Journals
- Una
nota sul coefficiente di correlazione tra l'indice G di cograduazione di Gini e
l'indice Tau di Kendall, Giornale
degli Economisti e Annali di Economia, 9-10, 627-635, 1976.
- Un test per l'omogeneità
tra due campioni basato sull'indice di cograduazione di Gini, Giornale degli Economisti
e Annali di Economia, 9-10, 619-633, 1977.
- La distribuzione del rango
di osservazioni tratte da una popolazione con funzione di ripartizione incerta
e retta da un processo di Dirichlet, Statistica, 2, 223-233, 1980, Errata Corrige, Statistica, 1, 99, 1982.
- Sull'invarianza del
rapporto di concentrazione R di Gini, Statistica, 2, 333-344,1981.
- Un teorema limite locale per somme di numeri aleatori
scambiabili, Rivista
di Matematica per le Scienze Economiche e Sociali, (Decision in Economics and Finance) 73-81, 1981.
- Impostazione bayesiana di un problema di analisi della
varianza a due criteri, (with M. Scarsini), Giornale degli Economisti e Annali di Economia,7-8, 519-526, 1983.
- Bayesian inference for
change-point problems, (with M. Scarsini), Rivista di Statistica Applicata, vol.17, 2, 93-106, 1984.
- Una nota su operazioni associative, trasformate integrali
e problemi di caratterizzazione in Statistica, Rivista di Matematica per le Scienze Economiche e Sociali
(Decision in Economics and Finance), 79-93,1984.
- Change point problems: a Bayesian
nonparametric approach, (with M. Scarsini), Aplikace Matematiky, 6, 397-402, 1985.
- Sulle trasformate
integrali di funzioni di ripartizione, (with E. Castagnoli), Metron, XLIV, 215-235, 1986.
- Characterization of a
Marshall-Olkin type class of distributions, (with M. Scarsini), Annals of Institute of
Statistical Mathematics, vol. 39, 2, A, 429-441, 1987.
- On generalized transforms of
distribution functions, (with E. Castagnoli), Rivista di Matematica per le Scienze Economiche e
Sociali (Decision in Economics and Finance), 11, 27-39, 1988.
- Multivariate decisions with
unknown price vector, (with M. Scarsini), Economics Letters, 29, 1, 13-19, 1989.
- A note on stochastic dominance and
inequality measures, (with M Scarsini), Journal of Economic Theory, 49, 2, 314-323, 1989.
- Exchangeability, predictive
sufficiency and Bayesian bootstrap, (with P. Secchi), Journal of the Italian
Statistical Society, (Statistical and Methods and Applications) 3, 377-404, 1992.
- Generalized Lorenz curve and monotone dependence orderings, (with S. Petrone), Metron, 3-4, 19-38, 1992.
- On quasi means, (with G. Parmigiani), Utilitas Mathematica, 43, 79-87, 1993.
- A Note on The Residual entropy
function, (with G. Parmigiani and N. Polson), Probability in the Engineering and Informational
Sciences, 7, 413-420, 1993.
- Utility and means in the thirties, (with G. Parmigiani), Statistical Science, 8, 4, 421-432, 1993. In the volume Foundations
of Probability, Econometrics and Economic Games (eds. O.F. Hamouda e J.C. Rowley), Edward Elgar Publishing Limited.
- A Bayesian predictive approach to
sequential search for an optimal dose: parametric and nonparametric models, (with S. Petrone), Journal of the Italian
Statistical Society, (Statistical Methods and Applications), 2, 3, 349-364, 1993.
- Bayesian nonparametric predictive
inference and bootstrap techniques, (with P. Secchi), Annals of the Institute of
Statistical Mathematics, 48, 4, 663-673, 1996.
- Inequality Indices and the Star-shaped
Principle of Transfers, (with K. Mosler), Statistical Papers, 37, 343-364, 1996. In the volume, The Economics of Income
Inequality edited by Robert A. Becker, Bloomington USA.
- A Bayesian Nonparametric
Estimator based on Left Censored Data, (with S. Walker), Journal of the Italian
Statistical Society, (Statistical Methods and Applications), 2, 285-295, 1996.
- A characterization of Pólya tree
distributions, (with S. Walker), Statistics
and Probability Letters, 31, 163- 168, 1997.
- A Bayesian nonparametric approach
to survival analysis using Pólya trees, (with S. Walker), Scandinavian Journal of
Statistics, 24, 3, 331-340, 1997.
- A Bayesian nonparametric approach
to determining a maximum tolerated dose, (with S. Walker), Journal of Statistical
Planning and Inference, 61, 2, 339-354, 1997.
- Beta-Stacy processes and a generalization of the Pólya urn scheme, (with S. Walker), The Annals of Statistics, 25, 1762-1780, 1997.
