9 citations · 13 across the 6 of their papers we have counts for
3 papers · 1 filter
Comparison of two coefficients of variation: a new Bayesian approach
Francesco Bertolino, Silvia Columbu, Mara Manca +1
The coefficient of variation is a useful indicator for comparing the spread of values between dataset with different units or widely different means. In this paper we address the p…
Modeling sign concordance of quantile regression residuals with multiple outcomes
Silvia Columbu, Paolo Frumento, Matteo Bottai
Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking,…
The Hyvärinen scoring rule in Gaussian linear time series models
Silvia Columbu, Valentina Mameli, Monica Musio +1
Likelihood-based estimation methods involve the normalising constant of the model distributions, expressed as a function of the parameter. However in many problems this function is…