154 citations
- National Agency for New Technologies, Energy and Sustainable Economic DevelopmentIT7 papers
- Sapienza University of RomeIT7 papers
- University of PaduaIT3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- National Agency for New Technologies Energy and Sustainable Economic DevelopmentGB2 papers
- National Research CouncilLK2 papers
- University of Rome Tor VergataIT2 papers
- Warsaw University of TechnologyPL2 papers
- Agenzia Spaziale ItalianaIT1 paper
- Aix-Marseille UniversitéFR1 paper
- Aoyama Gakuin UniversityJP1 paper
- Astrophysics Science DivisionUS1 paper
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math.ST2012★ 1 cited
A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
Filippo Palombi, Simona Toti
In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available informati…
math.ST2012★ 1 cited
Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution
Filippo Palombi, Simona Toti, Romina Filippini
In this paper we relate the matrix of the second moments of a spherically truncated normal multivariate to its full covariance matrix and present an algorithm to invert t…
math.ST2007★ 7 cited
Outliers in dynamic factor models
Roberto Baragona, Francesco Battaglia
Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time seri…