Courses a.y. 2024/2025
Biographical note
I am an Associate Professor at the department of Decision Sciences at Bocconi University. My research fellow at the Euro-Mediterranean Center on Climate Change (CMCC - Entro Euro Mediterraneo sui Cambiamenti Climatici). Previously I have been an assistant professor in the Department of Decision Sciences at Bocconi University. I received my PhD in Statistical Science in 2008 from the University of Padua, Italy. From 2008 to 2010 I was a post-doc researcher of statistics at Ecole Polytechnique Fédérale de Lausanne, in Lausanne, Switzerland. Editorial activities: Stochastic Models (since 2019) and Extremes (since 2019).
Research interests
My scientific interests are in statistics and applied probability in general, with special emphasis on extreme-value theory, statistics of extremes, nonparametric statistics, Bayesian statistics, time series, spatial statistics, computational statistics, environmental and climate analysis, financial and economic analysis, data science.
Working papers
Selected Publications
Tail risk inference via expectiles in heavy-tailed time series
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022
Joint inference on extreme expectiles for multivariate heavy-tailed distributions
Bernoulli, 28(2), 1021-1048, 2022
Consistency of Bayesian inference for multivariate max-stable distributions
ANNALS OF STATISTICS, 2022
Multivariate extremes over a random number of observations
SCANDINAVIAN JOURNAL OF STATISTICS, 2021
Net zero-emission pathways reduce the physical and economic risks of climate change
NATURE CLIMATE CHANGE, 2021
Strong convergence of multivariate maxima
JOURNAL OF APPLIED PROBABILITY, 2020
Estimation and uncertainty quantification for extreme quantile regions
EXTREMES, 2021
Records for time-dependent stationary Gaussian sequences
JOURNAL OF APPLIED PROBABILITY, 2020
Generalized Pareto copulas: a key to multivariate extremes
JOURNAL OF MULTIVARIATE ANALYSIS, 2019
Extremal properties of the univariate extended skew-normal distribution, Part A
STATISTICS & PROBABILITY LETTERS, 2019
Extremal properties of the multivariate extended skew-normal distribution, Part B
STATISTICS & PROBABILITY LETTERS, 2019
Conditional tail independence in Archimedean copula models
JOURNAL OF APPLIED PROBABILITY, 2019
Inference for asymptotically independent samples of extremes
JOURNAL OF MULTIVARIATE ANALYSIS, 2018
Some results on joint record events
STATISTICS & PROBABILITY LETTERS, 2018
On multivariate records from random vectors with independent components
JOURNAL OF APPLIED PROBABILITY, 2018
A semi-parametric stochastic generator for bivariate extreme events
STAT, 2017
Models for extremal dependence derived from skew-symmetric families
SCANDINAVIAN JOURNAL OF STATISTICS, 2017
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017
Bayesian inference for the extremal dependence
ELECTRONIC JOURNAL OF STATISTICS, 2016
Comment on article by Page and Quintana
BAYESIAN ANALYSIS, 2016
Multivariate max-stable spatial processes
BIOMETRIKA, 2015
Extreme dependence models
Extreme value modeling and risk analysis: methods and applications, 2015
Analysis of random fields using CompRandFld
JOURNAL OF STATISTICAL SOFTWARE, 2015
Extreme dependence models based on event magnitude
JOURNAL OF MULTIVARIATE ANALYSIS, 2013
Extreme value analysis based in part on the article “Extreme value analysis” by Saralees Nadarajah, which appeared in the encyclopaedia of environmetrics.
Encyclopedia of Environmetrics, 2013
Statistical Modeling of Spatial Extremes
STATISTICAL SCIENCE, 2012
Mean Field Variational Bayes for Elaborate Distributions
BAYESIAN ANALYSIS, 2011
Multivariate extreme models based on underlying skew- and skew-normal distributions
JOURNAL OF MULTIVARIATE ANALYSIS, 2011
Hydrologic response of an alpine watershed: Application of a meteorological wireless sensor network to understand streamflow generation
WATER RESOURCES RESEARCH, 2011
Valori Estremi e Analisi dei Rischi Ambientali
Sis-Magazine - Online Magazine of the Italian Statistics Society (Societa` Italiana di Statistica), 2011
Multivariate and spatial extremes for the analysis of air quality data
Spatial data methods for environmental and ecological processes - 2nd edition, 2011
Likelihood-Based Inference for Max-Stable Processes
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010
Mixed model-based additive models for sample extremes
STATISTICS & PROBABILITY LETTERS, 2008