Simone A. Padoan

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Person:391855

Available identifiers

zbMath Open padoan.simone-aMaRDI QIDQ391855

List of research outcomes

PublicationDate of PublicationType
Optimal weighted pooling for inference about the tail index and extreme quantiles2024-03-26Paper
Tail risk inference via expectiles in heavy-tailed time series2024-03-06Paper
ExtremalDep2023-09-25Software
Consistency of Bayesian inference for multivariate max-stable distributions2022-06-24Paper
Joint inference on extreme expectiles for multivariate heavy-tailed distributions2022-05-16Paper
Multivariate extremes over a random number of observations2021-09-17Paper
Estimation and uncertainty quantification for extreme quantile regions2021-06-01Paper
Erratum to: ``Estimation and uncertainty quantification for extreme quantile regions2021-06-01Paper
Records for time-dependent stationary Gaussian sequences2020-05-12Paper
Strong convergence of multivariate maxima2020-05-12Paper
Tail risk inference via expectiles in heavy-tailed time series2020-04-08Paper
Estimation and uncertainty quantification for extreme quantile regions2019-12-16Paper
Generalized Pareto copulas: a key to multivariate extremes2019-11-22Paper
Conditional tail independence in Archimedean copula models2019-10-07Paper
On multivariate records from random vectors with independent components2018-09-26Paper
Inference for asymptotically independent samples of extremes2018-08-16Paper
Some results on joint record events2018-07-03Paper
Extreme Dependence Models2017-07-04Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials2017-04-01Paper
Comment on article by Page and Quintana2017-03-14Paper
Models for Extremal Dependence Derived from Skew-symmetric Families2017-03-03Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials2017-01-19Paper
Bayesian inference for the extremal dependence2017-01-11Paper
Statistical modeling of spatial extremes2016-02-16Paper
Rejoinder2016-02-16Paper
Mean field variational Bayes for elaborate distributions2016-02-08Paper
Bayesian inference for the extremal dependence2016-01-01Paper
Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions2015-12-23Paper
Extreme Dependence Models2015-08-23Paper
Likelihood-Based Inference for Max-Stable Processes2015-06-11Paper
Multivariate max-stable spatial processes2015-04-24Paper
Extreme dependence models based on event magnitude2014-01-13Paper
Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions2011-04-19Paper
Mixed model-based additive models for sample extremes2008-11-25Paper

Research outcomes over time


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