Mauro Bernardi

According to our database, Mauro Bernardi authored at least 8 papers between 2015 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models.

Cristian Castiglione, Mauro Bernardi

J. Comput. Graph. Stat., 2026

2025

PDE-regularised spatial quantile regression.

Cristian Castiglione, Eleonora Arnone, Mauro Bernardi, Alessio Farcomeni, Laura M. Sangalli

J. Multivar. Anal., 2025

2023

Locally Sparse Function-on-Function Regression.

Mauro Bernardi, Antonio Canale, Marco Stefanucci

J. Comput. Graph. Stat., 2023

2021

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall.

Mauro Bernardi, Roy Cerqueti, Arsen Palestini

J. Oper. Res. Soc., 2021

2020

The Skew Normal multivariate risk measurement framework.

Mauro Bernardi, Roy Cerqueti, Arsen Palestini

Comput. Manag. Sci., 2020

2018

Bayesian quantile regression using the skew exponential power distribution.

Mauro Bernardi, Marco Bottone, Lea Petrella

Comput. Stat. Data Anal., 2018

2016

Comparison of Value-at-Risk models using the MCS approach.

Mauro Bernardi, Leopoldo Catania

Comput. Stat., 2016

2015

Multiple seasonal cycles forecasting model: the Italian electricity demand.

Mauro Bernardi, Lea Petrella

Stat. Methods Appl., 2015