Sfoglia per Autore
Inference for asymptotically independent samples of extremes
2018 Guillou, Armelle; Padoan, Simone; Rizzelli, Stefano
On multivariate records from random vectors with independent components
2018 Falk, Michael; KHORRAMI CHOKAMI, Amir; Padoan, Simone
Extremal properties of the multivariate extended skew-normal distribution, Part B
2019 Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A.
Conditional tail independence in Archimedean copula models
2019 Falk, Michael; Padoan, Simone A.; Wischeckel, Florian
Generalized Pareto copulas: a key to multivariate extremes
2019 Falk, Michael; Padoan, Simone A.; Wisheckel, Florian
Extremal properties of the univariate extended skew-normal distribution, Part A
2019 Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A.
Records for time-dependent stationary Gaussian sequences
2020 Falk, Micheal; Khorrami Chokami, Amir; Padoan, Simone A.
Strong convergence of multivariate maxima
2020 Falk, Micheal; Padoan, Simone A.; Rizzelli, Stefano
Net zero-emission pathways reduce the physical and economic risks of climate change
2021 Drouet, Laurent; Bosetti, Valentina; Padoan, Simone A.; Aleluia Reis, Lara; Bertram, Christoph; Dalla Longa, Francesco; Despr('(e))s, Jacques; Emmerling, Johannes; Fosse, Florian; Fragkiadakis, Kostas; Frank, Stefan; Fricko, Oliver; Fujimori, Shinichiro; Harmsen, Mathijs; Krey, Volker; Oshiro, Ken; Nogueira, Larissa P.; Paroussos, Leonidas; Piontek, Franziska; Riahi, Keywan; Rochedo, Pedro R. R.; Schaeffer, Roberto; Takakura, Jun'Ya; van der Wijst, Kaj-Ivar; van der Zwaan, Bob; van Vuuren, Detlef; Vrontisi, Zoi; Weitzel, Matthias; Zakeri, Behnam; Tavoni, Massimo
Multivariate extremes over a random number of observations
2021 Hashorva, Enkelejd; Padoan, Simone; Rizzelli, Stefano
Estimation and uncertainty quantification for extreme quantile regions
2021 Beranger, Boris; Padoan, Simone A.; Sisson, Scott A.
Consistency of Bayesian inference for multivariate max-stable distributions
2022 Padoan, Simone A.; Rizzelli, Stefano
Joint inference on extreme expectiles for multivariate heavy-tailed distributions
2022 Padoan, Simone A.; Stupfler, Gilles
Tail risk inference via expectiles in heavy-tailed time series
2023 Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles
Strong convergence of peaks over a threshold
2023 Padoan, Simone A.; Rizzelli, Stefano
Optimal weighted pooling for inference about the tail index and extreme quantiles
2024 Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles
Empirical Bayes inference for the block maxima method
In corso di stampa Padoan, Simone A.; Rizzelli, Stefano
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| Inference for asymptotically independent samples of extremes | 1-gen-2018 | Guillou, Armelle; Padoan, Simone; Rizzelli, Stefano | JOURNAL OF MULTIVARIATE ANALYSIS | - |
| On multivariate records from random vectors with independent components | 1-gen-2018 | Falk, Michael; KHORRAMI CHOKAMI, Amir; Padoan, Simone | JOURNAL OF APPLIED PROBABILITY | - |
| Extremal properties of the multivariate extended skew-normal distribution, Part B | 1-gen-2019 | Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A. | STATISTICS & PROBABILITY LETTERS | - |
| Conditional tail independence in Archimedean copula models | 1-gen-2019 | Falk, Michael; Padoan, Simone A.; Wischeckel, Florian | JOURNAL OF APPLIED PROBABILITY | - |
| Generalized Pareto copulas: a key to multivariate extremes | 1-gen-2019 | Falk, Michael; Padoan, Simone A.; Wisheckel, Florian | JOURNAL OF MULTIVARIATE ANALYSIS | - |
| Extremal properties of the univariate extended skew-normal distribution, Part A | 1-gen-2019 | Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A. | STATISTICS & PROBABILITY LETTERS | - |
| Records for time-dependent stationary Gaussian sequences | 1-gen-2020 | Falk, Micheal; Khorrami Chokami, Amir; Padoan, Simone A. | JOURNAL OF APPLIED PROBABILITY | - |
| Strong convergence of multivariate maxima | 1-gen-2020 | Falk, Micheal; Padoan, Simone A.; Rizzelli, Stefano | JOURNAL OF APPLIED PROBABILITY | - |
| Net zero-emission pathways reduce the physical and economic risks of climate change | 1-gen-2021 | Drouet, Laurent; Bosetti, Valentina; Padoan, Simone A.; Aleluia Reis, Lara; Bertram, Christoph; Dalla Longa, Francesco; Despr('(e))s, Jacques; Emmerling, Johannes; Fosse, Florian; Fragkiadakis, Kostas; Frank, Stefan; Fricko, Oliver; Fujimori, Shinichiro; Harmsen, Mathijs; Krey, Volker; Oshiro, Ken; Nogueira, Larissa P.; Paroussos, Leonidas; Piontek, Franziska; Riahi, Keywan; Rochedo, Pedro R. R.; Schaeffer, Roberto; Takakura, Jun'Ya; van der Wijst, Kaj-Ivar; van der Zwaan, Bob; van Vuuren, Detlef; Vrontisi, Zoi; Weitzel, Matthias; Zakeri, Behnam; Tavoni, Massimo | NATURE CLIMATE CHANGE | - |
| Multivariate extremes over a random number of observations | 1-gen-2021 | Hashorva, Enkelejd; Padoan, Simone; Rizzelli, Stefano | SCANDINAVIAN JOURNAL OF STATISTICS | - |
| Estimation and uncertainty quantification for extreme quantile regions | 1-gen-2021 | Beranger, Boris; Padoan, Simone A.; Sisson, Scott A. | EXTREMES | - |
| Consistency of Bayesian inference for multivariate max-stable distributions | 1-gen-2022 | Padoan, Simone A.; Rizzelli, Stefano | ANNALS OF STATISTICS | - |
| Joint inference on extreme expectiles for multivariate heavy-tailed distributions | 1-gen-2022 | Padoan, Simone A.; Stupfler, Gilles | BERNOULLI | - |
| Tail risk inference via expectiles in heavy-tailed time series | 1-gen-2023 | Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles | JOURNAL OF BUSINESS & ECONOMIC STATISTICS | - |
| Strong convergence of peaks over a threshold | 1-gen-2023 | Padoan, Simone A.; Rizzelli, Stefano | JOURNAL OF APPLIED PROBABILITY | - |
| Optimal weighted pooling for inference about the tail index and extreme quantiles | 1-gen-2024 | Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles | BERNOULLI | - |
| Empirical Bayes inference for the block maxima method | In corso di stampa | Padoan, Simone A.; Rizzelli, Stefano | BERNOULLI | - |
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