Extremal dependence of random scale constructions

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Extremal dependence of random scale constructions

12 March 2018

Sebastian Engelke

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Papers citing "Extremal dependence of random scale constructions"

15 / 15 papers shown

Title
Progression: an extrapolation principle for regression Gloria Buriticá Sebastian Engelke 131 4 0 30 Oct 2024
Extremal graphical modeling with latent variables via convex optimization Sebastian Engelke Armeen Taeb 137 2 0 14 Mar 2024
Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction Miriam Isabel Seifert 36 0 0 26 Nov 2023
Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed Lévy Noise Zhongwei Zhang David Bolin Sebastian Engelke Raphael Huser 26 2 0 28 Jul 2023
Graphical models for infinite measures with applications to extremes and Lévy processes Sebastian Engelke J. Ivanovs K. Strokorb 82 11 0 28 Nov 2022
Clustered Archimax Copulas Simon Chatelain S. Perreault Johanna G. Nevslehová Anne-Laure Fougères 100 0 0 27 Oct 2022
An Efficient Workflow for Modelling High-Dimensional Spatial Extremes Silius M. Vandeskog S. Martino R. Huser 28 4 0 03 Oct 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 79 20 0 29 Dec 2021
Heavy-tailed phase-type distributions: A unified approach Martin Bladt Jorge Yslas 110 4 0 19 Jul 2021
On the Tail Behaviour of Aggregated Random Variables J. Richards J. Tawn 28 4 0 25 May 2021
Linking representations for multivariate extremes via a limit set N. Nolde J. Wadsworth 47 24 0 02 Dec 2020
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes Michael Lalancette Sebastian Engelke S. Volgushev 22 8 0 07 Aug 2020
A Vecchia Approximation for High-Dimensional Gaussian Cumulative Distribution Functions Arising from Spatial Data M. Nascimento B. Shaby 18 7 0 30 Jul 2020
Sparse Structures for Multivariate Extremes Sebastian Engelke J. Ivanovs 120 79 0 25 Apr 2020
Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets with Many Locations Likun Zhang B. Shaby J. Wadsworth 40 22 0 22 Jul 2019