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Sebastian Engelke
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Sebastian Engelke18 visible / 18 total nodes / 42 links

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Related contextRelated contextRelated contextCo-authorshipCo-authorshipCo-authorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipWorks onWorks onWorks onWorks onWorks onWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalSebastian EngelkeASebastian EngelkeResearcherAnne SabourinAAnne SabourinResearcherNicola GneccoANicola GneccoResearcherExtrapolation in Statistical Learning with Extreme Value TheoryWExtrapolation in Statis...preprint / 2026Structure learning for extremal tree modelsWStructure learning for ...preprint / 2022Sparse Structures for Multivariate ExtremesWSparse Structures for M...preprint / 2020Estimation of Huesler-Reiss distributions and Brown-Resnick processesWEstimation of Huesler-R...preprint / 2012Representations of max-stable processes based on single extreme eventsWRepresentations of max-...preprint / 2012A Lévy process on the real line seen from its supremum and max-stable processesWA Lévy process on the r...preprint / 2014Maxima of independent, non-identically distributed Gaussian vectorsWMaxima of independent, ...preprint / 2015Max-stable processes and stationary systems of Lévy particlesWMax-stable processes an...preprint / 2015A characterization of the normal distribution using stationary max-stable processesWA characterization of t...preprint / 2015Machine LearningTMachine Learning49008 worksmath.STTmath.ST3384 worksMethodologyTMethodology5119 worksModeling panels of extremesWModeling panels of extr...preprint / 2022Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial ExtremesWRank-based Estimation u...preprint / 2021Graph structure learning for stable processesWGraph structure learnin...preprint / 2026
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Sebastian Engelke

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PersonAnne SabourinCo-authorship / ResearcherPersonNicola GneccoCo-authorship / ResearcherPaperExtrapolation in Statistical Learning with Extreme Value TheoryAuthorship / preprint / 2026PaperStructure learning for extremal tree modelsAuthorship / preprint / 2022PaperSparse Structures for Multivariate ExtremesAuthorship / preprint / 2020PaperEstimation of Huesler-Reiss distributions and Brown-Resnick processesAuthorship / preprint / 2012PaperRepresentations of max-stable processes based on single extreme eventsAuthorship / preprint / 2012PaperA Lévy process on the real line seen from its supremum and max-stable processesAuthorship / preprint / 2014

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