SP
S. A. Padoan
stat.MEmath.STstat.THmath.PRstat.AP
On Valency
published · living versionsW_p2fhr2f4·v1 · currentpublished
Preprints & journals
30 papers in the corpus · 2009–2025Accurate Bayesian inference for tail risk extrapolation in time series2510.14637v1 · David L. Carl, Simone A. Padoan, Stefano Rizzelli2025 · 0 citationsarXiv
Asymptotic theory for the likelihood-based block maxima method in time series2506.17448v1 · David L. Carl, Simone A. Padoan, Stefano Rizzelli2025 · 0 citationsarXiv
Predicting hazards of climate extremes: a statistical perspective2505.17622v1 · Carlotta Pacifici, Simone A. Padoan, Jaroslav Mysiak2025 · 0 citationsarXiv
Statistical Prediction of Peaks Over a Threshold2504.04602v1 · Simone A. Padoan, Stefano Rizzelli2025 · 1 citationarXiv
Modeling extremal dependence in multivariate and spatial problems: a practical perspective2412.13453v6 · Boris Beranger, Simone A. Padoan2024 · 1 citationarXiv
Statistical Prediction of Peaks Over a Threshold2311.11852v1 · S. A. Padoan, Stefano Rizzelli2023 · 0 citationsarXiv
Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method2310.06720v2 · Cl'ement Dombry, Simone A. Padoan, Stefano Rizzelli2023 · 1 citationarXiv
Marginal expected shortfall inference under multivariate regular variation2304.07578v1 · Simone A. Padoan, Stefano Rizzelli, Matteo Schiavone2023 · 0 citationsarXiv
Strong Convergence of Peaks Over a Threshold2301.02171v2 · Simone A. Padoan, Stefano Rizzelli2023 · 0 citationsJ. Appl. Probab. 61 (2024) 529-539
Extreme expectile estimation for short-tailed data, with an application to market risk assessment2210.02056v2 · Abdelaati Daouia, Simone A. Padoan, Gilles Stupfler2022 · 0 citationsarXiv
Empirical Bayes inference for the block maxima method2204.04981v1 · Simone A Padoan, Stefano Rizzelli2022 · 6 citationsarXiv
Optimal pooling and distributed inference for the tail index and extreme quantiles2111.03173v1 · Abdelaati Daouia, Simone A. Padoan, Gilles Stupfler2021 · 0 citationsarXiv
Joint inference on extreme expectiles for multivariate heavy-tailed distributions2007.08944v1 · Simone A. Padoan, Gilles Stupfler2020 · 12 citationsarXiv
Tail risk inference via expectiles in heavy-tailed time series2004.04078v4 · Anthony C. Davison, Simone A. Padoan, Gilles Stupfler2020 · 28 citationsarXiv
Estimation and uncertainty quantification for extreme quantile regions1904.08251v4 · Boris Beranger, Simone A. Padoan, Scott A. Sisson2019 · 8 citationsarXiv
Consistency of Bayesian Inference for Multivariate Max-Stable Distributions1904.00245v3 · Simone A. Padoan, Stefano Rizzelli2019 · 9 citationsarXiv
Generalized Pareto Copulas: A Key to Multivariate Extremes1811.09511v1 · Michael Falk, Simone Padoan, Florian Wisheckel2018 · 19 citationsarXiv
Extremal properties of the multivariate extended skew-normal distribution1810.00680v1 · Boris Beranger, Simone A. Padoan, Yangfan Xu et al.2018 · 1 citationarXiv
Records for Some Stationary Dependent Sequences1807.00337v2 · Michael Falk, Amir Khorrami, Simone A. Padoan2018 · 0 citationsarXiv
Extremal properties of the univariate extended skew-normal distribution1805.03316v2 · Boris Beranger, Simone A. Padoan, Yangfan Xu et al.2018 · 2 citationsarXiv
Multivariate Extremes Over a Random Number of Observations1712.09577v3 · Enkelejd Hashorva, Simone A. Padoan, Stefano Rizzelli2017 · 2 citationsarXiv
On Multivariate Records from Random Vectors with Independent Components1707.08065v2 · M. Falk, A. Khorrami, S. A. Padoan2017 · 5 citationsarXiv
Some Results on Joint Record Events1707.06254v2 · M. Falk, A. Khorrami Chokami, S. A. Padoan2017 · 7 citationsarXiv
Bayesian Inference for the Extremal Dependence1601.01462v3 · Giulia Marcon, Simone A. Padoan, Antoniano-Villalobos2016 · 12 citationsarXiv
Extreme Dependence Models1508.05561v1 · Boris Beranger, Simone A. Padoan2015 · 6 citationsarXiv
Models for extremal dependence derived from skew-symmetric families1507.00108v3 · Boris Beranger, Simone A. Padoan, Scott A. Sisson2015 · 16 citationsarXiv
Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials1405.5228v3 · G. Marcon, S. A. Padoan, P. Naveau et al.2014 · 57 citationsarXiv
Rejoinder to "Statistical Modeling of Spatial Extremes"1208.3577v1 · A. C. Davison, S. A. Padoan, M. Ribatet2012 · 0 citationsStatistical Science 2012, Vol. 27, No. 2, 199-201
Statistical Modeling of Spatial Extremes1208.3378v1 · A. C. Davison, S. A. Padoan, M. Ribatet2012 · 585 citationsStatistical Science 2012, Vol. 27, No. 2, 161-186on Valency
Likelihood-based inference for max-stable processes0902.3060v2 · Simone A. Padoan (EFLUM), Mathieu Ribatet, Scott A. Sisson2009 · 395 citationsarXiv
Career total: 89 works. 30 are in this corpus.
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