graphicalExtremes (Q60598): Difference between revisions

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@@ Property / last update @@
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+Statistical methodology for sparse multivariate extreme value models. Methods are             provided for exact simulation and statistical inference for multivariate Pareto distributions             on graphical structures as described in the paper 'Graphical Models for Extremes' by             Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.
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+Nicola Gnecco
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+Manuel Hentschel
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+Software:60598

Latest revision as of 19:56, 12 March 2024

Statistical Methodology for Graphical Extreme Value Models

Language	Label	Description	Also known as
English	graphicalExtremes	Statistical Methodology for Graphical Extreme Value Models

Statements

software version identifier

0.2.0

publication date

2 December 2022

0 references

0.1.0

publication date

8 November 2019

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0.3.0

publication date

13 November 2023

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0.3.1

publication date

22 February 2024

0 references

0 references

0 references

0 references

22 February 2024

0 references

description

Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

0 references

0 references

0 references

0 references

0 references

GNU General Public License, version 3.0