Engelke S. & Volgushev S.
Structure learning for extremal tree models. [arxiv]
Zscheischler J., Naveau P., Martius O., Engelke S. & Raible, C.
Evaluating the dependence structure of compound precipitation and wind speed extremes. [Earth System Dynamics]
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]
Dombry C., Engelke S. & Oesting M.
Asymptotic properties of likelihood estimators for multivariate extreme value distributions. [arxiv]
Peer-reviewed
Lalancette M., Engelke S. & Volgushev S. (2020+)
Rank-based Estimation under Asymptotic Dependence and Independence.
Annals of Statistics, to appear.
[arxiv]
Gnecco N., Meinshausen N., Peters J. & Engelke S. (2020+)
Causal discovery in heavy-tailed models.
Annals of Statistics, to appear. [arxiv]
Vignotto E. & Engelke S. (2020)
Extreme value theory for anomaly detection - the GPD classifier.
Extremes, to appear. [arxiv]
Engelke S., Opitz T. & Wadsworth J. (2019).
Extremal dependence of random scale constructions.
Extremes, 22: 623-666. [arxiv , shiny]
Engelke S., de Fondeville R. & Oesting M. (2019).
Extremal behavior of aggregated data with an application to downscaling.
Biometrika, 106: 127-144. [arxiv]
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.
Asadi P., Engelke S. & Davison A.C. (2018).
Optimal regionalization of extreme value distributions for flood estimation.
Journal of Hydrology, 556: 182-193. [arxiv]
Dombry C., Engelke S. & Oesting M. (2017).
Bayesian inference for multivariate extreme value distributions.
Electronic Journal of Statistics, 11: 4813-4844. [arxiv]
Dębicki, K., Engelke S. & Hashorva, E. (2017).
Generalized Pickands constants and stationary max-stable processes.
Extremes, 19: 1-6. [arxiv]
Dombry C., Engelke S. & Oesting M. (2016).
Exact simulation of max-stable processes.
Biometrika, 103: 303-317. [arxiv, code]
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]
Engelke S. & Kabluchko Z. (2016).
A characterization of the normal distribution using stationary max-stable processes.
Extremes, 20: 493-517. [arxiv]
Engelke S., Kabluchko Z. & Schlather M. (2015).
Maxima of independent, non-identically distributed Gaussian vectors.
Bernoulli, 21: 38-61. [arxiv]
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]
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]
Engelke S. & Woerner J.H.C. (2013).
A unifying approach to fractional Lévy processes.
Stochastics and Dynamics, 13: DOI: 10.1142/S021949371250017.
Engelke S., Kabluchko Z. & Schlather M. (2011).
An equivalent representation of the Brown-Resnick process.
Statistics & Probability Letters, 81: 1150-1154.
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.