Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables

Author:

Asenova StefkaORCID,Mazo Gildas,Segers Johan

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions;Journal of the American Statistical Association;2024-09-09

2. Spatial Wildfire Risk Modeling Using a Tree-Based Multivariate Generalized Pareto Mixture Model;Journal of Agricultural, Biological and Environmental Statistics;2024-02-21

3. Estimating a directed tree for extremes;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-02-13

4. Tail inverse regression: Dimension reduction for prediction of extremes;Bernoulli;2024-02-01

5. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments;Advances in Applied Probability;2023-12-15

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