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Luciana Dalla Valle

Publications

_{Copyright Notice: Any articles made available for download are for personal use only. Any other use requires prior permission of the author and the copyright holder.}

| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 |

2024

• Sheikhi A, Dalla Valle L, Mesiar R. (2024) Improving the accuracy of predictions in multivariate time series using dynamic vine copulas, International Journal of General Systems, pages 1-15, DOI:10.1080/03081079.2024.2350542. [PDF]

2023

• Ansell L, Dalla Valle L. (2023) A New Data Integration Framework for COVID-19 Social Media Information, Scientific Reports, DOI:10.1038/s41598-023-33141-y.
• Barone R, Dalla Valle L. (2023) Bayesian Nonparametric Modelling of Conditional Multidimensional Dependence Structures, Journal of Computational and Graphical Statistics.
• Agosto A, Dalla Valle L, De Giuli ME. (2023) How do renewable and non-renewable co-move? Fresh evidence from the European energy market via ARJI-GARCH copula model, Mathematical Methods in Economics and Finance, volume 15/16, no. 1. [PDF]
• Barone R, Dalla Valle L. (2023) Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, volume 32, no. 4, pages 1361-1370, DOI:10.1080/10618600.2023.2173604. [PDF]
• Ansell L, Dalla Valle L. (2023) A new data integration framework for Covid-19 social media information, SCIENTIFIC REPORTS, volume 13, no. 1, article no. ARTN 6170, DOI:10.1038/s41598-023-33141-y. [PDF]
• Kreuzer A, Dalla Valle L, Czado C. (2023) Bayesian multivariate nonlinear state space copula models, COMPUTATIONAL STATISTICS & DATA ANALYSIS, volume 188, article no. ARTN 107820, DOI:10.1016/j.csda.2023.107820. [PDF]

2022

• Grazian C, Dalla Valle L, Liseo B. (2022) Approximate Bayesian Conditional Copulas, Computational Statistics and Data Analysis, volume 169, no. 107417, DOI:10.1016/j.csda.2021.107417.
• Kreuzer A, Dalla Valle L, Czado C. (2022) A Bayesian Non-linear State Space Copula Model for Air Pollution in Beijing, Journal of the Royal Statistical Society Series C: Applied Statistics, DOI:10.1111/rssc.12548.
• Ansell L, Dalla Valle L. (2022) Social Media Integration of Flood Data: A Vine Copula-Based Approach, Journal of Environmental Informatics, DOI:10.3808/jei.202200471.
• Grazian C, Dalla Valle L, Liseo B. (2022) Approximate Bayesian conditional copulas, COMPUTATIONAL STATISTICS & DATA ANALYSIS, volume 169, article no. ARTN 107417, DOI:10.1016/j.csda.2021.107417. [PDF]
• Ansell L, Dalla Valle L. (2022) Social Media Integration of Flood Data: A Vine Copula-Based Approach, JOURNAL OF ENVIRONMENTAL INFORMATICS, volume 39, no. 2, pages 97-110, DOI:10.3808/jei.202200471. [PDF]
• Kreuzer A, Dalla Valle L, Czado C. (2022) A Bayesian non-linear state space copula model for air pollution in Beijing, JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, volume 71, no. 3, pages 613-638, DOI:10.1111/rssc.12548. [PDF]
• Alotaibi TS, Dalla Valle L, Craven MJ. (2022) The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets, JOURNAL OF RISK AND FINANCIAL MANAGEMENT, volume 15, no. 10, article no. ARTN 482, DOI:10.3390/jrfm15100482. [PDF]

2021

• Dalla Valle L, Leisen F, Rossini L, Zhu W. (2021) A Pólya–Gamma sampler for a generalized logistic regression, Journal of Statistical Computation and Simulation, volume 91, no. 14, pages 2899-2916, DOI:10.1080/00949655.2021.1910947. [PDF]
• Ansell L, Dalla Valle L. (2021) Social Media Integration of Flood Data: A Vine Copula-Based Approach.
• Grazian C, Dalla Valle L, Liseo B. (2021) Approximate Bayesian Conditional Copulas.
• Cotton DRE, Zhai J, Miller W, Dalla Valle L, Winter J. (2021) Reducing energy demand in China and the United Kingdom: The importance of energy literacy, JOURNAL OF CLEANER PRODUCTION, volume 278, article no. ARTN 123876, DOI:10.1016/j.jclepro.2020.123876. [PDF]
• Dalla Valle L, Leisen F, Rossini L, Zhu W. (2021) A Polya-Gamma sampler for a generalized logistic regression, JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, volume 91, no. 14, pages 2899-2916, DOI:10.1080/00949655.2021.1910947. [PDF]

2020

• Dalla Valle L, Leisen F, Rossini L, Zhu W. (2020) Bayesian analysis of immigration in Europe with generalized logistic regression, JOURNAL OF APPLIED STATISTICS, volume 47, no. 3, pages 424-438, DOI:10.1080/02664763.2019.1642310. [PDF]

