Lea Petrella
Sapienza Università di Roma
H-index: 21
Europe-Italy
Top articles of Lea Petrella
Expectile hidden Markov regression models for analyzing cryptocurrency returns
Statistics and Computing
2024/4
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Hidden Markov graphical models with generalized hyperbolic distributions: a financial analysis on commodities and green energy indexes
2024/3/26
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Neural networks for quantile claim amount estimation: a quantile regression approach
Annals of Actuarial Science
2024/3
Susanna Levantesi
H-Index: 6
Lea Petrella
H-Index: 14
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
Insurance: Mathematics and Economics
2024/2/13
The network of commodity risk
Energy Systems
2024/2
Lea Petrella
H-Index: 14
M‐quantile regression shrinkage and selection via the Lasso and Elastic Net to assess the effect of meteorology and traffic on air quality
Biometrical Journal
2023/12
Lea Petrella
H-Index: 14
EP07. 01-09 Can the Use of New Haemostatic Agent Improve Short Term Outcomes of Surgically Treated Non-small Cell Lung Cancer Patients?
Journal of Thoracic Oncology
2023/11/1
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
Journal of the American Statistical Association
2023/9/28
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Quantile mixed graphical models with an application to mass public shootings in the United States
arXiv preprint arXiv:2309.05084
2023/9/10
Estimating causal quantile exposure response functions via matching
arXiv preprint arXiv:2308.01628
2023/8/3
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
arXiv preprint arXiv:2307.06400
2023/7/12
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
Annals of Operations Research
2023/5/17
Vincenzo Candila
H-Index: 5
Lea Petrella
H-Index: 14
New advances in Regression Forests
2023
Lea Petrella
H-Index: 14
Using expectile regression with latent variables for digital assets
2023
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach
Statistical Modelling
2022/12
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Inter-order relations between moments of a Student distribution, with an application to -quantiles
arXiv preprint arXiv:2209.12855
2022/9/26
Marginal M-quantile regression for multivariate dependent data
Computational Statistics & Data Analysis
2022/9/1
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
Quantile hidden semi-Markov models for multivariate time series
Statistics and Computing
2022/8
COVID-19 after lung resection in northern Italy
Seminars in Thoracic and Cardiovascular Surgery
2022/6/1
Luca Merlo
H-Index: 2
Lea Petrella
H-Index: 14
A Neural Network approach to measure health insurance risk
2022/5/30
