Lea Petrella

Identifiers

• name variant Lea Petrella 0.60 · backfill

Papers (10)

1. Joint estimation of conditional quantiles in multivariate linear regression models. An application to financial distress stat.ME · 2018 · author #1
2. The Sparse Multivariate Method of Simulated Quantiles stat.ME · 2017 · author #2
3. Large deviations for risk measures in finite mixture models q-fin.RM · 2017 · author #3
4. Large deviations for method-of-quantiles estimators of one-dimensional parameters math.ST · 2016 · author #3
5. On the Lp-quantiles for the Student t distribution stat.ME · 2016 · author #3
6. Bayesian Robust Quantile Regression stat.ME · 2016 · author #3
7. Bayesian binary quantile regression for the analysis of Bachelor-Master transition stat.AP · 2015 · author #2
8. Are news important to predict large losses? q-fin.ST · 2014 · author #3
9. Multivariate Markov-Switching models and tail risk interdependence stat.ME · 2013 · author #3
10. Bayesian inference for CoVaR stat.ME · 2013 · author #3

Mentions

• 1511.06896 #2 · backfill · confidence 0.70 Lea Petrella
• 1410.6898 #3 · backfill · confidence 0.70 Lea Petrella
• 1312.6407 #3 · backfill · confidence 0.70 Lea Petrella
• 1306.2834 #3 · backfill · confidence 0.70 Lea Petrella

Frequent Coauthors

• Mauro Bernardi 6 shared papers
• Valeria Bignozzi 3 shared papers
• Claudio Macci 2 shared papers
• Antonello Maruotti 1 shared papers
• Cristina Mollica 1 shared papers
• Ghislaine Gayraud 1 shared papers
• Leopoldo Catania 1 shared papers
• Marco Bottone 1 shared papers
• Paola Stolfi 1 shared papers
• Valentina Raponi 1 shared papers