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 | 42 | 2020 |
Regression‐type models for extremal dependence L Mhalla, M de Carvalho, V Chavez‐Demoulin Scandinavian Journal of Statistics 46 (4), 1141-1167, 2019 | 32 | 2019 |
Non-linear models for extremal dependence L Mhalla, V Chavez-Demoulin, P Naveau Journal of Multivariate Analysis 159, 49-66, 2017 | 22 | 2017 |
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 | 17 | 2021 |
Exceedance-based nonlinear regression of tail dependence L Mhalla, T Opitz, V Chavez-Demoulin Extremes 22, 523-552, 2019 | 17 | 2019 |
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 | 2 | 2024 |
Climate-Related Disasters and the Death Toll V Chavez-Demoulin, E Jondeau, L Mhalla arXiv preprint arXiv:2109.02111, 2021 | 2 | 2021 |
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 | 1 | 2024 |
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 | | |