| Publication | Date of Publication | Type |
|---|
Learning extremal graphical structures in high dimensions
The Annals of Statistics | 2026-07-06 | Paper |
Extreme conformal prediction: reliable intervals for high-impact events
Extremes | 2026-06-26 | Paper |
Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
Extremes | 2026-03-09 | Paper |
Distributionally robust tail bounds based on Wasserstein distance and f-divergence
Insurance Mathematics & Economics | 2025-11-25 | Paper |
Graphical models for infinite measures with applications to extremes
The Annals of Applied Probability | 2025-11-01 | Paper |
Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
Journal of the American Statistical Association | 2025-06-17 | Paper |
Extremal graphical modeling with latent variables via convex optimization
Journal of Machine Learning Research (JMLR) | 2025-05-16 | Paper |
Neural networks for extreme quantile regression with an application to forecasting of flood risk
The Annals of Applied Statistics | 2025-01-17 | Paper |
Learning extremal graphical structures in high dimensions
(available as arXiv preprint) | 2025-01-01 | Paper |
Intrinsic Whittle--Matérn fields and sparse spatial extremes
(available as arXiv preprint) | 2025-01-01 | Paper |
Extremal Random Forests
Journal of the American Statistical Association | 2024-12-10 | Paper |
Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions
Journal of the American Statistical Association | 2024-11-01 | Paper |
Gradient boosting for extreme quantile regression
Extremes | 2024-01-08 | Paper |
Total positivity in multivariate extremes
The Annals of Statistics | 2023-08-31 | Paper |
Total positivity in multivariate extremes
The Annals of Statistics | 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
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2023-05-17 | Paper |
Modeling panels of extremes
The Annals of Applied Statistics | 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
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
The Annals of Statistics | 2021-12-03 | Paper |
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
The Annals of Statistics | 2021-12-03 | Paper |
| Learning extremal graphical structures in high dimensions | 2021-11-01 | Paper |
Causal discovery in heavy-tailed models
The Annals of Statistics | 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
Extremes | 2021-05-21 | Paper |
Extremal dependence of random scale constructions
Extremes | 2019-12-27 | Paper |
Exact simulation of max-stable processes
Biometrika | 2019-06-24 | Paper |
Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-14 | Paper |
Extremal behaviour of aggregated data with an application to downscaling
Biometrika | 2019-05-08 | Paper |
Robust bounds in multivariate extremes
The Annals of Applied Probability | 2018-03-08 | Paper |
Robust bounds in multivariate extremes
The Annals of Applied Probability | 2018-03-08 | Paper |
Generalized Pickands constants and stationary max-stable processes
Extremes | 2018-01-26 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 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
Electronic Journal of Probability | 2016-05-23 | Paper |
A Lévy-derived process seen from its supremum and max-stable processes
Electronic Journal of Probability | 2016-05-23 | Paper |
A characterization of the normal distribution using stationary max-stable processes
Extremes | 2016-03-30 | Paper |
Extremes on river networks
The Annals of Applied Statistics | 2016-03-29 | Paper |
Extremes on river networks
The Annals of Applied Statistics | 2016-03-29 | Paper |
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
(available as arXiv preprint) | 2016-01-01 | Paper |
Max-stable processes and stationary systems of Lévy particles
Stochastic Processes and their Applications | 2015-08-24 | Paper |
Maxima of independent, non-identically distributed Gaussian vectors
Bernoulli | 2015-05-19 | Paper |
Maxima of independent, non-identically distributed Gaussian vectors
Bernoulli | 2015-05-19 | Paper |
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
Stochastic Processes and their Applications | 2015-01-30 | Paper |
| Brown-Resnick processes: analysis, inference and generalizations | 2014-07-25 | Paper |
Statistical inference for max-stable processes by conditioning on extreme events
Advances in Applied Probability | 2014-07-10 | Paper |
Statistical inference for max-stable processes by conditioning on extreme events
Advances in Applied Probability | 2014-07-10 | Paper |
A unifying approach to fractional Lévy processes
Stochastics and Dynamics | 2013-05-28 | Paper |
An equivalent representation of the Brown-Resnick process
Statistics & Probability Letters | 2011-07-26 | Paper |
