A new look at the inverse Gaussian distribution with applications to insurance and economic data

A Punzo - Journal of Applied Statistics, 2019 - Taylor & Francis
Insurance and economic data are often positive, and we need to take into account this
peculiarity in choosing a statistical model for their distribution. An example is the inverse …

Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model

A Punzo, PD McNicholas - Journal of Classification, 2017 - Springer
The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random
covariates that allows for flexible clustering of a random vector composed of response …

Dichotomous unimodal compound models: application to the distribution of insurance losses

SD Tomarchio, A Punzo - Journal of Applied Statistics, 2020 - Taylor & Francis
ABSTRACT A correct modelization of the insurance losses distribution is crucial in the
insurance industry. This distribution is generally highly positively skewed, unimodal hump …

Robust model-based clustering with mild and gross outliers

A Farcomeni, A Punzo - Test, 2020 - Springer
We propose a model-based clustering procedure where each component can take into
account cluster-specific mild outliers through a flexible distributional assumption, and a …

Finite mixture of regression models for censored data based on scale mixtures of normal distributions

CB Zeller, CRB Cabral, VH Lachos… - Advances in Data Analysis …, 2019 - Springer
In statistical analysis, particularly in econometrics, the finite mixture of regression models
based on the normality assumption is routinely used to analyze censored data. In this work …

A clusterwise nonlinear regression algorithm for interval-valued data

FAT de Carvalho, EAL Neto, KCF da Silva - Information Sciences, 2021 - Elsevier
Interval-valued variables are required in data analysis since this type of data represents
either the uncertainty existing in an error measurement or the natural variability of the data …

Model-based clustering via new parsimonious mixtures of heavy-tailed distributions

SD Tomarchio, L Bagnato, A Punzo - AStA Advances in Statistical …, 2022 - Springer
Two families of parsimonious mixture models are introduced for model-based clustering.
They are based on two multivariate distributions-the shifted exponential normal and the tail …

Robust mixture regression modeling based on the normal mean-variance mixture distributions

M Naderi, E Mirfarah, WL Wang, TI Lin - Computational Statistics & Data …, 2023 - Elsevier
Mixture regression models (MRMs) are widely used to capture the heterogeneity of
relationships between the response variable and one or more predictors coming from …

The multivariate tail-inflated normal distribution and its application in finance

A Punzo, L Bagnato - Journal of Statistical Computation and …, 2021 - Taylor & Francis
The research objective of this paper is to handle situations where the empirical distribution
of multivariate real-valued data is elliptical and with heavy tails. Many statistical models …

Mixture of linear experts model for censored data: A novel approach with scale-mixture of normal distributions

E Mirfarah, M Naderi, DG Chen - Computational Statistics & Data Analysis, 2021 - Elsevier
Mixture of linear experts (MoE) model is one of the widespread statistical frameworks for
modeling, classification, and clustering of data. Built on the normality assumption of the error …