Titlebook: Nonparametric Statistics; 4th ISNPS, Salerno, Michele La Rocca,Brunero Liseo,Luigi Salmaso Conference proceedings 2020 Springer Nature Swi

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Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS ModelARCH context (e.g. the Spline-GARCH) were aimed at estimating the low-frequency component as a smooth function of time around which short-term dynamics evolves. Alternatively, recent literature has introduced the possibility of considering data sampled at different frequencies to estimate the influe

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Permutation Tests for Multivariate Stratified Data: Synchronized or Unsynchronized Permutations?, tests separately for each strata and then combining the results. We know that by performing simultaneously permutation tests (synchronized) in different strata, we maintain the underlying dependence structure and we can properly adopt the nonparametric combination of dependent tests procedure. But

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An Extension of the DgLARS Method to High-Dimensional Relative Risk Regression Models,studies is to find genomic signatures useful for treatment decisions and the development of new treatments. However, genomic data are typically noisy and high dimensional, not rarely outstripping the number of patients included in the study. For this reason, sparse estimators are usually used in the

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