- Extending the family of Bayesian
Bootstraps and exchangeable urn schemes, (with S. Walker), Journal of the Royal
Statistical Society, Ser. B, 60, 1, 175-182, 1998.
- Approximating distributions of
random functionals of Ferguson-Dirichlet priors, (with L. Tardella), The Canadian Journal of
Statistics, vol. 26, 2, 283-298, 1998.
- Welfare means and equalizing transfers, (with Karl Mosler), Metron, vol.LVI, n. 3-4,11-52, 1998.
- A Characterization of a neutral to the right prior via an extension of
Johnson's sufficientness postulate, (with S. Walker), The Annals of Statistics, vol. 27, n. 2, 589-599, 1999.
- Urn schemes and reinforced random
walks, (with P. Secchi and S. Walker), Stochastic Processes and their Applications, vol.28, Issue 1, 59-78, 2000.
- Neutral to the right processes from a predictive perspective: a review and
new developments, (with S. Walker), Metron, vol. LVIII, n. 3-4, 13-30, 2000.
- A Decision Theoretic Approach to
Model Averaging, (with S. Walker and E. Gutierrez-Pena), Journal of the Royal Statistical Society, ser. D: The
Statistician, 50, 1, 31-39, 2001.
- Generalized Dynamic Linear Models
for Financial Time Series (with P. Campagnoli and S. Petrone), Applied Stochastic Models for
Business and Industry, 17, 1, 27-39, 2001.
- Scale-invariant test of normality based on Pólya's characterization, (with Yakov Nikitin), Metron, vol. LX, N. 1-2, 21-33, 2002.
- Mixtures of products of Dirichlet
processes for variable selection in survival analysis, (with P. Giudici and M. Mezzetti), Journal
of Statistical Planning and Inference, vol. 111, Issues 1-2, 101-115, 2003.
- Reinforced urn processes in
continuous time (with P. Secchi and S. Walker). Stochastic processes and their Applications, vol. 104, Issue 1, 117-130, March 2003.
- Weak convergence of a Dirichlet-Multinomial
process (with P. Secchi). Georgian
Mathematical Journal vol.10, n. 2, 319-324, 2003.
- A Bivariate Dirichlet Process (with S. Walker), Statistics and Probability
Letters, vol.64, Issue 1, 1-7, 2003.
- Characterization of Probability
Distributions via binary associative operation (with B.L.S. Prakasa Rao), Sankya: The Indian Journal
of Statistics, vol.65, Part 4, 793 - 798, 2003 (longer version is available on the website www.isid.ac.in).
- Welfare Indicators: A review and new perspective. 1. Measurement of
Inequality (with Satya R. Chackravarty), Metron, Vol. LXI. N. 3, 457-497, 2003.
- Conjugate priors represent strong
pre-experimental assumptions, (with E. Gutierrez-Pena), Scandinavian Journal of
Statistics, Vol. 31, 235 - 246, 2004.
- Reinforced urn processes for
modeling credit defaults distributions (with E. Amerio and P. Secchi), International Journal of
Theoretical and Applied Finance, vol. 7, N.4, June 2004.
- Welfare indicators: a review and new perspectives. 2. Measurement of
poverty, (with Satya R. Chakravarty), Metron, International Journal of Statistical, Vol. LXII, n. 2. 247 - 281, 2004.
- Partially exchangeable processes
indexed by the vertices of a k-tree constructed via reinforcement (with P. Secchi and S. Walker), Stochastic processes and
their Applications, vol. 115, Issue 4, 661 - 677, 2005.
- Inverse stochastic orders and generalized Gini functionals, (with F. Maccheroni and C. Zoli), Metron,
International Journal of Statistics, vol. LXIII, n. 3, 529 - 559, 2005.
- A randomly reinforced urn, (with A.M. Paganoni and P. Secchi), Journal
of Statistical Planning and Inference, vol.136, Issue 6, 1853 - 1874, 2006.
- Bayesian Nonparametric Estimation
of Bivariate Survival Function, (with P. Bulla and S. Walker), Statistica Sinica,17, 427 444, 2007.
- Bayesian Nonparametric Estimation
for Reinforced Markov Renewal Processes, (with P. Bulla) Statistical Inference for
Stochastic Processes, 10, 283 - 303, 2007.
- A Bayesian-Martingale approach to
the general disorder problem, (with T. Kavtaradze, N. Lazierza, M. Mania) Stochastic Processes and
their Applications, 117, 1093-1120, 2007.
- An application of reinforced urn
processes to determining maximum dose, (with M. Mezzetti and P. Bulla), Statistics
and Probability Letters, 77, 740 747, 2007.
