Economia delle banche, delle assicurazioni e degli intermediari finanziari
Economia e commercio
Corso di laurea magistrale in:
Economia e finanza
Statistica ed applicazioni
Aree tematiche di ricerca:
Economic inequality, focusing on inequality measures, their properties, statistical inference, limit theorems and applications.
Mixture Models, and their robust estimation within the classification framework by Gaussian, t-mixtures and skew models.
Algorithms for maximum likelihood estimation in presence of incomplete data (as the EM) and under constraints (patterned covariance matrices) and for sampling from huge sample spaces, by complete enumeration (Fréchet class) or by Markov chains (Partial order sets and their linear extensions).
Partial and total orderings of association in bivariate tables for categorical variables. Association measures.
García-Escudero, L., Gordaliza, A., Greselin, F., Ingrassia, S., & Mayo-Iscar, A. (2016). The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 99, 131-147.
García-Escudero, L., Gordaliza, A., Greselin, F., Ingrassia, S., & Mayo-Iscar, A. (2016). Robust estimation of mixtures of regressions with random covariates, via trimming and constraints. STATISTICS AND COMPUTING.
Greselin, F., & Ingrassia, S. (2013). Maximum likelihood estimation in constrained parameter spaces for mixtures of factor analyzers. STATISTICS AND COMPUTING, 1-12.
Greselin, F., & Punzo, A. (2013). Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices. THE AMERICAN STATISTICIAN, 67(3), 117-128.
Greselin, F., Pasquazzi, L., & Zitikis, R. (2010). Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy. JOURNAL OF PROBABILITY AND STATISTICS, 2010.