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stat.ME2026
Tail Halos: The Covariate Dual of the Tail
Gianmarco Callegher, Miguel de Carvalho
Extreme events are often studied through regression models describing how covariates modify tail parameters. In many applications, however, interest lies directly in identifying th…
stat.CO2026
Stochastic Variational Inference for Vine Copula Distributional Regression
Gianmarco Callegher, Thomas Kneib
Structured additive distributional regression flexibly relates all parameters of a conditional response distribution to covariates, but multivariate extensions remain challenging w…