20 citations · 22 across the 6 of their papers we have counts for
6 papers
Constrained mixtures of generalized normal distributions
Pierdomenico Duttilo, Stefano Antonio Gattone, Alfred Kume
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to b…
Evaluating the resilience of ESG investments in European Markets during turmoil periods
Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone
This study investigates the resilience of Environmental, Social, and Governance (ESG) investments during periods of financial instability, comparing them with traditional equity in…
Enhancing parameter estimation in finite mixture of generalized normal distributions
Pierdomenico Duttilo, Stefano Antonio Gattone
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape paramete…
Constrained maximum likelihood estimation of clusterwise linear regression models with unknown number of components
R. Di Mari, R. Rocci, S. A. Gattone
We consider an equivariant approach imposing data-driven bounds for the variances to avoid singular and spurious solutions in maximum likelihood (ML) estimation of clusterwise line…
Estimation of clusterwise linear regression models with a shrinkage-like approach
Roberto Di Mari, Roberto Rocci, Stefano Antonio Gattone
Constrained approaches to maximum likelihood estimation in the context of finite mixtures of normals have been presented in the literature. A fully data-dependent constrained metho…
A data driven equivariant approach to constrained Gaussian mixture modeling
Roberto Rocci, Stefano Antonio Gattone, Roberto Di Mari
Maximum likelihood estimation of Gaussian mixture models with different class-specific covariance matrices is known to be problematic. This is due to the unboundedness of the likel…