Luciana Dalla Valle
Luciana Dalla Valle
Associate Professor of Data Science and Statistics
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Cited by
Cited by
A Bayesian approach to estimate the marginal loss distributions in operational risk management
L Dalla Valle, P Giudici
Computational Statistics & Data Analysis 52 (6), 3107-3127, 2008
Copula and operational risks
L Dalla Valle, D Fantazzini, P Giudici
Bayesian copulae distributions, with application to operational risk management
L Dalla Valle
Methodology and Computing in Applied Probability 11 (1), 95-115, 2009
Bayesian Model Selection for Beta Autoregressive Processes
R Casarin, L Dalla Valle, F Leisen
Bayesian Analysis 7 (2), 385-410, 2012
A copula-based approach for the estimation of wave height records through spatial correlation
R Jane, L Dalla Valle, D Simmonds, A Raby
Coastal Engineering 117, 1-18, 2016
Official statistics data integration using copulas
L Dalla Valle
Quality Technology & Quantitative Management 11 (1), 111-131, 2014
Default Probability Estimation via Pair Copula Constructions
L Dalla Valle, ME De Giuli, C Tarantola, C Manelli
European Journal of Operational Research 249 (1), 298-311, 2016
Internationalisation, cultural distance and country characteristics: a Bayesian analysis of SMEs financial performance
A Majocchi, L Dalla Valle, A D'Angelo
Journal of Business Economics and Management 16 (2), 307-324, 2015
Official statistics data integration for enhanced information quality
L Dalla Valle, RS Kenett
Quality and Reliability Engineering International 31 (7), 1281-1300, 2015
Bayesian Nonparametric Conditional Copula Estimation of Twin Data
L Dalla Valle, F Leisen, L Rossini
Journal of the Royal Statistical Society - Series C, 2017
Social Media Big Data Integration: a New Approach Based on Calibration
L Dalla Valle, R Kenett
Expert Systems with Applications, 2017
The Use of Official Statistics in Self-Selection Bias Modeling.
L Dalla Valle
Journal of Official Statistics (JOS) 32 (4), 2016
Errors in customer satisfaction surveys and methods to correct self-selection bias
G Nicolini, L Dalla Valle
Quality Technology & Quantitative Management 8 (2), 167-181, 2011
On Enthusing Students about Big Data and Social Media Visualization and Analysis using R, RStudio and RMarkdown
L Dalla Valle, J Stander
Journal of Statistics Education 25 (2), 2017
Empirical studies with operational loss data: Dalla Valle, Fantazzini and Giudici study
L Dalla Valle, D Fantazzini, P Giudici
Operational risk : a guide to Basel II capital requirements, models, andá…, 2007
Understanding the Role of Fragility in Flood Risk Analysis: A Justification for Multivariate Fragility
R Jane, B Gouldby, D Simmonds, J Simm, A Raby, L Dalla Valle
Shore & Beach 84 (4), 10-22, 2016
Improving the representation of the fragility of coastal structures: Brunel Seawall (Dawlish, UK)
R Jane, D Simmonds, B Gouldby, J Simm, LD Valle, A Raby
Coasts, Marine Structures and Breakwaters 2017: Realising the Potential, 887-899, 2018
A Bayesian Survival Analysis of an Historical Dataset: How Long Do Popes Live?
J Stander, L Dalla Valle, M Cortina Borja
The American Satistician, 2017
A new multinomial model and a zero variance estimation
L Dalla Valle, F Leisen
Communications in Statistics—Simulation and Computation« 39 (4), 846-859, 2010
Measuring Operational Risk in a Bayesian Framework
L Dalla Valle
Rethinking Risk Measurement and Reporting. Uncertainty, Bayesian Analysisá…, 2010
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