Marco Bee

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2026 J jnl
Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach.
Comput. Stat.
Marco Bee
2026 J jnl
Noise-contrastive estimation of dynamic mixture distributions.
Math. Comput. Simul.
Marco Bee, Flavio Santi
2025 J jnl
A parsimonious dynamic mixture for heavy-tailed distributions.
Math. Comput. Simul.
Marco Bee
2024 J jnl
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach.
Adv. Data Anal. Classif.
Marco Bee
2023 J jnl
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance.
Comput. Stat. Data Anal.
Marco Bee
2022 J jnl
Estimating the wrapped stable distribution via indirect inference.
Commun. Stat. Simul. Comput.
Marco Bee
2022 J jnl
The truncated g-and-h distribution: estimation and application to loss modeling.
Comput. Stat.
Marco Bee
2021 J jnl
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach.
Comput. Stat.
Marco Bee, Julien Hambuckers, Flavio Santi, Luca Trapin
2018 J jnl
Likelihood-based risk estimation for variance-gamma models.
Stat. Methods Appl.
Marco Bee, Maria Michela Dickson, Flavio Santi
2017 J jnl
Approximate maximum likelihood estimation of the Bingham distribution.
Comput. Stat. Data Anal.
Marco Bee, Roberto Benedetti, Giuseppe Espa
2017 J jnl
Density approximations and VaR computation for compound Poisson-lognormal distributions.
Commun. Stat. Simul. Comput.
Marco Bee
2015 J jnl
Approximate maximum likelihood estimation of the autologistic model.
Comput. Stat. Data Anal.
Marco Bee, Giuseppe Espa, Diego Giuliani
2015 J jnl
Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood.
Commun. Stat. Simul. Comput.
Marco Bee
2013 J jnl
A Maximum Entropy Approach to Loss Distribution Analysis.
Entropy
Marco Bee
2013 J jnl
On maximum likelihood estimation of a Pareto mixture.
Comput. Stat.
Marco Bee, Roberto Benedetti, Giuseppe Espa
2011 J jnl
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.
Comput. Stat. Data Anal.
Emanuele Taufer, Nikolai Leonenko, Marco Bee
2009 J jnl
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk.
Commun. Stat. Simul. Comput.
Marco Bee
2005 J jnl
Estimating rating transition probabilites with missing data.
Stat. Methods Appl.
Marco Bee