arXiv subjects

Danilo Petti

Publications and source records attributed to Danilo Petti.

3 recordsLinked to original sources

arXiv2025

BRBVS: An R Package for Bivariate Variable selection in Copula Survival Model(s) domain

BRBVS is a publicly available \texttt{R} package on CRAN that implements the algorithm proposed in Petti et al.(2024a). The algorithm was developed as the first proposal of variable selection for the class of Bivariate Survival Copula Models originally proposed in Marra & Radice (2020) and implemented in the \texttt{GJRM} package. The core of the \texttt{BRBVS} package is to implement and make available to practitioners variable selection algorithms for bivariate survival data affected by censoring, providing easy-to-use functions and graphical outputs. The idea behind the algorithm is almost general and may also be extended to different class of models.

stat.ME↗

arXiv2024

Bivariate Variable Ranking for censored time-to-event data via Copula Link Based Additive models

In this paper, we present a variable ranking approach established on a novel measure to select important variables in bivariate Copula Link-Based Additive Models (Marra & Radice, 2020). The proposal allows for identifying two sets of relevant covariates for the two time-to-events without neglecting the dependency structure that may exist between the two survivals. The procedure suggested is evaluated via a simulation study and then is applied for analyzing the Age-Related Eye Disease Study dataset. The algorithm is implemented in a new R package, called BRBVS..

stat.ME↗

arXiv2024

The Impact of Geopolitical Risks on Bitcoin Volume Growth: Evidence from a Panel Data Analysis

This paper investigates the relationship between geopolitical risks (GPR) and the growth rate of Bitcoin (BTC) volume. Our analysis utilizes dynamic panel data from 33 individual countries and the European economic region. Empirical results demonstrate that GPR has a significant positive impact on BTC volume growth, particularly in developing countries. Our results are confirmed by several robustness checks, like Lagged IV, and volatility check among others. Our study offers a new perspective on BTC, as the novelty of the data used helps us understand the dynamics of BTC volume.

stat.AP↗