8 citations · 9 across the 4 of their papers we have counts for
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stat.ME2023★ 1 cited
General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice
Matteo Barigozzi, Davide La Vecchia, Hang Liu
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for -dimensional random fields observed across a…
stat.AP2023
Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation
Manon Felix, Davide La Vecchia, Hang Liu +1
This paper is written for a Festschrift in honour of Professor Marc Hallin and it proposes some developments on quantile regression. We connect our investigation to Marc's scientif…