One- versus multi-component regular variation and extremes of Markov trees (Q5005037): Difference between revisions

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Revision as of 07:32, 26 July 2024

scientific article; zbMATH DE number 7378187
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English
One- versus multi-component regular variation and extremes of Markov trees
scientific article; zbMATH DE number 7378187

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    One- versus multi-component regular variation and extremes of Markov trees (English)
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    4 August 2021
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    conditional independence
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    graphical model
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    Hüsler-Reiss distribution
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    max-linear model
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    Markov tree
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    multivariate Pareto distribution
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    Pickands dependence function
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    regular variation
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    root change formula
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    tail measure
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    tail tree
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    time change formula
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    Identifiers

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