- Characterizations of some probability distributions using the products
of independent random variables, (with B.L.S. Prakasa Rao), The Journal of Mathematical Sciences, vol. 3 - 7, New Series, 43 - 52, 2008.
- A Bayesian nonparametric
estimator of a Multivariate Survival Function, (with P. Bulla and S. Walker), Journal of Statistical
Planning and Inference, 139, 3639 - 3648, 2009.
- The Gini concentration test for
survival data (with M. Bonetti and C. Gigliarano), Lifetime data analysis, 15, 493- 518, 2009.
- Bayesian nonparametric binary
regression via random tessellations (with Lorenzo Trippa), Statistics and Probability
Letters, 79, 2273 - 2280, 2009.
- A Class of Neutral to the right
priors induced by superposition of beta processes (with P. De Blasi and S. Favaro), Journal
of Statistical Planning and Inference, 140, 1563-1575, 2010.
- A nonparametric urn-based
approach to interacting failing systems with an application to credit risk
modeling (with Pasquale Cirillo and J. Hüsler), International Journal of Theoretical and Applied
Finance, Vol.13, No. 8, (2010).
- Reviewing alternative characterizations of Meixner Process, (with E. Mazzola), Probability Surveys, vol. 8, 127-154, 2011.
- Nonparametric survival regression
using the beta-Stacy process (with Fabio Rigat), Journal of Statistical Planning
and Inference, 142, 2688-2700, 2012.
- Alarm system and catastrophes
from a diverse point of view, (with P. Cirillo and J. Hüsler), Methodology and Computing
in Applied Probability, vol.15, 821 - 839, 2013.
- A note on some Sequential
Problems for the Equilibrium Value of a Vasicek Process (with B. Buonaguidi), Pioneer Journal of
Theoretical and Applied Statistics, volume 4, Issue 2, 101 -116, 2012.
- Sequential Testing Problems for
Lévy Processes (with B. Buonaguidi), Sequential
Analysis: Design Methods and Applications, Volume 32, Issue 1, 47-70, 2013.
- An urn-based Bayesian block
bootstrap (with P. Cirillo), Metrika, 76, 93-106, 2013.
- On the Wald's Sequential
Probability Ratio Test for Lévy Processes (with B. Buonaguidi), Sequential Analysis:
Design Methods and Applications, vol. 32, Issue 3, 2013.
- Estimating the Lorenz curve and
Gini index with right censored data: a Pólya tree approach (with C. Gigliarano), Metron, vol. 71, Issue 2, 105-122, 2013.
- On the martingale and
free-boundary approaches in sequential detection problems with exponential
penalty for delay (with B. Buonaguidi), Stochastics. An International Journal of Probability
and Stochastic Processes, volume 86, Issue 6, 865- 869, 2014.
- Lorenz curves and Treatment-covariate Interactions in Clinical Trials, (with M. Bonetti and E. Colicino) Sri
Lankan Journal of Applied Statistics, vol. 5(4), 127- 146, 2014. Special Issue " Modern Statistical Methodologies in the Cutting Edge of Science" with Guest Editor, Professor Nitis Mukhopadhyay.
- Making classier performance
comparisons when ROC curves intersect, (with C. Gigliarano and S. Figini), Computational
Statistics and Data Analysis, 77, 300 - 312, 2014.
- On the disorder problem for a
Negative Binomial process (with B Buonaguidi), Journal in Applied Probability, 52, 167-179, 2015.
- Reinforced Urn Processes for Credit
Risk Models (with S. Peluso and A. Mira) The Journal of Econometrics, 184, 1- 12, 2015.
- A Collocation method for the
Sequential Testing of Gamma Process (with B. Buonaguidi), Statistica Sinica, 25, 1527-1546, 2015.
- Optimal sequential testing for an
inverse Gaussian Process (wit B. Buonaguidi), Sequential Analysis, vol. 35, NO. 1, 69-83, 2016.
- Bayesian sequential testing for
Lévy processes with diffusion and jump components (with B. Buonaguidi), Stochastics. An
International Journal of probability and stochastic processes, 2016.
- Innovation, growth and aggregate volatility from a Bayesian
nonparametric perspective (with A. Lijoi, I. Pruenster, F. Taddei), Electronic Journal of
Statistics, vol. 10, 2179- 2203, 2016.
- Multivariate nonparametric
estimation of Pickands dependence function using Bernstein polynomials, (with G. Marcon, S.A. Padoan, P. Naveau, J. Segers), Journal of Statistical Planning and Inference, vol. 183, 1-17, 2017.
- Robust identification of highly
persistent interest rate regimes, (with S. Peluso and A. Mira), International Journal of
Approximate Reasoning, 83, 102-117, 2017.