592 citations · 615 across the 23 of their papers we have counts for
4 papers · 1 filter
Estimation and uncertainty quantification for extreme quantile regions
Boris Beranger, Simone A. Padoan, Scott A. Sisson
Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important ta…
Consistency of Bayesian Inference for Multivariate Max-Stable Distributions
Simone A. Padoan, Stefano Rizzelli
Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approac…
Strong Convergence of Multivariate Maxima
Michael Falk, Simone A. Padoan, Stefano Rizzelli
It is well known and readily seen that the maximum of independent and uniformly on distributed random variables, suitably standardised, converges in total variation dis…
Conditional Tail Independence in Archimedean Copula Models
Michael Falk, Simone Padoan, Florian Wisheckel
Consider a random vector , whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that the conditional distribution of $U…