
@article{asadi2015,
  author    = {Peiman Asadi and Anthony C. Davison and Sebastian Engelke},
  title     = {Extremes on river networks},
  volume    = {9},
  journal   = {Ann. Appl. Stat.},
  number    = {4},
  publisher = {Institute of Mathematical Statistics},
  pages     = {2023 -- 2050},
  keywords  = {extremal coefficient, hydrological distance, Max-stable process, network dependence, threshold-based inference, upper Danube basin},
  year      = {2015},
  doi       = {10.1214/15-AOAS863},
  url       = {https://doi.org/10.1214/15-AOAS863}
}

@article{coles1991modelling,
  author  = {Stuart Coles and Jonathan A. Tawn},
  title   = {Modelling extreme multivariate events},
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  volume  = {53},
  year    = {1991},
  pages   = {377--392}
}

@article{dom2016,
  year    = {2016},
  journal = {Biometrika},
  title   = {Exact simulation of max-stable processes},
  author  = {Dombry, Clément and Engelke, Sebastian and Oesting, Marco},
  volume  = {103},
  pages   = {303--317}
}

@article{eng2019,
  title   = {Graphical models for extremes (with discussion)},
  author  = {Engelke, Sebastian and Hitz, Adrien S.},
  journal = {J. R. Stat. Soc. Ser. B Stat. Methodol.},
  volume  = {82},
  pages   = {871--932},
  year    = {2020}
}

@article{eng2020,
  author  = {Engelke, Sebastian and Volgushev, Stanislav},
  title   = {Structure learning for extremal tree models},
  journal = {J. R. Stat. Soc. Ser. B Stat. Methodol.},
  volume  = {},
  number  = {},
  pages   = {},
  year    = {2022},
  doi     = {https://doi.org/10.1111/rssb.12556},
  note    = {Forthcoming},
  eprint  = {https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/rssb.12556}
}

@misc{eng2022a,
  author    = {Engelke, Sebastian and Lalancette, Micha{\"el} and Volgushev, Stanislav},
  title     = {Learning extremal graphical structures in high dimensions},
  year      = {2022},
  doi       = {10.48550/ARXIV.2111.00840},
  eprint    = {2111.00840},
  publisher = {arXiv},
  url       = {https://arxiv.org/abs/2111.00840},
  note      = {Available from \url{https://arxiv.org/abs/2111.00840}.}
}

@article{friedman2008,
  title     = {Sparse inverse covariance estimation with the graphical lasso},
  author    = {Friedman, Jerome and Hastie, Trevor and Tibshirani, Robert},
  journal   = {Biostatistics},
  volume    = {9},
  number    = {3},
  pages     = {432--441},
  year      = {2008},
  publisher = {Oxford University Press}
}

@misc{hen2022,
  doi       = {10.48550/ARXIV.2210.14292},
  url       = {https://arxiv.org/abs/2210.14292},
  author    = {Hentschel, Manuel and Engelke, Sebastian and Segers, Johan},
  title     = {Statistical Inference for {H}\"usler-{R}eiss Graphical Models Through Matrix Completions},
  publisher = {arXiv},
  year      = {2022}
}

@article{hue1989,
  author   = {H{\"u}sler, Jürg and Reiss, Rolf-Dieter},
  title    = {Maxima of normal random vectors: between independence and
              complete dependence},
  journal  = {Statist. Probab. Lett.},
  fjournal = {Statistics \& Probability Letters},
  volume   = {7},
  year     = {1989},
  pages    = {283--286}
}

@article{kab2009,
  author   = {Zakhar Kabluchko and Martin Schlather and Laurens de Haan},
  title    = {Stationary max-stable fields associated to negative definite functions},
  journal  = {Ann. Probab.},
  fjournal = {The Annals of Probability},
  volume   = {37},
  year     = {2009},
  pages    = {2042--2065}
}

@article{meins2006,
  author    = {Nicolai Meinshausen and Peter Bühlmann},
  title     = {High-dimensional graphs and variable selection with the {L}asso},
  volume    = {34},
  journal   = {Ann. Statist.},
  number    = {3},
  publisher = {Institute of Mathematical Statistics},
  pages     = {1436 -- 1462},
  keywords  = {covariance selection, Gaussian graphical models, Linear regression, penalized regression},
  year      = {2006},
  doi       = {10.1214/009053606000000281},
  url       = {https://doi.org/10.1214/009053606000000281}
}

@misc{roe2021,
  doi       = {10.48550/ARXIV.2112.14727},
  url       = {https://arxiv.org/abs/2112.14727},
  author    = {Röttger, Frank and Engelke, Sebastian and Zwiernik, Piotr},
  keywords  = {Statistics Theory (math.ST), Methodology (stat.ME), FOS: Mathematics, FOS: Mathematics, FOS: Computer and information sciences, FOS: Computer and information sciences, 60G70, 62H22, 15B48},
  title     = {Total positivity in multivariate extremes},
  publisher = {arXiv},
  year      = {2021},
  copyright = {arXiv.org perpetual, non-exclusive license}
}

@misc{engelkeTaeb2024,
  title={Extremal graphical modeling with latent variables}, 
  author={Sebastian Engelke and Armeen Taeb},
  year={2024},
  eprint={2403.09604},
  archivePrefix={arXiv},
  primaryClass={stat.ME}
}
