Simone A. Padoan

Available identifiers

zbMath Open padoan.simone-aMaRDI QIDQ391855

List of research outcomes

Publication	Date of Publication	Type
Optimal weighted pooling for inference about the tail index and extreme quantiles	2024-03-26	Paper
Tail risk inference via expectiles in heavy-tailed time series	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	2022-06-24	Paper
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	2022-05-16	Paper
Multivariate extremes over a random number of observations	2021-09-17	Paper
Estimation and uncertainty quantification for extreme quantile regions	2021-06-01	Paper
Erratum to: ``Estimation and uncertainty quantification for extreme quantile regions	2021-06-01	Paper
Records for time-dependent stationary Gaussian sequences	2020-05-12	Paper
Strong convergence of multivariate maxima	2020-05-12	Paper
Tail risk inference via expectiles in heavy-tailed time series	2020-04-08	Paper
Estimation and uncertainty quantification for extreme quantile regions	2019-12-16	Paper
Generalized Pareto copulas: a key to multivariate extremes	2019-11-22	Paper
Conditional tail independence in Archimedean copula models	2019-10-07	Paper
Consistency of Bayesian Inference for Multivariate Max-Stable Distributions	2019-03-30	Paper
On multivariate records from random vectors with independent components	2018-09-26	Paper
Inference for asymptotically independent samples of extremes	2018-08-16	Paper
Some results on joint record events	2018-07-03	Paper
Extreme Dependence Models	2017-07-04	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials	2017-04-01	Paper
Comment on article by Page and Quintana	2017-03-14	Paper
Models for Extremal Dependence Derived from Skew-symmetric Families	2017-03-03	Paper
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials	2017-01-19	Paper
Bayesian inference for the extremal dependence	2017-01-11	Paper
Statistical modeling of spatial extremes	2016-02-16	Paper
Rejoinder	2016-02-16	Paper
Mean field variational Bayes for elaborate distributions	2016-02-08	Paper
Bayesian inference for the extremal dependence	2016-01-01	Paper
Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions	2015-12-23	Paper
Extreme Dependence Models	2015-08-23	Paper
Likelihood-Based Inference for Max-Stable Processes	2015-06-11	Paper
Multivariate max-stable spatial processes	2015-04-24	Paper
Extreme dependence models based on event magnitude	2014-01-13	Paper
Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions	2011-04-19	Paper
Mixed model-based additive models for sample extremes	2008-11-25	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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