Antonio Punzo


Full Professor of Statistics
Department of Economics and Business
University of Catania

Corso Italia, 55, 95128, Catania, Italy. 
Tel: +(39) 0957537640
Email: antonio.punzo@unict.it
Web: http://www.dei.unict.it/antonio.punzo
ORCID: https://orcid.org/0000-0001-7742-1821


Curriculum Vitae: Download CV


Education 

  • 10/2015–10/2018 Associate Professor of Statistics, University of Catania, Department of Economics and Business.
  • 11/2010–9/2015 Assistant Professor of Statistics, University of Catania, Department of Economics and Business.
  • 2/2013–7/2013 Visiting Professor of Statistics, University of Guelph (Canada, Ontario), Department of Mathematics & Statistics (Director: Prof. Paul D. McNicholas).
  • 6/2008–6/2010 Research Fellow of Statistics, University of Catania.
  • 4/2008 Ph.D. in Methodological and Applied Statistics, University of Milano-Bicocca.
  • 6/2004 Laurea (cum laude) in Statistical and Actuarial Sciences, University of Calabria.

Research Interests 
Mixture Models, Hidden Markov Models, Model-Based Clustering, Heavy-tailed distributions, Serial Dependence, Item Response Theory, Nonparametric Techniques. 


Current Teaching 

  • Professor of “An Introduction to Finite Mixture Models” (20 hours) for the Ph.D. in “Economics, Management and Statistics” (DOT1314289) of the University of Messina.
  • Professor of “Statistical Models for Economics and Finance” (60 hours) for the Department of Economics and Business of the University of Catania.
  • Professor of “Statistics” (60 hours) for the Department of Economics and Business of the University of Catania.

List of publications

2019

    • Tomarchio S. D. and Punzo A. (2019). Modelling the loss given default distribution via a family of zero-and-one inflated mixture models. Journal of the Royal Statistical SocietySeries A, (forthcoming).
    • Ingrassia S. and Punzo A. (2019). Cluster validation for mixtures of regressions via the total sum of squares decomposition. Journal of Classification, (forthcoming).
    • Mazza A. and Punzo A. (2019). Mixtures of multivariate contaminated normal regression models. Statistical Papers, (forthcoming).
    • Zarei S., Mohammadpour A., Ingrassia S. and Punzo A. (2019). On the use of the sub-Gaussian α-stable distribution in the cluster-weighted modelIranian Journal of Science and Technology, Transactions A: Science, (forthcoming).
    • Punzo A. (2019). A new look at the inverse Gaussian distribution with applications to insurance and economic data. Journal of Applied Statistics, 46(7): 1260–1287.
    • Maruotti A., Punzo A. and Bagnato L. (2018). Hidden Markov and semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns seriesJournal of Financial Econometrics17(1): 91–117.
    • Morris K., Punzo A., McNicholas P. D. and Browne R. P. (2019). Asymmetric Clusters and Outliers: Mixtures of Multivariate Contaminated Shifted Asymmetric Laplace Distributions. Computational Statistics & Data Analysis, 132: 145–166.  

    2018

      2017

      2016

      2015

      2014

      2013

      2012

      Before 2012