• GRID for model structure discovering in high dimensional regression 

      Giordano, Francesco; Lahiri, Soumendra Nath; Parrella, Maria Lucia (2014)
      Given a nonparametric regression model, we assume that the number of covariates d → ∞ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some ...
    • High-dimensional statistics for complex data 

      Pacella, Massimo (Universita degli studi di Salerno, 2018-05-29)
      High dimensional data analysis has become a popular research topic in the recent years, due to the emergence of various new applications in several fields of sciences underscoring the need for analysing massive data ...
    • Variable selection in forecasting models for corporate bankruptcy 

      Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca (2011)
      In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are ...