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stat.ME2026
Modeling extremal dependence in multivariate and spatial problems: a practical perspective
Boris Beranger, Simone A. Padoan
From environmental sciences to finance, there is a growing demand for methods that can assess the risks of extreme events beyond those observed in available data. Extrapolating ext…
stat.ME2025
Accurate Bayesian inference for tail risk extrapolation in time series
David L. Carl, Simone A. Padoan, Stefano Rizzelli
Accurately quantifying tail risks-rare but high-impact events such as financial crashes or extreme weather-is a central challenge in risk management, with serially dependent data.…
stat.ME2025
Statistical Prediction of Peaks Over a Threshold
Simone A. Padoan, Stefano Rizzelli
In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which ev…