| Publication | Date of Publication | Type |
|---|
| Empirical Bayes inference for the block maxima method | 2024-07-02 | Paper |
| A semi-parametric stochastic generator for bivariate extreme events | 2024-05-16 | Paper |
| 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 |
| Strong convergence of multivariate maxima | 2020-05-12 | Paper |
| Records for time-dependent stationary Gaussian sequences | 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 |
| A semi-parametric stochastic generator for bivariate extreme events | 2017-01-01 | 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 |
