123 citations · 267 across the 30 of their papers we have counts for
Showing 2016 · math.PRShow all
2 papers · 2 filters
math.PR2016
Robust bounds in multivariate extremes
Sebastian Engelke, Jevgenijs Ivanovs
Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivaria…
math.PR2016★ 2 cited
Generalized Pickands constants and stationary max-stable processes
Krzysztof Dębicki, Sebastian Engelke, Enkelejd Hashorva
Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Br…