6 citations · 7 across the 2 of their papers we have counts for
2 papers
stat.ME2016★ 1 cited
Bayesian Inference for the Extremal Dependence
Giulia Marcon, Simone A. Padoan, Antoniano-Villalobos
A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred…
stat.ME2014★ 6 cited
Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials
G. Marcon, S. A. Padoan, P. Naveau +2
Many applications in risk analysis, especially in environmental sciences, require the estimation of the dependence among multivariate maxima. A way to do this is by inferring the P…