Preprints

1. Engelke S. & Volgushev S.
    Structure learning for extremal tree models. [arxiv]
2. Zscheischler J., Naveau P., Martius O., Engelke S. & Raible, C.
     Evaluating the dependence structure of compound precipitation and wind speed extremes. [Earth System Dynamics]
3. Kimber T., Engelke S., Tetko I., Bruno E. & Godin G.
    Synergy effect between convolutional neural networks and the multiplicity of SMILES for improvement of molecular prediction. [arxiv]
4. Dombry C., Engelke S. & Oesting M.
     Asymptotic properties of likelihood estimators for multivariate extreme value distributions. [arxiv]

Peer-reviewed

1. Lalancette M., Engelke S. & Volgushev S. (2020+)
     Rank-based Estimation under Asymptotic Dependence and Independence.
     Annals of Statistics, to appear. [arxiv]
2. Gnecco N., Meinshausen N., Peters J. & Engelke S. (2020+)
     Causal discovery in heavy-tailed models.
     Annals of Statistics, to appear. [arxiv]
3. Vignotto E. & Engelke S. (2020)
     Extreme value theory for anomaly detection - the GPD classifier.
     Extremes, to appear. [arxiv]
4. Engelke S. & Hitz A.S. (2020)
     Graphical models for extremes (with discussion).
     Journal of the Royal Statistical Society: Series B, 82: 871-932. [RSS discussion]
5. Engelke S., Opitz T. & Wadsworth J. (2019).
     Extremal dependence of random scale constructions.
     Extremes, 22: 623-666. [arxiv , shiny]
6. Engelke S., de Fondeville R. & Oesting M. (2019).
     Extremal behavior of aggregated data with an application to downscaling.
     Biometrika, 106: 127-144. [arxiv]
7. Le P.D., Davison A.C., Engelke S., Leonard M. & Westra S. (2018).
     Dependence properties of spatial rainfall extremes and areal reduction factor. 
     Journal of Hydrology , 565: 711-719.
8. Asadi P., Engelke S. & Davison A.C. (2018).
     Optimal regionalization of extreme value distributions for flood estimation.
     Journal of Hydrology, 556: 182-193. [arxiv]
9. Dombry C., Engelke S. & Oesting M. (2017).
     Bayesian inference for multivariate extreme value distributions.
     Electronic Journal of Statistics, 11: 4813-4844. [arxiv]
10. Engelke S. & Ivanovs J. (2017).
      Robust bounds in multivariate extremes.
      Annals of Applied Probability, 27: 3706-3734. [arxiv]
11. Dębicki, K., Engelke S. & Hashorva, E. (2017).
      Generalized Pickands constants and stationary max-stable processes.
      Extremes, 19: 1-6. [arxiv]
12. Dombry C., Engelke S. & Oesting M. (2016).
      Exact simulation of max-stable processes.
      Biometrika, 103: 303-317. [arxiv, code]
13. Engelke S. & Ivanovs J. (2016).
      A Lévy-derived process seen from its supremum and max-stable processes.
      Electronic Journal of Probability, 21: paper no. 14. [arxiv]
14. Engelke S. & Kabluchko Z. (2016).
      A characterization of the normal distribution using stationary max-stable processes.
      Extremes, 20: 493-517. [arxiv]
15. Asadi P., Davison A. C. & Engelke S. (2015).
      Extremes on river networks.
      Annals of Applied Statistics, 9: 2023-2050. [arxiv]
16. Engelke S., Malinowski A., Kabluchko Z. & Schlather M. (2015).
      Estimation of Hüsler-Reiss distributions and Brown-Resnick processes.
      Journal of the Royal Statistical Society: Series B, 77: 239-265.
17. Engelke S. & Kabluchko Z. (2015).
      Max-stable processes and stationary systems of Lévy particles.
      Stochastic Processes and their Applications, 125: 4272-4299. [arxiv]
18. Engelke S., Kabluchko Z. & Schlather M. (2015).
      Maxima of independent, non-identically distributed Gaussian vectors.
      Bernoulli, 21: 38-61. [arxiv]
19. Das B., Engelke S. & Hashorva E. (2015).
      Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process.
      Stochastic Processes and their Applications, 125: 780-796. [arxiv]
20. Engelke S., Malinowski A., Oesting M. & Schlather M. (2014).
      Statistical inference for max-stable processes by conditioning on extreme events.
      Advances in Applied Probability, 46: 478-495. [arxiv]
21. Engelke S. & Woerner J.H.C. (2013).
      A unifying approach to fractional Lévy processes.
      Stochastics and Dynamics, 13: DOI: 10.1142/S021949371250017.
22. Engelke S., Kabluchko Z. & Schlather M. (2011).
      An equivalent representation of the Brown-Resnick process.
      Statistics & Probability Letters, 81: 1150-1154.
23. Engelke S. & Schlather M. (2011).
      Book review: Environmental and Ecological Statistics with S. Song S. Qian (2010). Boca Raton, FL, USA: Chapman & Hall/CRC.
      Biometrical Journal, 53: 867.

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