Recursive max-linear models with propagating noise
Author:
Affiliation:
1. Center for Mathematical Sciences, Technical University of Munich, Boltzmanstrasse 3, 85748 Garching, Germany
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Cited by 3 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. Estimating a directed tree for extremes;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-02-13
2. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments;Advances in Applied Probability;2023-12-15
3. Convergence Rate of Tail Dependence Function in Recursive Max-Linear Models on Directed Acyclic Graphs;2023
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