Publications by Simone Padoan | EPFL Graph Search

Multivariate extremes over a random number of observations

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...

WILEY2021

Strong convergence of multivariate maxima

Simone Padoan, Stefano Rizzelli

It is well known and readily seen that the maximum of n independent and uniformly on [0, 1] distributed random variables, suitably standardised, converges in total variation distance, as n increases, to the standard negative exponential distribution. We ex ...

CAMBRIDGE UNIV PRESS2020

Statistical Modeling of Spatial Extremes

Anthony Christopher Davison, Simone Padoan

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the ...

Institute of Mathematical Statistics2012

Hydrologic response of an alpine watershed: Application of a meteorological wireless sensor network to understand streamflow generation

Martin Vetterli, Marc Parlange, Guillermo Barrenetxea Kobas, Daniel Nadeau, Marc Diebold, François Ingelrest, Simone Padoan, Silvia Simoni

A field measurement campaign was conducted from June to October 2009 in a 20 km2 catchment of the Swiss Alps with a wireless network of 12 weather stations and river discharge monitoring. The objective was to investigate the spatial variability of meteorol ...

American Geophysical Union2011

Multivariate extreme models based on underlying skew-t and skew-normal distributions

Simone Padoan

We derive for the first time the limiting distribution of maxima of skew-t random vectors and we show that its limiting case, as the degree of freedom goes to infinity, is the skewed version of the well-known FlOsler-Reiss model. The advantage of the new f ...

2011

Likelihood-Based Inference for Max-Stable Processes

Simone Padoan

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes However, their application is complicated due to the unavailability of the multivariate density function and so likehhood-based methods r ...

American Statistical Association2010