IRIS
MACCI, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 29.812
EU - Europa 2.153
AS - Asia 1.346
SA - Sud America 11
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 3
AF - Africa 1
Totale 33.330
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Nazione #
US - Stati Uniti d'America 29.799
CN - Cina 524
SG - Singapore 490
UA - Ucraina 408
DE - Germania 298
IE - Irlanda 289
IT - Italia 212
PL - Polonia 202
SE - Svezia 166
FR - Francia 161
RU - Federazione Russa 161
HK - Hong Kong 149
GB - Regno Unito 112
KR - Corea 111
FI - Finlandia 102
JP - Giappone 28
ID - Indonesia 15
BE - Belgio 13
CA - Canada 12
AT - Austria 7
VN - Vietnam 7
NL - Olanda 5
A2 - ???statistics.table.value.countryCode.A2??? 4
BR - Brasile 4
CH - Svizzera 4
ES - Italia 4
CL - Cile 3
IN - India 3
RO - Romania 3
AE - Emirati Arabi Uniti 2
AR - Argentina 2
AU - Australia 2
EC - Ecuador 2
IL - Israele 2
LA - Repubblica Popolare Democratica del Laos 2
LK - Sri Lanka 2
LT - Lituania 2
MN - Mongolia 2
AZ - Azerbaigian 1
CZ - Repubblica Ceca 1
DK - Danimarca 1
DM - Dominica 1
EE - Estonia 1
IR - Iran 1
KW - Kuwait 1
MU - Mauritius 1
MY - Malesia 1
NO - Norvegia 1
NZ - Nuova Zelanda 1
PH - Filippine 1
PK - Pakistan 1
SA - Arabia Saudita 1
TH - Thailandia 1
TR - Turchia 1
Totale 33.330
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Città #
Woodbridge 9.377
Wilmington 7.995
Houston 7.340
Fairfield 935
Ann Arbor 723
Singapore 445
Ashburn 427
Jacksonville 384
Seattle 350
Cambridge 326
Chandler 304
Dublin 275
Medford 214
Zhengzhou 205
Kraków 202
Hong Kong 147
Beijing 136
Santa Clara 119
Lawrence 101
Dearborn 100
Rome 72
Shanghai 45
Moscow 41
Menlo Park 32
San Diego 32
University Park 30
New York 24
Mülheim 23
Mcallen 22
Milan 21
Munich 21
Norwalk 20
Hefei 18
Jakarta 15
Redwood City 15
Verona 15
Falls Church 14
London 14
Nanjing 14
Brussels 13
Hangzhou 13
Phoenix 13
Helsinki 12
Mountain View 12
Toronto 11
Chengdu 10
Indiana 10
Wuhan 10
Boardman 9
Karlsruhe 9
Kunming 9
San Francisco 9
Guangzhou 8
Los Angeles 8
Jinan 7
Lappeenranta 7
Redmond 7
San Mateo 7
Scottsdale 7
Vienna 7
Kilburn 6
Kyoto 6
Seoul 6
Tokyo 6
Dong Ket 5
Fuzhou 5
Nanchang 5
Auburn Hills 4
Madrid 4
Nuremberg 4
Rodgau 4
Saint Petersburg 4
Shenzhen 4
São Paulo 4
Acton 3
Andover 3
Baotou 3
Chicago 3
Prescot 3
Shenyang 3
The Dalles 3
Varese 3
Wiesbaden 3
Amsterdam 2
Bristol 2
Casavatore 2
Chiswick 2
Cislago 2
Colombo 2
Como 2
Dubai 2
Florence 2
Frankfurt am Main 2
Grugliasco 2
Hanoi 2
Hebei 2
Hounslow 2
Islington 2
Ithaca 2
Laurel 2
Totale 30.919
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Nome #
Asymptotic results for a class of triangular arrays of multivariate random variables with Bernoulli distributed components 475
Asymptotic results for multivariate estimators of the mean density of random closed sets 448
Asymptotic results for sums of independent random variables with alternating laws 439
Asymptotic results for perturbed risk processes with delayed claims 432
Large Deviations for Proportions of Observations Which Fall in Random Sets Determined by Order Statistics 431
Asymptotic results for random walks in continuous time with alternating rates 431
Large deviations for a class of counting processes and some statistical applications 428
Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times 427
Flooding time in edge-Markovian dynamic graphs 420
Large deviations for i.i.d. replications of the total progeny of a Galton–Watson process 419
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling 418
Flooding time of edge-Markovian evolving graphs 413
What about the posterior distributions when the model is non-dominated? 413
Asymptotic results for a multivariate version of the alternative fractional Poisson process 411
Large deviations for some non-standard telegraph processes 407
Asymptotic behavior of some hitting probabilities for sums of IID gaussian random sets 407
Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions 406
Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift 406
On the asymptotic behavior of a sequence of random variables of interest in the classical occupancy problem 405
Lundberg parameters for non standard risk processes 400
Alternative forms of compound fractional Poisson processes 398
Extension of some large deviation results for posterior distributions 396
Sample path large deviations for order statistics 394
Large deviation principles for telegraph processes 394
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications 393
Large deviations for the time-integrated negative parts of some processes 393
On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments 391
Mixtures of conjugate prior distributions and large deviations for level crossing probabilities 390
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function 387
Large deviations for estimators of some threshold parameters 386
Some further results about undominated Bayesian experiments 386
On fluid model and averaged parameters model for Markov additive processes with finite environment’s state space 381
On the large deviations of a class of modulated additive processes 380
Fractional discrete processes: compound and mixed Poisson representations 380
Asymptotic results for empirical means of independent geometric distributed random variables 379
Large deviations for estimators of unknown probabilities, with applications in risk theory 378
Asymptotic results for random flights 377
On Bayesian experiments related to a pair of statistical observations independent conditionally on the parameter 375
Some results about Bayesian experiments with discrete sample space and positive sampling probabilities 375
