SIMONE PADOAN

Italian version

Publications

 


PADOAN SIMONE

Under consideration for publication

  1. Padoan, S. A. and Rizzelli, S. (2024). Statistical Prediction of Peaks Over a Threshold. See https://arxiv.org/abs/2311.11852
  2. Dombry, C., Padoan, S. A., and Rizzelli, S. (2004). Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method. See https://arxiv.org/abs/2310.06720
  3. Padoan, S. A., Rizzelli, S. and Schiavone, M. (2024). Marginal expected shortfall inference under multivariate regular variation. See https://arxiv.org/abs/2304.07578
  4. Falk, M., Khorrami, A. and Padoan, S. A. (2022). Records for some stationary dependent sequences. Under review, see http://arxiv.org/abs/1807.00337.

Articles in refereed Journals

  1. Daouia A., Padoan, S. A. and Stufler, G. (2024). Extreme expectile estimation for short-tailed data with an application to market risks, Journal of Econometrics 241(2), https://authors.elsevier.com/c/1j7RE15DjiIwQF
  2. Padoan, S. A. and Rizzelli, S. (2024). Empirical Bayes inference for the block maxima method, Bernoulli, 30(3), 2154-2184.
  3. Padoan, S. A. and Rizzelli, S. (2024). Strong convergence of peaks over a threshold, Journal of Applied Probability, 61(2), 529-539.
  4. Daouia A., Padoan, S. A. and Stufler, G. (2024). Optimal pooling and distributed inference for the tail index and extreme quantiles, Bernoulli, 30(2), 1287-1312.
  5. Davison A. C., Padoan, S. A. and Stufler, G. (2023). Tail risk inference via expectiles in heavy-tailed time series. Journal of Business & Economic Statistics, 41(3), 876-889.
  6. Padoan, S. A. and Rizzelli, S. (2022). Consistency of Bayesian inference for multivariate max-stable distributions Annals of Statistics, 50(3), 1490-1518.
  7. Padoan, S. A. and Stufler, G. (2022). Joint inference on extreme expectiles for multivariate heavy-tailed distributions. Bernoulli, 28(2), 1021-1048.
  8. Drouet, L., Bosetti, V., Padoan, S. A. and et al. (2021) Net zero emission pathways reduce the physical  and economic  risks of climate change. Nature Climate Change, 11, 1070-1076.
  9. Hashorva, E., Padoan, S. A. and Rizzelli, S. (2021).  Multivariate extremes over a random number of observations.  Scandinavian Journal of Statistics, 48(3),845-880.
  10. Falk, M., Padoan, S. A. and Rizzelli, S.(2020). Strong convergence of multivariate maxima. Journal of Applied Probability, 57, 314-331.
  11. Beranger, B., Padoan, S. A. and Sisson, S. A. (2020). Estimation and uncertainty quantification for extreme quantile regions.  Extremes, 24, 349-375.
  12. Falk, M., Khorrami, A. and Padoan, S. A. (2020). Records for time-dependent stationary Gaussian sequences. Journal of Applied Probability, 57, 78-96.
  13. Falk, M., Padoan, S. A. and Wisheckel, F. (2019). Generalized Pareto copulas: a key to multivariate extremes.  Journal of Multivariate Analysis,  174, 104538 .
  14. Beranger, B., Padoan, S. A., Xu, Y. and Sisson, S. A. (2019). Extremal properties of the multivariate extended skew-normal distribution. Statistics and Probability Letters, 147, 105-114.
  15. Falk, M., Padoan, S. A. and Wisheckel, F. (2019). Conditional tail independence in Archimedean copula models.  Journal of Applied Probability, 56(3), 858-869.
  16. Beranger, B., Padoan, S. A., Xu, Y. and Sisson, S. A. (2019). Extremal properties of the univariate extended skew-normal distribution. Statistics and Probability Letters, 147, 73-82.
  17. Guillou, A., Padoan, S. A. and Rizzelli, S. (2018). Inference for asymptotically independent sample of extremes.  Journal of Multivariate Analysis, 167, 114-135.
  18. Falk, M., Khorrami, A. and Padoan, S. A. (2018). Some results on joint record events.  Statistics and Probability Letters, 135, 11-19.
  19. Falk, M., Khorrami, A. and Padoan, S. A. (2018). On multivariate records from random vectors with independent Components.  Journal of Applied Probability, 55, 1-11.
  20. Marcon G., Naveau, P. and Padoan, S. A. (2017). A semi-parametric stochastic generator for bivariate extreme events. Stat, 6(1), 184-201.
  21. Beranger B., Padoan, S. A. and Sisson S. A. (2017). Models for extremal dependence derived from skew-symmetric families. Scandinavian Journal of Statistics, 44(1), 21-45.
  22. Marcon G., Padoan, S. A., Naveau, P.,  Muliere, P. and Segers,  J. (2017). Nonparametric estimation of the Pickands dependence function using Bernstein polynomials, Journal of Statistical Planning and Inference, 183, 1-17.
  23. Marcon G., Padoan, S. A. and Antoniano-Villalobos, I. (2016). Bayesian inference for the extremal dependence. Electronic Journal of Statistics, 10(2), 3310-3337.
  24. Genton, M. G., Padoan, S. A. and Sang, H. (2015). Multivariate max-stable spatial processes. Biometrika, 102(1), 215–230.
  25. Padoan, S. A. and Bevilacqua, M. (2015). Analysis of random fields with CompRandFld. Journal of Statistical Software, 63(9), 1–27.
  26. Padoan, S. A. (2013). Extreme dependence models based on event magnitude. Journal of Multivariate Analysis, 122, 1-19.
  27. Davison, A. C., Padoan, S. A. and Ribatet, M. (2012). Statistical modelling of spatial extremes, with discussion. Statistical Science, 27(2), 161–186.
  28. Wand, M. P., Ormerod, J. T., Padoan, S. A. and Fruhrwirth, R. (2011). Mean field variational Bayes for elaborate distributions. Bayesian Analysis, 6(4), 847–900.
  29. Padoan, S. A. (2011). Multivariate extreme models based on underlying skew-t and skew-normal distributions. Journal of Multivariate Analysis, 102, 977–991.
  30. Simoni, S., Padoan, S. A., Nadeau, D. F., Diebold, M., Porporato, A., Barrenetxea, G., Ingelrest, F., Vetterli, M., and Parlange, M. B. (2011). Hydrologic response of an alpine watershed: Application of a meteorological wireless sensor network to understand streamflow generation. Water Resources Research, 47(W10524), 1–16.
  31. Padoan, S. A., Ribatet, M. and Sisson, S. A. (2010). Likelihood-based inference for max-stable processes. Journal of the American Statistical Association, Theory & Methods, 105, 263–277.
  32. Padoan, S. A. and Wand, M. P. (2008). Mixed model-based additive models for sample extremes. Statistics and Probability Letters, 78, 2850–2858.

