15 citations · 22 across the 3 of their papers we have counts for
5 papers
On generalized max-linear models in max-stable random fields
Michael Falk, Maximilian Zott
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in by interpolatin…
On functional records and champions
Clément Dombry, Michael Falk, Maximilian Zott
Records among a sequence of iid random variables on the real line have been investigated extensively over the past decades. A record is defined as a random variabl…
The space of D-norms revisited
Stefan Aulbach, Michael Falk, Maximilian Zott
The theory of -norms is an offspring of multivariate extreme value theory. We present recent results on -norms, which are completely determined by a certain random vector cal…
On generalized max-linear models and their statistical interpolation
Michael Falk, Martin Hofmann, Maximilian Zott
We propose a way how to generate a max-stable process in from a max-stable random vector in by generalizing the \emph{max-linear model} established by \citet…
Max-stable processes and the functional D-norm revisited
Stefan Aulbach, Michael Falk, Martin Hofmann +1
Aulbach et al. (2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the a…