Multivariate extreme models based on underlying skew-t and skew-normal distributions. - Simone A. Padoan (J. Multivar. Anal., 2011)

Extreme dependence models based on event magnitude. - Simone A. Padoan (J. Multivar. Anal., 2013)

Corrigendum to "Multivariate extreme models based on underlying skew-t and skew-normal distributions" [J. Multivariate Analyis 102 (2011) 977-991]. - Simone A. Padoan (J. Multivar. Anal., 2016)

On multivariate records from random vectors with independent components. - Michael Falk; Amir Khorrami Chokami; Simone A. Padoan (J. Appl. Probab., 2018)

Inference for asymptotically independent samples of extremes. - Armelle Guillou; Simone A. Padoan; Stefano Rizzelli (J. Multivar. Anal., 2018)

Conditional tail independence in Archimedean copula models. - Michael Falk; Simone A. Padoan; Florian Wisheckel (J. Appl. Probab., 2019)

Generalized Pareto copulas: A key to multivariate extremes. - Michael Falk; Simone A. Padoan; Florian Wisheckel (J. Multivar. Anal., 2019)

Records for time-dependent stationary Gaussian sequences. - Michael Falk; Amir Khorrami Chokami; Simone A. Padoan (J. Appl. Probab., 2020)

Strong convergence of multivariate maxima. - Michael Falk; Simone A. Padoan; Stefano Rizzelli (J. Appl. Probab., 2020)

Strong convergence of peaks over a threshold. - Simone A. Padoan; Stefano Rizzelli (J. Appl. Probab., 2024)