Sebastian Engelke

Available identifiers

zbMath Open engelke.sebastianMaRDI QIDQ262380

List of research outcomes

Publication	Date of Publication	Type
Neural networks for extreme quantile regression with an application to forecasting of flood risk	2025-01-17	Paper
Extremal Random Forests	2024-12-10	Paper
Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions	2024-11-01	Paper
Gradient boosting for extreme quantile regression	2024-01-08	Paper
Total positivity in multivariate extremes	2023-08-31	Paper
Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed L\'evy Noise	2023-07-28	Paper
Structure Learning for Extremal Tree Models	2023-05-17	Paper
Modeling panels of extremes	2023-02-24	Paper
Graphical models for infinite measures with applications to extremes and L\'evy processes	2022-11-28	Paper
Graphical Models for Extremes	2022-07-08	Paper
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes	2021-12-03	Paper
Learning extremal graphical structures in high dimensions	2021-11-01	Paper
Causal discovery in heavy-tailed models	2021-09-28	Paper
Distributionally robust tail bounds based on Wasserstein distance and $f$-divergence	2021-06-11	Paper
Extreme value theory for anomaly detection -- the GPD classifier	2021-05-21	Paper
Extremal dependence of random scale constructions	2019-12-27	Paper
Exact simulation of max-stable processes	2019-06-24	Paper
Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes	2019-06-14	Paper
Extremal behaviour of aggregated data with an application to downscaling	2019-05-08	Paper
Robust bounds in multivariate extremes	2018-03-08	Paper
Generalized Pickands constants and stationary max-stable processes	2018-01-26	Paper
Bayesian inference for multivariate extreme value distributions	2017-12-08	Paper
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions	2016-12-15	Paper
A Lévy-derived process seen from its supremum and max-stable processes	2016-05-23	Paper
A characterization of the normal distribution using stationary max-stable processes	2016-03-30	Paper
Extremes on river networks	2016-03-29	Paper
Max-stable processes and stationary systems of Lévy particles	2015-08-24	Paper
Maxima of independent, non-identically distributed Gaussian vectors	2015-05-19	Paper
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process	2015-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q5170929	2014-07-25	Paper
Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events	2014-07-10	Paper
A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES	2013-05-28	Paper
An equivalent representation of the Brown-Resnick process	2011-07-26	Paper

Research outcomes over time

This page was built for person: Sebastian Engelke