66 citations · 210 across the 25 of their papers we have counts for
3 papers · 1 filter
A computationally efficient correlated mixed Probit for credit risk modelling
Elisa Tosetti, Veronica Vinciotti
Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is…
L1-Penalized Censored Gaussian Graphical Model
Luigi Augugliaro, Antonino Abbruzzo, Veronica Vinciotti
Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection…
Discrete Weibull generalised additive model: an application to count fertility data
Alina Peluso, Veronica Vinciotti, Keming Yu
Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was pre…