123 citations · 267 across the 30 of their papers we have counts for
Showing 2012Show all
3 papers · 1 filter
math.PR2012★ 5 cited
Representations of max-stable processes based on single extreme events
Sebastian Engelke, Alexander Malinowski, Marco Oesting +1
This paper provides the basis for new methods of inference for max-stable processes ξ on general spaces that admit a certain incremental representation, which, in important cases,…
stat.ME2012★ 7 cited
Estimation of Huesler-Reiss distributions and Brown-Resnick processes
Sebastian Engelke, Alexander Malinowski, Zakhar Kabluchko +1
Estimation of extreme-value parameters from observations in the max-domain of attraction (MDA) of a multivariate max-stable distribution commonly uses aggregated data such as block…
math.PR2012★ 10 cited
Maxima of independent, non-identically distributed Gaussian vectors
Sebastian Engelke, Zakhar Kabluchko, Martin Schlather
Let , be a triangular array of independent -valued Gaussian random vectors with correlation matrices . We give necessa…