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stat.ME2025
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi +2
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to…
stat.ME2023
Comparison of Quantile Regression Curves with Censored Data
Lorenzo Tedesco, Ingrid Van Keilegom
This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be…