The following pages link to Simone A. Padoan (Q391855):
Displayed 32 items.
- ExtremalDep (Q32153) (← links)
- Item:Q391855 (redirect page) (← links)
- Bayesian inference for the extremal dependence (Q73753) (← links)
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Extreme Dependence Models (Q73770) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Item:Q391855 (redirect page) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Item:Q391855 (redirect page) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions'' (Q900791) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- Some results on joint record events (Q1650284) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Erratum to: ``Estimation and uncertainty quantification for extreme quantile regions'' (Q2028593) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Mean field variational Bayes for elaborate distributions (Q2634124) (← links)
- Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
- On multivariate records from random vectors with independent components (Q4684925) (← links)
- Records for time-dependent stationary Gaussian sequences (Q5109490) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Multivariate extremes over a random number of observations (Q5152171) (← links)
- Conditional tail independence in Archimedean copula models (Q5235056) (← links)
- Multivariate max-stable spatial processes (Q5247444) (← links)
- Likelihood-Based Inference for Max-Stable Processes (Q5254953) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
- Rejoinder (Q5962689) (← links)
- Comment on article by Page and Quintana (Q5965784) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)