Publications

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Causal discovery in multivariate extremes: A study of Swiss hydrological catchments

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

A review of applications of extreme value theory to environmental risk assessment

L. Gimeno-Sotelo, J. Richards, A. Hazra, L. Mhalla, P. de Zea Bermudez

Causal inference for extreme values

V. Chavez-Demoulin, L. Mhalla

Extremal connectedness of hedge funds

L. Mhalla, J. Hambuckers, M. Lambert

Preprint PDF

Climate-related disasters and death toll

V. Chavez-Demoulin, E. Jondeau, L. Mhalla

Preprint PDF

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

Preprint PDF

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

L. Mhalla

Preprint PDF

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

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

Preprint PDF

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

Preprint PDF

Non-Linear Models for Extremal Dependence

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

Preprint PDF