1 citations · 1 across the 6 of their papers we have counts for
6 papers
An Explicit Link between Extreme Value Theory and Compositional Data Analysis
Manuel Hentschel, Sebastian Engelke
Extreme value theory and compositional data analysis both study settings where relative information plays a central role. In multivariate extreme value theory, threshold exceedance…
Directional variograms for multivariate extremes
Manuel Hentschel, Frank Röttger, Johan Segers +1
Multivariate generalized Pareto distributions arise as limits of threshold exceedances and form a central model class for multivariate extremes. Existing inference methods based on…
Theoretical guarantees for neural estimators in parametric statistics
Almut Rödder, Manuel Hentschel, Sebastian Engelke
Neural estimators are simulation-based estimators for the parameters of a family of statistical models, which build a direct mapping from the sample to the parameter vector. They b…
Graphical models for multivariate extremes
Sebastian Engelke, Manuel Hentschel, Michaël Lalancette +1
Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and…
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche +2
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate e…
Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
Manuel Hentschel, Sebastian Engelke, Johan Segers
The severity of multivariate extreme events is driven by the dependence between the largest marginal observations. The Hüsler-Reiss distribution is a versatile model for this extre…