| Publication | Date of Publication | Type |
|---|
Bayesian dynamic quantile model averaging
Annals of Operations Research | 2026-08-27 | Paper |
Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models
Journal of Computational and Graphical Statistics | 2026-05-06 | Paper |
| Locally sparse estimation for functional linear models with scalar response | 2025-12-11 | Paper |
| Estimating multiple quantile surfaces: a penalized functional approach | 2025-12-11 | Paper |
The determinants of Airbnb prices in New York City: a spatial quantile regression approach
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Missing data patterns in runners' careers: do they matter?
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
PDE-regularised spatial quantile regression
Journal of Multivariate Analysis | 2025-01-03 | Paper |
Variational Inference for Large Bayesian Vector Autoregressions
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Locally Sparse Function-on-Function Regression
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Doubly-online changepoint detection for monitoring health status during sports activities
The Annals of Applied Statistics | 2024-01-16 | Paper |
The sparse method of simulated quantiles: An application to portfolio optimization
Statistica Neerlandica | 2023-12-14 | Paper |
Extracting the Cyclical Component in Hours Worked
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
Statistical Methods and Applications | 2021-12-27 | Paper |
The skew normal multivariate risk measurement framework
Computational Management Science | 2020-05-27 | Paper |
Robust Time-Varying Undirected Graphs
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-10-12 | Paper |
Approximate EM algorithm for sparse estimation of multivariate location-scale mixture of normals
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-10-12 | Paper |
Bayesian quantile regression using the skew exponential power distribution
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
On the \(L_p\)-quantiles for the Student \(t\) distribution
Statistics & Probability Letters | 2017-10-06 | Paper |
Comparison of value-at-risk models using the MCS approach
Computational Statistics | 2016-08-04 | Paper |
Bayesian tail risk interdependence using quantile regression
Bayesian Analysis | 2016-04-22 | Paper |
Multiple seasonal cycles forecasting model: the Italian electricity demand
Statistical Methods and Applications | 2015-12-08 | Paper |
Skew mixture models for loss distributions: a Bayesian approach
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Risk measures for skew normal mixtures
Statistics & Probability Letters | 2013-12-06 | Paper |
