32 citations · 121 across the 34 of their papers we have counts for
38 papers
On the optimal prediction of extreme events
Benjamin Bobbia, Stilian Stoev
The prediction of the extremely large values of a response variable in terms of a vector of covariates is a fundamental problem arising in many scientific and…
On the universal calibration of heavy-tailed combination tests
Parijat Chakraborty, F. Richard Guo, Kerby Shedden +1
It is often of interest to test a global null hypothesis using multiple, possibly dependent -values by combining their strengths while controlling the type-I error. Recently, se…
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
Victor Verma, Stilian Stoev, Yang Chen
The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a gene…
Multivariate Matérn Models -- A Spectral Approach
Drew Yarger, Stilian Stoev, Tailen Hsing
The classical Matérn model has been a staple in spatial statistics. Novel data-rich applications in environmental and physical sciences, however, call for new, flexible vector-valu…
Spectral Density Estimation of Function-Valued Spatial Processes
Rafail Kartsioukas, Stilian Stoev, Tailen Hsing
The spectral density function describes the second-order properties of a stationary stochastic process on . This paper considers the nonparametric estimation of the s…
Tail-dependence, exceedance sets, and metric embeddings
Anja Janßen, Sebastian Neblung, Stilian Stoev
There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable v…