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Linda Mhalla
Linda Mhalla
Postdoctoral fellow, HEC Montreal
Adresse e-mail validée de hec.ca
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Causal mechanism of extreme river discharges in the upper Danube basin network
L Mhalla, V Chavez-Demoulin, DJ Dupuis
Journal of the Royal Statistical Society Series C: Applied Statistics 69 (4 …, 2020
422020
Regression‐type models for extremal dependence
L Mhalla, M de Carvalho, V Chavez‐Demoulin
Scandinavian Journal of Statistics 46 (4), 1141-1167, 2019
322019
Non-linear models for extremal dependence
L Mhalla, V Chavez-Demoulin, P Naveau
Journal of Multivariate Analysis 159, 49-66, 2017
222017
Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
D Castro-Camilo, L Mhalla, T Opitz
Extremes 24 (1), 105-128, 2021
172021
Exceedance-based nonlinear regression of tail dependence
L Mhalla, T Opitz, V Chavez-Demoulin
Extremes 22, 523-552, 2019
172019
Extremal connectedness and systemic risk of hedge funds
L Mhalla, J Hambuckers, M Lambert
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3519295, 2020
12*2020
Causality and extremes
V Chavez-Demoulin, L Mhalla
arXiv preprint arXiv:2403.05331, 2024
22024
Climate-Related Disasters and the Death Toll
V Chavez-Demoulin, E Jondeau, L Mhalla
arXiv preprint arXiv:2109.02111, 2021
22021
Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges
L Mhalla, V Chavez-Demoulin, P Naveau
arXiv preprint arXiv:2405.10371, 2024
12024
Detecting causal covariates for extreme dependence structures
J Bodik, L Mhalla, V Chavez-Demoulin
arXiv preprint arXiv:2212.09831, 2022
2022
Supplementary material for “Extremal connectedness of hedge funds”
L Mhalla, J Hambuckers, M Lambert
2021
Tail risk and style dependence in the fund industry: a multivariate extreme value approach
J Hambuckers, L Mhalla, M Lambert
CM Statistics conference 2019, 2019
2019
Statistical modelling and inference for covariate-dependent extremal dependence
L Mhalla
éditeur non identifié, 2018
2018
Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges
V Chavez-Demoulin, L Mhalla, P Naveau
22w5079 Combining Causal Inference and Extreme Value Theory in the Study of Climate Extremes and their Causes
JG Nešlehová, M Maathuis, L Mhalla, P Naveau
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Articles 1–15