S. A. Padoan

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!

Publication	Date of Publication	Type
Empirical Bayes inference for the block maxima method Bernoulli	2024-07-02	Paper
A semi-parametric stochastic generator for bivariate extreme events Stat	2024-05-16	Paper
Optimal weighted pooling for inference about the tail index and extreme quantiles Bernoulli	2024-03-26	Paper
Optimal weighted pooling for inference about the tail index and extreme quantiles Bernoulli	2024-03-26	Paper
Tail risk inference via expectiles in heavy-tailed time series Journal of Business and Economic Statistics	2024-03-06	Paper
ExtremalDep	2023-09-25	Software
Strong Convergence of Peaks Over a Threshold	2023-01-05	Paper
Extreme expectile estimation for short-tailed data, with an application to market risk assessment	2022-10-05	Paper
Consistency of Bayesian inference for multivariate max-stable distributions The Annals of Statistics	2022-06-24	Paper
Joint inference on extreme expectiles for multivariate heavy-tailed distributions Bernoulli	2022-05-16	Paper
Joint inference on extreme expectiles for multivariate heavy-tailed distributions Bernoulli	2022-05-16	Paper
Multivariate extremes over a random number of observations Scandinavian Journal of Statistics	2021-09-17	Paper
Estimation and uncertainty quantification for extreme quantile regions Extremes	2021-06-01	Paper
Erratum to: ``Estimation and uncertainty quantification for extreme quantile regions Extremes	2021-06-01	Paper
Strong convergence of multivariate maxima Journal of Applied Probability	2020-05-12	Paper
Records for time-dependent stationary Gaussian sequences Journal of Applied Probability	2020-05-12	Paper
Tail risk inference via expectiles in heavy-tailed time series Journal of Business and Economic Statistics	2020-04-08	Paper
Estimation and uncertainty quantification for extreme quantile regions Extremes	2019-12-16	Paper
Generalized Pareto copulas: a key to multivariate extremes Journal of Multivariate Analysis	2019-11-22	Paper
Conditional tail independence in Archimedean copula models Journal of Applied Probability	2019-10-07	Paper
Consistency of Bayesian Inference for Multivariate Max-Stable Distributions (available as arXiv preprint)	2019-03-30	Paper
On multivariate records from random vectors with independent components Journal of Applied Probability	2018-09-26	Paper
Inference for asymptotically independent samples of extremes Journal of Multivariate Analysis	2018-08-16	Paper
Some results on joint record events Statistics & Probability Letters	2018-07-03	Paper
Extreme dependence models (available as arXiv preprint)	2017-07-04	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials Journal of Statistical Planning and Inference	2017-04-01	Paper
Comment on article by Page and Quintana Bayesian Analysis	2017-03-14	Paper
Models for extremal dependence derived from skew-symmetric families Scandinavian Journal of Statistics	2017-03-03	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials Journal of Statistical Planning and Inference	2017-01-19	Paper
Bayesian inference for the extremal dependence Electronic Journal of Statistics	2017-01-11	Paper
Bayesian inference for the extremal dependence Electronic Journal of Statistics	2017-01-11	Paper
A semi-parametric stochastic generator for bivariate extreme events Stat	2017-01-01	Paper
Statistical modeling of spatial extremes Statistical Science	2016-02-16	Paper
Statistical modeling of spatial extremes Statistical Science	2016-02-16	Paper
Rejoinder Statistical Science	2016-02-16	Paper
Rejoinder Statistical Science	2016-02-16	Paper
Mean field variational Bayes for elaborate distributions Bayesian Analysis	2016-02-08	Paper
Bayesian inference for the extremal dependence Electronic Journal of Statistics	2016-01-01	Paper
Bayesian inference for the extremal dependence Electronic Journal of Statistics	2016-01-01	Paper
Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions Journal of Multivariate Analysis	2015-12-23	Paper
Extreme dependence models (available as arXiv preprint)	2015-08-23	Paper
Likelihood-based inference for max-stable processes Journal of the American Statistical Association	2015-06-11	Paper
Likelihood-based inference for max-stable processes Journal of the American Statistical Association	2015-06-11	Paper
Multivariate max-stable spatial processes Biometrika	2015-04-24	Paper
Extreme dependence models based on event magnitude Journal of Multivariate Analysis	2014-01-13	Paper
Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions Journal of Multivariate Analysis	2011-04-19	Paper
Mixed model-based additive models for sample extremes Statistics & Probability Letters	2008-11-25	Paper

Research outcomes over time

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