Ioannis Papastathopoulos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains
Advances in Applied Probability
2025-12-16Paper
Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury
Journal of the Royal Statistical Society. Series C. Applied Statistics
2024-11-14Paper
Extremal clustering in non-stationary random sequences
Extremes
2021-12-18Paper
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains2019-03-10Paper
Conditioned limit laws for inverted max-stable processes
Journal of Multivariate Analysis
2016-08-18Paper
Conditional independence and conditioned limit laws
Statistics & Probability Letters
2016-04-22Paper
Conditional independence among max-stable laws
Statistics & Probability Letters
2015-11-19Paper
Conditional independence among max-stable laws
Statistics & Probability Letters
2015-11-19Paper
Dependence properties of multivariate max-stable distributions
Journal of Multivariate Analysis
2014-07-24Paper
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model
Journal of Multivariate Analysis
2013-03-12Paper
A generalised student's \(t\)-distribution
Statistics & Probability Letters
2013-01-25Paper
Extended generalised Pareto models for tail estimation
Journal of Statistical Planning and Inference
2012-10-30Paper


Research outcomes over time


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