiles with multivariate statistical methods digital Exploring financial microblogs: analysis of users’ trading profiles with multivariate statistical methods
Anno: 2022
StockTwits is a Social Media focused on finance that is receiving increasing attention from finance experts and enthusiasts. In this work, StockTwits’ users are studied considering some of their self-declared characteristics, such as trading experience, holding period of the stocks, and trading approach. A Correspondence Analysis is carried out to investigate the relationships among these characteristics, the Simple Correspondence Analysis is applied to study the relationships between the approach and the holding period...
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Editorial digital Editorial
Anno: 2022
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A Data-Driven Approach to Multivariate Monte Carlo Simulation digital A Data-Driven Approach to Multivariate Monte Carlo Simulation
Anno: 2022
We describe a model-free, fully data-driven approach to simulating random draws from a continuous multivariate distribution. The proposed technique is an extension of the smoothed bootstrap which explicitly accounts for local differences in the dispersion of individual data points in the sample. Results from a number of simulation experiments suggest that in many cases, the procedure presented strikes a favourable balance between the conflicting objectives of adequately reflecting key characteristics of the underlying distributions and smoothing out the gaps between the individual data points in the sample...
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Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments digital Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
Anno: 2022
Apply different nonparametric tests for genotype x environment interactions (GEI) on 27 chickpea genotypes evaluated for Fusarium wilt across 10 environments. Results of nonparametric tests of Bredenkamp and Van der de kroon and parametric test of combined analysis of variance across environments indicated the presence of both crossover and non-crossover interactions of GEI...
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Annual content digital Annual content
Anno: 2021
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A statistical assessment on abrupt change and trend analysis of rice production digital A statistical assessment on abrupt change and trend analysis of rice production
Anno: 2021
The most common method for studying historical data is to use regression methods and predictive modeling on time series data. The parametric methodology for time series data analysis is a customary method when the data are available on a continuous scale. However, most of the time, the data availability may be on a categorical or ordinal scale. Hence, the nonparametric methodology is more rational in handling time series data. This study considers two prominent non-parametric methods, namely Pettitt’s test and Buishand’s range test...
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Assessing dimensions of the city’s reputation digital Assessing dimensions of the city’s reputation
Anno: 2021
In social psychology, reputation has been studied with reference to different objects (individuals, brands, cities, etc.) and methodologically, measured discerning between its subdimensions. In this article, city reputation is operationally defined, by using the validated City Reputation Indicators scale...
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Analysis of structural break in VAR (k) time series model: a bayesian approach digital Analysis of structural break in VAR (k) time series model: a bayesian approach
Anno: 2021
Vector autoregressive (VAR) model is the most popular modeling tool in macroeconomics. This study considers a Bayesian framework for VAR(k) model with a structural break in the mean. The structural change problem in VAR is of theoretical and practical importance in reference to the economic time series data...
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The evaluation of credit risk using survival models: an application on Italian SMEs digital The evaluation of credit risk using survival models: an application on Italian SMEs
Anno: 2021
The financial literature proposed many contributions to measure the credit risk, in this work a survival approach is proposed to reach this purpose. Having available the survival times for each credit line, the choice was oriented to survival models to evaluate the pathological death of the loan...
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Modeling bivariate income and consumption distribution using copula function and reparameterized Dagum distribution digital Modeling bivariate income and consumption distribution using
copula function and reparameterized Dagum distribution
Anno: 2021
In this work, we propose to jointly analyse income and consumption distribution, using copula function to model the dependence structure, and the new formulation of Dagum distribution, proposed by Domma, Condino and Giordano (2018), to model the marginal distributions with a clear economic meaning of the marginal parameters...
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