Michael Lalancette

Learning extremal graphical structures in high dimensions

Stanislav Volgushev, Sebastian Engelke, Michael Lalancette, 2021, 2111.00840.

A new family of smooth copulas with arbitrarily irregular densities

Michael Lalancette, Robert Zimmerman, 2022, 2204.04336.

Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes

Sebastian Engelke, Michael Lalancette, S. Volgushev, 2020, The Annals of Statistics.

Concentration bounds for the extremal variogram

Stanislav Volgushev, Sebastian Engelke, Michael Lalancette, 2021 .