2019

• Valle LD, Leisen F, Rossini L, Zhu W. (2019) A Pólya-Gamma Sampler for a Generalized Logistic Regression, DOI:10.48550/arxiv.1909.02989.
• Dalla Valle L, Leisen F, Rossini L, Zhu W. (2019) Bayesian Analysis of Immigration in Europe with Generalized Logistic Regression, Journal of Applied Statistics, DOI:10.1080/02664763.2019.1642310.
• Stander J, Dalla Valle L, Taglioni C, Liseo B, Wade A, Cortina-Borja M. (2019) Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities, STATISTICS IN MEDICINE, volume 38, no. 18, pages 3421-3443, DOI:10.1002/sim.8176. [PDF]

2018

• Dalla Valle L, Leisen F, Rossini L. (2018) Bayesian non-parametric conditional copula estimation of twin data, Journal of the Royal Statistical Society Series C: Applied Statistics, DOI:10.1111/rssc.12237.
• Jane R, Simmonds D, Gouldby B, Simm J, Dalla Valle L, Raby A. (2018) Improving the Representation of the Fragility of Coastal Structures: Brunel Seawall (Dawlish, UK), ICE Coasts, Marine Structures and Breakwaters, Coasts, Marine Structures and Breakwaters 2017, DOI:10.1680/cmsb.63174.0887.
• Dalla Valle L, Leisen F, Rossini L. (2018) Bayesian non-parametric conditional copula estimation of twin data, JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, volume 67, no. 3, pages 523-548, DOI:10.1111/rssc.12237. [PDF]
• Jane RA, Simmonds DJ, Gouldby BP, Simm JD, Dalla Valle L, Raby AC. (2018) Exploring the Potential for Multivariate Fragility Representations to Alter Flood Risk Estimates, RISK ANALYSIS, volume 38, no. 9, pages 1847-1870, DOI:10.1111/risa.13007. [PDF]
• Dalla Valle L, Kenett R. (2018) Social media big data integration: A new approach based on calibration, EXPERT SYSTEMS WITH APPLICATIONS, volume 111, pages 76-90, DOI:10.1016/j.eswa.2017.12.044. [PDF]
• Stander J, Dalla Valle L, Cortina-Borja M. (2018) A Bayesian Survival Analysis of a Historical Dataset: How Long Do Popes Live?, AMERICAN STATISTICIAN, volume 72, no. 4, pages 368-375, DOI:10.1080/00031305.2017.1328374. [PDF]
• Dalla Valle L, Stander J, Gresty K, Eales J, Wei Y. (2018) Stakeholder perspectives on graphical tools for visualising student assessment and feedback data, RESEARCH IN LEARNING TECHNOLOGY, volume 26, article no. ARTN 1997, DOI:10.25304/rlt.v26.1997. [PDF]
• Cotton DRE, Winter J, Miller W, Dalla Valle L. (2018) Is students' energy literacy related to their university's position in a sustainability ranking?, ENVIRONMENTAL EDUCATION RESEARCH, volume 24, no. 11, pages 1611-1626, DOI:10.1080/13504622.2017.1395394. [PDF]

2017

• Dalla Valle L. (2017) Data Integration, Wiley StatsRef: Statistics Reference Online, John Wiley & Sons.
• Dalla Valle L. (2017) Copula and Vine Modeling for Finance, Wiley StatsRef: Statistics Reference Online.
• Dalla Valle L. (2017) Copulas and Vines, Wiley StatsRef: Statistics Reference Online.
• Cangelosi S, Dalla Valle L, Stander J. (2017) Visualising regional data using the geofacet R package, no. vol 14 no 5.
• Stander J, Dalla Valle L. (2017) Discussion on "Random-projection ensemble classification" by T.I. Cannings and R.J. Samworth, Journal of the Royal Statistical Society. Series B: Methodological, volume 79, no. 4, pages 1023-1023.
• Stander J, Dalla Valle L. (2017) On enthusing students about big data and social media visualization and analysis using R, RStudio, and RMarkdown, Journal of Statistics Education, volume 25, no. 2, pages 60-67, DOI:10.1080/10691898.2017.1322474.

2016

• Valle LD, Leisen F, Rossini L. (2016) Bayesian Nonparametric Conditional Copula Estimation of Twin Data, DOI:10.48550/arxiv.1603.03484.
• Kennedy H, Kirk A, Stander J, Dalla Valle L, Borja MC. (2016) News/Interview, Significance, volume 13, no. 1, pages 4-15, DOI:10.1111/j.1740-9713.2016.00876.x. [PDF]
• Borja MC, Stander J, Dalla Valle L. (2016) Brexit: surname diversity and voting patterns, Significance, volume 13, no. 4, pages 8-9, DOI:10.1111/j.1740-9713.2016.00931.x.
• Dalla Valle L, De Giuli ME, Tarantola C, Manelli C. (2016) Default probability estimation via pair copula constructions, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 249, no. 1, pages 298-311, DOI:10.1016/j.ejor.2015.08.026. [PDF]
• Dalla Valle L. (2016) The Use of Official Statistics in Self-Selection Bias Modeling, JOURNAL OF OFFICIAL STATISTICS, volume 32, no. 4, pages 887-905, DOI:10.1515/JOS-2016-0046. [PDF]
• Jane R, Dalla Valle L, Simmonds D, Raby A. (2016) A copula-based approach for the estimation of wave height records through spatial correlation, COASTAL ENGINEERING, volume 117, pages 1-18, DOI:10.1016/j.coastaleng.2016.06.008. [PDF]

