DE CAPITANI, LUCIO
DE CAPITANI, LUCIO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARC(1,1) process with symmetric innovations
2010 DE CAPITANI, L
Point and Interval Estimation for some financial performance measures
2010 DE CAPITANI, L; Zenga, M
Testing Serial Independence via Density-Based Measures of Divergence
2011 Bagnato, L; DE CAPITANI, L; Punzo, A
Interval Estimation for the Sortino Ratio and the Omega Ratio
2011 DE CAPITANI, L
On stochastic orderings of the Wilcoxon Rank Sum test statistic—With applications to reproducibility probability estimation testing
2011 DE CAPITANI, L; DE MARTINI, D
Point and Interval Estimation for some financial performance measures
2011 DE CAPITANI, L; Zenga, M
On two possible generalizations of the Zenga distribution
2012 DE CAPITANI, L; Zini, A
On the Behaviour of the Noncentral t Distribution when the Degrees of Freedom and the Noncentality Parameter Diverge Together
2012 DE CAPITANI, L
The R-code for computing the cdf and the df of the ratio of two correlated Normal rv
2012 DE CAPITANI, L; Pollastri, A
Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations
2012 DE CAPITANI, L
A new estimator for a finite population cdf in presence of auxiliary information
2013 Pasquazzi, L; DE CAPITANI, L
A comparison among two generalized beta-mixtures of Polisicchio distributions and the Zenga model
2013 DE CAPITANI, L; Zini, A
The confluent hypergeometric-mixture of Polisicchio distributions: a generalized Zenga distribution
2013 DE CAPITANI, L; Zini, A
An introduction to RP-Testing
2013 De Capitani, L
A Finite Population CDF-Estimator for a General Nonparametric Superpopulation Model
2013 Pasquazzi, L; DE CAPITANI, L
A new estimator for a finite population distribution function in the presence of complete auxiliary information
2014 Pasquazzi, L; DE CAPITANI, L
Quantile Estimation with Auxiliary Information: Simulation Results
2014 DE CAPITANI, L; Pasquazzi, L
Interval estimation for the sortino ratio and the omega ratio
2014 DE CAPITANI, L
Detecting serial dependencies with the reproducibility probability autodependogram
2014 Bagnato, L; DE CAPITANI, L; Punzo, A
Testing Serial Independence via Density-Based Measures of Divergence
2014 Bagnato, L; DE CAPITANI, L; Punzo, A