 Publications in monographs

  1. Carl, L. D., Padoan, S. A., Rizzelli, S. (2024). Measures of extremal dependence. Book chapter in Handbook on Statistics of Extremes. Chapman Hall/CRC.
  2. Beranger, B. and Padoan, S. A. (2015). Extreme Dependence Models. Book chapter in Extreme Value Modeling and Risk Analysis: Methods and Applications. Chapman Hall/CRC.
  3. Padoan S. A. (2013) Extreme Value Analysis, in Encyclopedia of Environmetrics, A.-H. El-Shaarawi and W. Piegorsch (eds), John Wiley & Sons Ltd: Chichester, UK. DOI: 10.1002/9780470057339.vae061.pub2. Published online 1/15/2013.
  4. Padoan S. A. (2013) Max-Stable Processes, in Encyclopedia of Environmetrics, A.-H. El-Shaarawi and W. Piegorsch (eds), John Wiley & Sons Ltd: Chichester, UK. DOI: 10.1002/9780470057339.vnn022. Published online 1/15/2013.

 Conference proceedings, notes and discussions

  1. Gaetan C., Padoan, S. A. and Prunster I. (2016). Comment on Article by Page and Quintana, "Spatial Product Partition Models". Bayesian Analysis, 11(1), 307-314. 
  2. Padoan, S. A. (2011). Valori Estremi e Analisi dei Rischi Ambientali. Sis-Magazine - Online Magazine of the Italian Statistics Society (Societa` Italiana di Statistica), http://www.sis-statistica.it/magazine/spip.php?article199.
  3. Padoan, S. A. and Fassò, A. (2011). Multivariate and Spatial Extremes for the Analysis of Air Quality Data. Proceedings of Spatial 2, Spatial Data Methods for Environmental and Ecological Processes, 2nd Edition, Foggia, Sept. 1--2, 2011. Printed in Graspa WP, www.graspa.org, ISSN: 2037-7738


Last change 21/05/2024

Last change 10/04/2013