Estimating an extreme Bayesian network via scalings

Author:

Klüppelberg Claudia,Krali Mario

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference29 articles.

1. The transitive reduction of a directed graph;Aho;SIAM J. Comput.,1972

2. Statistics of Extremes: Theory and Applications;Beirlant,2004

3. Recursive max-linear models with propagating noise;Buck,2020

4. Dimension reduction in multivariate extreme value analysis;Chautru;Electron. J. Stat.,2015

5. Decompositions of dependence for high-dimensional extremes;Cooley;Biometrika,2019

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2. Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning;Technometrics;2024-02-28

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

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