Large deviations for estimators of the parameters of a neuronal response latency model 375
Large deviations for risk processes with reinsurance 374
Inequalities between some large deviation rates 373
Risk processes with shot noise Cox claim number process and reserve dependent premium rate 373
Posteriors and prior almost surely not mutually singular in Bayesian experiments related to observations i.i.d. conditionally on the parameter 373
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation 372
Large deviations for posterior distributions on the parameter of a multivariate AR(p) process 371
Random sampling for continuous time Markov additive processes 370
Continuous-time Markov additive processes: composition of large deviations principles and comparison between exponential rates of convergence 367
The maximal dominated subsets of a statistical experiment 366
Large deviation results on some estimators for stationary Gaussian processes 365
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means 363
Large deviations for fractional Poisson processes 361
Bayes factor for non-dominated statistical models 360
Large deviation principles for sequences of maxima and minima 360
Asymptotic results for runs and empirical cumulative entropies 360
Multivariate fractional Poisson processes and compound sums 360
Sample path large deviations principles for poisson shot noise processes, and applications 359
On large deviations for some sequences of weighted means of Gaussian processes 359
Large deviations for Markov chains in a random scenery with compact support 358
Mixed parametrization for curved exponential models in homogeneous Markov processes with a finite state space 358
Asymptotic results for finite superpositions of Ornstein–Uhlenbeck processes 356
Relationship between the posterior distributions of two regular Bayesian experiments related to a fixed family of sampling distributions. 354
Large deviations for a damped telegraph process 353
Correlated fractional counting processes on a finite time interval 352
Convergence of large deviation rates based on a link between wave governed random motions and ruin processes 352
Large deviations for risk models in which each main claim induces a delayed claim 351
Large deviations for hitting times of some decreasing sets 343
Large deviation results for wave governed random motions driven by semi-Markov processes 341
Discrete time uniformly recurrent Markov additive processes: two simplified models and large deviations 339
Large deviation principles for sequences of logarithmically weighted means 338
What about the posterior distributions when the model is non-dominated? 335
Large deviations for Bayesian estimators in first-order autoregressive processes 334
Large deviations for some normalized sums of exponentially distributed random variables 333
On the different structures of posterior distributions with respect to the prior distribution 321
The "statistical experiment"-equivalence for prior distributions 318
Large deviations for risk measures in finite mixture models 317
Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space 316
Large deviations for some logarithmic means in the case of random variables with thin tails 315
On prior distributions which give rise to a dominated Bayesian experiment 313
Large deviation bounds for ruin probability estimators in some risk models with dependence 311
The equivalence between "domination of a Bayesian experiment" and "a.e. domination of a statistical structure": the role of the predictive probability 308
Grandi deviazioni e importance sampling per processi di Poisson Markov modulati 304
Large deviation results for compound Markov renewal processes 296
Large deviations estimates for some level crossing probabilities in Bayesian setting 283
Undominated Bayesian experiments: a robustness issue and a suitable decomposition for prior distributions 283
Asymptotic results for first-passage times of some exponential processes 282
On the asymptotic behavior of the hyperbolic Brownian motion 269
Large Deviation Results and Applications to the Generalized Cramér Model 236
Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes 223
Analysis of random walks on a hexagonal lattice 174
Asymptotic results for weighted means of linear combinations of independent Poisson random variables 139
Large deviations for method-of-quantiles estimators of one-dimensional parameters 95
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift 92
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics 83
Moderate deviation estimates for nodal lengths of random spherical harmonics 65
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case 52
Large deviations for a class of tempered subordinators and their inverse processes 51
Asymptotic results for families of random variables having power series distributions 48
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates 45
Some examples of noncentral moderate deviations for sequences of real random variables 28
Totale 33.494
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Categoria #
all - tutte 64.211
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 64.211
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20204.219 0 0 0 0 0 0 785 824 775 670 519 646
2020/20214.954 533 553 608 632 479 500 690 456 121 126 201 55
2021/20221.011 38 102 22 61 28 137 44 38 57 113 84 287
2022/20231.035 176 62 16 122 66 286 95 50 69 7 56 30
2023/2024309 52 9 24 37 34 34 17 13 1 8 14 66
2024/20251.227 59 562 240 137 45 182 2 0 0 0 0 0
Totale 33.694