123 citations · 267 across the 30 of their papers we have counts for
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Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distri…
Statistical regionalization for estimation of extreme river discharges
Peiman Asadi, Sebastian Engelke, Anthony C. Davison
Regionalization methods have long been used to estimate high return levels of river discharges at ungauged locations on a river network. In these methods, the recorded discharge me…
Bayesian inference for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural cl…
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…
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…