Publications

Stephanie Bale, Vincenzo Coia, Brad Russell, Daley Clohan (2024). Probability Distributions of Tailings Dam Breach Volumes by Failure Mode as Part of a Risk Screening-Level Tool. Proceedings of Tailings and Mine Waste 2024.
Cite
Vincenzo Coia, Harry Joe, Natalia Nolde (2024). Copula-based conditional tail indices. Journal of Multivariate Analysis.
Cite DOI URL
Xenxo Vidal-Llana, Carlos Salort Sánchez, Vincenzo Coia, Montserrat Guillen (2023). Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions. Available at SSRN 4351877.
Cite
Xenxo Vidal-Llana, Carlos Salort Sánchez, Vincenzo Coia, Montserrat Guillen (2022). Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions. IREA–Working Papers, 2022, IR22/15.
Cite
Vincenzo Coia, Harry Joe, Natalia Nolde (2021). Tail Behavior for Bivariate Distributions Based on Pareto Mixtures. Advances in Statistics - Theory and Applications: Honoring the Contributions of Barry C. Arnold in Statistical Science.
Cite DOI URL
Vincenzo Coia (2017). Forecasting of nonlinear extreme quantiles using copula models.
Cite
Mohamed Ayad, Vincenzo Coia, Omar Kihel (2014). The Number of Relatively Prime Subsets of a Finite Union of Sets of Consecutive Integers.. J. Integer Seq..
Cite
Vincenzo Coia, Mei Ling Huang (2014). A Sieve model for extreme values. Journal of Statistical Computation and Simulation.
Cite
Mei Ling Huang, Vincenzo Coia, Percy Brill (2013). A cluster truncated pareto distribution and its applications. International Scholarly Research Notices.
Cite
Vincenzo Coia (2012). On estimation of extreme value distributions. Brock Report in Mathematics and Statistics.
Cite