3 papers
stat.ME2026
Modelling spatial heterogeneity in the effects of area-level covariates on income distributions using Bayesian nonparametric methods
Ziyou Wang, Jim Griffin, Maria Kalli
Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we…
stat.ME2025
Network Modeling of Asynchronous Change-Points in Multivariate Time Series
Carson McKee, Maria Kalli
This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (…
stat.ME2025
Bayesian nonparametric copulas with tail dependence
Maria Concepción AusÃn, Maria Kalli
We introduce a novel bivariate copula model able to capture both the central and tail dependence of the joint probability distribution. Model that can capture the dependence struct…