Silvia Bacci

  1. Mixtures of equispaced normal distributions and their use for testing symmetry in univariate data.

    Authors: Francesco Bartolucci, Silvia Bacci
    Subjects: Methodology
    Abstract

    Given a random sample of observations, mixtures of normal densities are often
    used to estimate the unknown continuous distribution from which the data come.
    Here we propose the use of this semiparametric framework for testing symmetry
    about an unknown value. More precisely, we show how the null hypothesis of
    symmetry may be formulated in terms of normal mixture model, with weights about
    the centre of symmetry constrained to be equal one another. The resulting model
    is nested in a more general unconstrained one, with same number of mixture
    components and free weights.

  2. Mixture latent autoregressive models for longitudinal data.

    Authors: Francesco Bartolucci, Fulvia Pennoni, Silvia Bacci
    Subjects: Statistics
    Abstract

    Many relevant statistical and econometric models for the analysis of
    longitudinal data include a latent process to account for the unobserved
    heterogeneity between subjects in a dynamic fashion. Such a process may be
    continuous (typically an AR(1)) or discrete (typically a Markov chain). In this
    paper, we propose a model for longitudinal data which is based on a mixture of
    AR(1) processes with different means and correlation coefficients, but with
    equal variances.

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