Sebastian Engelke
Sebastian Engelke
Assistant Professor, University of Geneva
Zweryfikowany adres z unige.ch - Strona główna
TytułCytowane przezRok
Estimation of Hüsler–Reiss distributions and Brown–Resnick processes
S Engelke, A Malinowski, Z Kabluchko, M Schlather
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015
902015
Exact simulation of max-stable processes
C Dombry, S Engelke, M Oesting
Biometrika 103 (2), 303-317, 2016
652016
Extremes on river networks
P Asadi, AC Davison, S Engelke
The Annals of Applied Statistics 9 (4), 2023-2050, 2015
612015
Generalized Pickands constants and stationary max-stable processes
K Dȩbicki, S Engelke, E Hashorva
Extremes 20 (3), 493-517, 2017
352017
An equivalent representation of the Brown–Resnick process
S Engelke, Z Kabluchko, M Schlather
Statistics & Probability Letters 81 (8), 1150-1154, 2011
282011
A unifying approach to fractional Lévy processes
S Engelke, JHC Woerner
Stochastics and Dynamics 13 (02), 1250017, 2013
202013
Maxima of independent, non-identically distributed Gaussian vectors
S Engelke, Z Kabluchko, M Schlather
Bernoulli 21 (1), 38-61, 2015
172015
R Core Team. 2014
M Schlather, A Malinowski, M Oesting, D Boecker, K Strokorb, S Engelke, ...
RandomFields: simulation and analysis of random fields, 0
16
Bayesian inference for multivariate extreme value distributions
C Dombry, S Engelke, M Oesting
Electronic journal of statistics 11 (2), 4813-4844, 2017
142017
Statistical inference for max-stable processes by conditioning on extreme events
S Engelke, A Malinowski, M Oesting, M Schlather
Advances in Applied Probability 46 (2), 478-495, 2014
122014
Extremal Behavior of Aggregated Data with an Application to Downscaling
S Engelke, R de Fondeville, M Oesting
arXiv preprint arXiv:1712.09816, 2017
72017
Max-stable processes and stationary systems of Lévy particles
S Engelke, Z Kabluchko
Stochastic Processes and their Applications 125 (11), 4272-4299, 2015
72015
Representations of max-stable processes based on single extreme events
S Engelke, A Malinowski, M Oesting, M Schlather
arXiv preprint arXiv:1209.2303, 2012
72012
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
C Dombry, S Engelke, M Oesting
arXiv preprint arXiv:1612.05178, 2016
62016
Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process
B Das, S Engelke, E Hashorva
Stochastic Processes and their Applications 125 (2), 780-796, 2015
62015
Graphical Models for Extremes
S Engelke, AS Hitz
arXiv preprint arXiv:1812.01734, 2018
42018
Optimal regionalization of extreme value distributions for flood estimation
P Asadi, S Engelke, AC Davison
Journal of Hydrology 556, 182-193, 2018
42018
Robust bounds in multivariate extremes
S Engelke, J Ivanovs
The Annals of Applied Probability 27 (6), 3706-3734, 2017
42017
RandomFields: Simulation and Analysis of Random Fields; 2014. R package version 3.0. 10
M Schlather, A Malinowski, M Oesting, D Boecker, K Strokorb, S Engelke, ...
4
Extreme Value Theory for Open Set Classification-GPD and GEV Classifiers
E Vignotto, S Engelke
arXiv preprint arXiv:1808.09902, 2018
32018
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