News

Aug 22, 2025 I will be chairing the session “Quantile methods and applications “ at the EcoSta 2025 conference hosted by the by the Waseda University, Tokyo.
Jun 17, 2025 I will be chairing the session “Innovative applications of latent Markov and semi-Markov models” at the 2025 SIS conference hosted by the University of Genova.
Jan 17, 2025 Our paper with Marco Geraci and Lea Petrella, “Mid-quantile mixed graphical models with an application to mass public shootings in the US” has been published on the Journal of the Royal Statistical Society Series A: Statistics in Society. Check it out here.
Dec 15, 2024 I will be chairing the session “Recent advances in quantile and M-quantile regression” at the 18th international CMStatistics 2024 conference hosted by King’s College London.
Sep 18, 2024 Our paper with Sophie-An Kingsbury Lee and Francesca Dominici, “Childhood PM2.5 exposure and upward mobility in the United States” has been published on the Proceedings of the National Academy of Sciences of the United States of America. Check it out here.
Feb 7, 2024 Our paper with Valeria Bignozzi and Lea Petrella, “Inter-order relations between equivalence for 𝐿𝑝-quantiles of the Student’s 𝑡 distribution” has been published on Insurance: Mathematics and Economics. Check it out here.
Jan 13, 2024 Our paper with Beatrice Foroni and Lea Petrella, “Expectile hidden Markov regression models for analyzing cryptocurrency returns” has been published on Statistics and Computing. Check it out here.
Dec 18, 2023 I will be chairing the session “Recent advances in quantile regression models” at the 16th international CMStatistics 2023 conference hosted by HTW Berlin, University of Applied Sciences, Berlin.
Sep 22, 2023 1st Workshop on quantile regression at Sapienza University of Rome.
Sep 15, 2023 StaTalk2023 workshop at Sapienza University of Rome.
Aug 14, 2023 Our paper with Lea Petrella, Nicola Salvati and Nikos Tzavidis, “Unified unconditional regression for multivariate quantiles, M-quantiles and expectiles” has been accepted to appear in the Journal of the American Statistical Association. Check it out here.