123 citations · 267 across the 30 of their papers we have counts for
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math.PR2015
A characterization of the normal distribution using stationary max-stable processes
Sebastian Engelke, Zakhar Kabluchko
Consider the max-stable process , , where are points of the Poiss…
stat.ME2015★ 6 cited
Exact simulation of max-stable processes
Clément Dombry, Sebastian Engelke, Marco Oesting
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes…
stat.ME2015★ 123 cited
Extremes on river networks
Peiman Asadi, Anthony C. Davison, Sebastian Engelke
Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabiliti…