Learning extremal graphical structures in high dimensions S Engelke, M Lalancette, S Volgushev arXiv preprint arXiv:2111.00840, 2022 | 17 | 2022 |
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes M Lalancette, S Engelke, S Volgushev The Annals of Statistics 49 (5), 2552-2576, 2021 | 8 | 2021 |
Graphical models for multivariate extremes S Engelke, M Hentschel, M Lalancette, F Röttger arXiv preprint arXiv:2402.02187, 2024 | 2 | 2024 |
On pairwise interaction multivariate Pareto models M Lalancette Stat 12 (1), e613, 2023 | 2 | 2023 |
Convergence d’un algorithme de type Metropolis pour une distribution cible bimodale M Lalancette | 2 | 2017 |
A new family of smooth copulas with arbitrarily irregular densities M Lalancette, R Zimmerman arXiv preprint arXiv:2204.04336, 2022 | | 2022 |
Statistical inference for tail dependence structures M Lalancette University of Toronto, 2022 | | 2022 |