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Roberto Di Mari
Roberto Di Mari
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Title
Cited by
Cited by
Year
Bias-adjusted three-step latent Markov modeling with covariates
R Di Mari, DL Oberski, JK Vermunt
Structural Equation Modeling: A Multidisciplinary Journal 23 (5), 649-660, 2016
302016
Mostly harmless direct effects: A comparison of different latent Markov modeling approaches
R Di Mari, Z Bakk
Structural Equation Modeling: A Multidisciplinary Journal 25 (3), 467-483, 2018
182018
A data driven equivariant approach to constrained Gaussian mixture modeling
R Rocci, SA Gattone, R Di Mari
Advances in Data Analysis and Classification 12 (2), 235-260, 2018
142018
Clusterwise linear regression modeling with soft scale constraints
R Di Mari, R Rocci, SA Gattone
International Journal of Approximate Reasoning 91, 160-178, 2017
132017
Dynamic discrete mixtures for high-frequency prices
L Catania, R Di Mari, P Santucci de Magistris
Journal of Business & Economic Statistics 40 (2), 559-577, 2022
62022
A random-covariate approach for distal outcome prediction with latent class analysis
R Di Mari, Z Bakk, A Punzo
Structural Equation Modeling: A Multidisciplinary Journal 27 (3), 351-368, 2020
62020
Hierarchical Markov-switching models for multivariate integer-valued time-series
L Catania, R Di Mari
Journal of Econometrics 221 (1), 118-137, 2021
52021
Two-stage multilevel latent class analysis with covariates in the presence of direct effects
Z Bakk, R Di Mari, J Oser, J Kuha
Structural Equation Modeling: A Multidisciplinary Journal 29 (2), 267-277, 2022
22022
Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
R Di Mari, R Rocci, SA Gattone
Statistical Methods & Applications 29 (1), 49-78, 2020
22020
Hierarchical hidden Markov models for multivariate integer-valued time-series
L Catania, R Di Mari
Journal of Econometrics, 2020
12020
A generalized coefficient of determination for mixtures of regressions
R Di Mari, S Ingrassia, A Punzo
Conference of the International Federation of Classification Societies, 27-35, 2019
12019
Assessing measurement invariance for longitudinal data through latent Markov models
R Di Mari, F Dotto, A Farcomeni, A Punzo
Structural Equation Modeling: A Multidisciplinary Journal 29 (3), 381-393, 2022
2022
A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
R Di Mari, A Maruotti
Advances in Data Analysis and Classification, 1-28, 2021
2021
LASSO-penalized clusterwise linear regression modeling with Local Least Angle Regression (L-LARS)
R Di Mari, R Rocci, SA Gattone
Available at SSRN 3832769, 2021
2021
Dynamic Discrete Mixtures for High-Frequency Prices
C Leopoldo, R Di Mari, P Santucci de Magistris
2021
Stepwise Estimation of Multilevel Latent Class Models
Z Bakk, R di Mari, J Oser, J Kuha
Preface XIX 1 Plenary Sessions, 171, 2021
2021
Supplementary document to Dynamic Discrete Mixtures for High Frequency Prices
L Catania, R Di Mari, PS de Magistris
2020
Penalized Versus Constrained Approaches for Clusterwise Linear Regression Modeling
R Di Mari, SA Gattone, R Rocci
Scientific Meeting of the Classification and Data Analysis Group of theá…, 2019
2019
Constrained maximum likelihood estimation of clusterwise linear regression models with unknown number of components
R Di Mari, R Rocci, SA Gattone
arXiv preprint arXiv:1804.05185, 2018
2018
Cluster-weighted latent class modeling
R Di Mari, A Punzo, Z Bakk
arXiv preprint arXiv:1801.01464, 2018
2018
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