Publications

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Extremal connectedness of hedge funds

L. Mhalla, J. Hambuckers, M. Lambert

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Discussion of 'Graphical models for extremes' by Sebastian Engelke and Adrien S. Hitz

L. Mhalla

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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

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Causal mechanism of extreme river discharges in the upper Danube basin network

L. Mhalla, V. Chavez-Demoulin, D.J. Dupuis

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Regression-type models for extremal dependence

L. Mhalla, M. de Carvalho, V. Chavez-Demoulin

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Exceedance-based nonlinear regression of tail dependence

L. Mhalla, T. Opitz, V. Chavez-Demoulin

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Non-Linear Models for Extremal Dependence

L. Mhalla, V. Chavez-Demoulin, P. Naveau

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Tracking changes in spatiotemporal extreme precipitation patterns during hurricane season

L. Mhalla, D. J. Dupuis