Rizzelli, Stefano

1. Empirical Bayes inference for the block maxima method
   2022/04/11 by Padoan, Simone A, Rizzelli, Stefano · 3 citations
   #60G70 #62C10 #62F15 #62G32 #FOS: Computer and information sciences #Methodology (stat.ME)
2. Marginal expected shortfall inference under multivariate regular variation
   2023/04/15 by Padoan, Simone A., Rizzelli, Stefano, Schiavone, Matteo · 1 citation
   #60G70 #62G32 #91G70 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
3. Empirical Bayes in Bayesian learning: understanding a common practice
   2024/02/29 by Rizzelli, Stefano, Rousseau, Judith, Petrone, Sonia · 1 citation
   #FOS: Mathematics #Statistics Theory (math.ST)
4. Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
   2023/10/10 by Clément Dombry, Dombry, Clément, Simone A. Padoan +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #62E20 #62F15 #62G32 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference #Statistics Theory (math.ST)