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Journal Articles
- 2024
[j10]Simone A. Padoan, Stefano Rizzelli
:
Strong convergence of peaks over a threshold. J. Appl. Probab. 61(2): 529-539 (2024)- 2020
- [j9]Michael Falk, Amir Khorrami Chokami, Simone A. Padoan:
Records for time-dependent stationary Gaussian sequences. J. Appl. Probab. 57(1): 78-96 (2020) - [j8]Michael Falk, Simone A. Padoan, Stefano Rizzelli:
Strong convergence of multivariate maxima. J. Appl. Probab. 57(1): 314-331 (2020) - 2019
- [j7]Michael Falk, Simone A. Padoan, Florian Wisheckel:
Conditional tail independence in Archimedean copula models. J. Appl. Probab. 56(3): 858-869 (2019) - [j6]Michael Falk, Simone A. Padoan, Florian Wisheckel:
Generalized Pareto copulas: A key to multivariate extremes. J. Multivar. Anal. 174 (2019) - 2018
- [j5]Michael Falk, Amir Khorrami Chokami, Simone A. Padoan:
On multivariate records from random vectors with independent components. J. Appl. Probab. 55(1): 43-53 (2018) - [j4]Armelle Guillou, Simone A. Padoan, Stefano Rizzelli:
Inference for asymptotically independent samples of extremes. J. Multivar. Anal. 167: 114-135 (2018) - 2016
- [j3]Simone A. Padoan:
Corrigendum to "Multivariate extreme models based on underlying skew-t and skew-normal distributions" [J. Multivariate Analyis 102 (2011) 977-991]. J. Multivar. Anal. 143: 503 (2016) - 2013
- [j2]Simone A. Padoan:
Extreme dependence models based on event magnitude. J. Multivar. Anal. 122: 1-19 (2013) - 2011
- [j1]Simone A. Padoan:
Multivariate extreme models based on underlying skew-t and skew-normal distributions. J. Multivar. Anal. 102(5): 977-991 (2011)
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