Publications

Articles published or accepted

N. Meyer and O. Wintenberger (2020). Discussion on "Graphical models for extremes" by Sebastian Engelke and Adrien Hitz, Journal of the Royal Statistical Society Series B, Vol. 82, no. 4, 923-924

N. Meyer and O. Wintenberger (2021). Sparse regular variation, to appear in Advances in Applied Probability, Vol. 53, no. 4.

G. Buriticà, T. Mikosch, N. Meyer and O. Wintenberger (2021). Some variations on the extremal index, to appear in Zapiski POMI

Articles submitted

N. Meyer and O. Wintenberger, Multivariate sparse clustering for extremes

Articles in preparation

N. Meyer, Graphical models for extremes via hidden regular variation