Ioannis Papastathopoulos

Available identifiers

Publication	Date of Publication	Type
Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury	2024-11-14	Paper
Extremal clustering in non-stationary random sequences	2021-12-18	Paper
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains	2019-03-10	Paper
Conditioned limit laws for inverted max-stable processes	2016-08-18	Paper
Conditional independence and conditioned limit laws	2016-04-22	Paper
Conditional independence among max-stable laws	2015-11-19	Paper
Dependence properties of multivariate max-stable distributions	2014-07-24	Paper
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	2013-03-12	Paper
A generalised student's \(t\)-distribution	2013-01-25	Paper
Extended generalised Pareto models for tail estimation	2012-10-30	Paper

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