vai alle Pubblicazioni
Publications prior to 2004
Elenco delle pubblicazioni:
P1) Matteo Farnè (2013),
Discussion on “Large covariance estimation by thresholding
principal orthogonal complements”, by J. Fan et al., Journal of the
Royal Statistical Society: Series B (Statistical Methodology),
p.661, DOI: 10.0.4.87/rssb.12016
P2) Matteo Farnè (2013), Book of Abstract of
the Seventh International Workshop on Simulation, Rimini,
p.135, Quaderni di Dipartimento. Serie Ricerche 2013, n.
3, ISSN 1973-9346, http//homepages.cwi.nl/~wadman/work/IWS13BookOfAbstracts.pdf
P3) Matteo Farnè (2014) 7th International
Conference of the ERCIM WG on Computational and Methodological
Statistics, Pisa, 6-8 Dicembre, 2014, Book of Abstracts, http//www.cmstatistics.org/ERCIM2014/BoA.php, p.155, ISBN:
978-84-937822-4-5
P4) Matteo Farnè (2015), “An algorithm
to simulate VMA processes having a spectrum with fixed condition
number”, ''Communications in Statistics - Simulation and
computation'', 45:5, 1664-1675, DOI: 10.1080/03610918.2014.930900
P5) Matteo Farnè, Angela Montanari,
(2015) “Different estimators of the spectral matrix: an empirical
comparison. Testing a new shrinkage estimator”, ''Communications in
Statistics - Theory and
Methods", Volume 45, Issue 2 pp. 354-364, DOI: 10.1080/03610926.2013.809117
P6) Matteo Farnè, (2015), “Large covariance matrix estimation by composite minimization“, IFCS2015 BookOfAbstracts, pp. 71-72,
https//dl.dropboxusercontent.com/u/20311937/Allegati%20sito/IFCS2015_BookOfAbstracts.pdf
P7) Matteo Farnè (2015), 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, 12-14 Dicembre, 2014, Book of Abstracts, http://www.cmstatistics.org/CMStatistics2015/docs/BoA%20CFE-CMStatistics%202015.pdf, p.90, ISBN 978-9963-2227-0-4
Elenco delle partecipazioni a convegno:
C1) ERCIM 2010 London 10-12 December 2010 -
Relazione invitata con A.Montanari, D.G.Calò “Model-based
clustering of probability density functions”
C2) 46th Scientific Meeting of the Italian
Statistical Society ROMA 20-22 Giugno 2012 - Relazione sollecitata
“Different estimators of the spectral matrix: an empirical
comparison”
C3) Royal Statistical Society London February 13th
2013 Discussion' on “Large covariance estimation by
thresholding principal orthogonal complements” by J. Fan et al.
C4) 7th International Workshop on
Simulation, Rimini 21-25 Maggio 2013 - Relazione sollecitata ”An
algorithm to simulate VMA processes having a spectrum with fixed
condition number”
C5) 7th International Conference of the ERCIM WG
on Computational and Methodological Statistics, Pisa, 6-8 Dicembre
2014 - Relazione sollecitata "Large covariance matrices estimation
by composite minimization"
C6) 28 Maggio 2015 – Supervisory Statistics Division Meeting European Central Bank – Frankfurt am Main, “Outlier detection via cluster analysis: a data-driven approach”
C7) Conference of the International Federation of the Classification Societies, 6-8 Luglio 2015 - Bologna, Dipartimento di Scienze Statistiche "Paolo Fortunati", Relazione invitata - "Large covariance matrices estimation by composite minimization"
C8) 24 Agosto 2015 – Supervisory Statistics Division Meeting European Central Bank – Frankfurt am Main, “Peer group classification of SSM banks and outlier detection: a data-driven approach”
C9) 3 Settembre 2015 – Working Group Supervisory Statistics– Frankfurt am Main, “Peer group classification of SSM banks and outlier detection: a data-driven approach”
C10) 29 Settembre 2015 - Brownbag Seminar, DG-Statistics, European Central Bank - Frankfurt am Main, “Peer group classification of SSM banks and outlier detection: a data-driven approach”
C11)
13 Dicembre 2015 - 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, 12-14 Dicembre 2014 - Relazione invitata "Large covariance matrices estimation by composite minimization"