2015

• Jane R, Simmonds D, Simm J, Gouldby B, Raby A, Dalla Valle L. (2015) Improving the Representation of the Fragility of Coastal Structures, Coastal Structures and Solutions to Coastal Disasters 2015: Resilient Coastal Communities - Proceedings of the Coastal Structures and Solutions to Coastal Disasters Joint Conference 2015, pages 518-528, DOI:10.1061/9780784480304.055.
• Majocchi A, Dalla Valle L, D'Angelo A. (2015) Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance, JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, volume 16, no. 2, pages 307-324, DOI:10.3846/16111699.2012.720600. [PDF]
• Dalla Valle L, Kenett RS. (2015) Official Statistics Data Integration for Enhanced Information Quality, QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, volume 31, no. 7, pages 1281-1300, DOI:10.1002/qre.1859. [PDF]

2014

• Valle LD, De Giuli ME, Tarantola C, Manelli C. (2014) Default Probability Estimation via Pair Copula Constructions, DOI:10.48550/arxiv.1405.1309.
• Dalla Valle L. (2014) Official Statistics Data Integration Using Copulas, QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, volume 11, no. 1, pages 111-131. [PDF]

2013

• Dalla Valle L. (2013) Review of the Book Bayesian Analysis Made Simple: An Excel GUI for WinBUGS, by P. Woodward, Journal of Agricultural, Biological and Environmental Statistics, volume 19, no. 1, pages 156-157, DOI:10.1007/s13253-013-0156-8.

2012

• Casarin R, Dalla Valle L, Leisen F. (2012) Bayesian Model Selection for Beta Autoregressive Processes, BAYESIAN ANALYSIS, volume 7, no. 2, pages 385-409, DOI:10.1214/12-BA713. [PDF]
• Dalla Valle L. (2012) Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management (vol 11, pg 95, 2009), METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, volume 14, no. 4, pages 1121-1121, DOI:10.1007/s11009-011-9222-2. [PDF]

2011

• Nicolini G, Dalla Valle L. (2011) Errors in customer satisfaction surveys and methods to correct self-selection bias, Quality Technology and Quantitative Management, volume 8, no. 2, pages 167-181, DOI:10.1080/16843703.2011.11673254.
• Nicolini G, Dalla Valle L. (2011) Census and sample surveys, Modern Analysis of Customer Surveys: with Applications using R, 37-53, DOI:10.1002/9781119961154.ch3.

2010

• Dalla Valle L. (2010) Measuring Operational Risk in a Bayesian Framework, Rethinking Risk Measurement and Reporting. Uncertainty, Bayesian Analysis and Expert Judgement, Risk Books, 395-422.
• Dalla Valle L, Leisen F. (2010) A New Multinomial Model and a Zero Variance Estimation, COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, volume 39, no. 4, pages 846-859, article no. PII 920967080, DOI:10.1080/03610911003650375. [PDF]

2009

• NICOLINI G, Dalla Valle L. (2009) Overview about bias in customer satisfaction surveys and focus on self-selection error.
• Dalla Valle L. (2009) Data Mining for Internationalization, Encyclopedia of Data Warehousing and Mining, 424-430.
• Nicolini G, Dalla Valle L. (2009) Overview about bias in Customer Satisfaction Surveys and focus on self-selection error, no. unimi-1094.
• Valle LD, Nicolini G. (2009) Statistical analysis of the internationalisation of Italian small and medium sized enterprises, Statistica e Applicazioni, volume 7, no. 2, pages 173-189.
• Dalla Valle L. (2009) Bayesian Copulae Distributions, with Application to Operational Risk Management, METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, volume 11, no. 1, pages 95-115, DOI:10.1007/s11009-007-9067-x. [PDF]

2008

• Dalla Valle L, Nicolini G. (2008) Statistical Analysis of the Country Selection for Italian SMEs, no. unimi-1081.
• Fantazzini D, Dalla Valle L, Giudici P. (2008) Copulae and operational risks, International Journal of Risk Assessment and Management, volume 9, no. 3, pages 238-257, DOI:10.1504/IJRAM.2008.019743.
• Dalla Valle L, Giudici P. (2008) A Bayesian approach to estimate the marginal loss distributions in operational risk management, Computational Statistics and Data Analysis, volume 52, no. 6, pages 3107-3127, DOI:10.1016/j.csda.2007.09.025.

2007

• Dalla Valle L, Fantazzini D, Giudici P. (2007) Empirical Studies with Operational Loss Data: Dalla Valle, Fantazzini and Giudici Study, Operational Risk : a Guide to Basel II Capital Requirements, Models, and Analysis, John Wiley & Sons, 274-277.

Showing 64 publications from Symplectic.