Total positivity in multivariate extremes (Q6136578)

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scientific article; zbMATH DE number 7732736

Language	Label	Description	Also known as
English	Total positivity in multivariate extremes	scientific article; zbMATH DE number 7732736

Statements

scholarly article

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Total positivity in multivariate extremes (English)

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Sebastian Engelke

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The Annals of Statistics

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publication date

31 August 2023

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full work available at URL

https://arxiv.org/abs/2112.14727

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https://projecteuclid.org/journals/annals-of-statistics/volume-51/issue-3/Total-positivity-in-multivariate-extremes/10.1214/23-AOS2272.full

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zbMATH Keywords

convex optimization

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extreme value theory

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covariance mapping

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graph Laplacians

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total positivity

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MaRDI profile type

MaRDI publication profile

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Extremes on river networks

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

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Dependence measures for extreme value analyses

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Variograms for spatial max-stable random fields

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Decompositions of dependence for high-dimensional extremes

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Limit theory for multivariate sample extremes

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Inverse \(M\)-matrices and ultrametric matrices

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Effective resistance is more than distance: Laplacians, simplices and the Schur complement

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Geometry of cuts and metrics

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Exact simulation of max-stable processes

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Regular conditional distributions of continuous max-infinitely divisible random fields

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Principal component analysis for multivariate extremes

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Simplicial matrix-tree theorems

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An <i>M</i>-Estimator of Spatial Tail Dependence

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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion

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Graphical Models for Extremes

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Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes

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Extremal dependence of random scale constructions

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Structure Learning for Extremal Tree Models

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Association of Random Variables, with Applications

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Total positivity in Markov structures

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Some characterizations of symmetric inverse \(M\)-matrices

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Spherical clustering in detection of groups of concomitant extremes

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Correlation inequalities on some partially ordered sets

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Causal discovery in heavy-tailed models

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Properties of Euclidean and non-Euclidean distance matrices

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Exact tail asymptotics in bivariate scale mixture models

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A Conditional Approach for Multivariate Extreme Values (with Discussion)

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Differentiating the pseudo determinant

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Conditional association and unidimensionality in monotone latent variable models

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Maxima of normal random vectors: Between independence and complete dependence

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Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions

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Positive loadings and factor correlations from positive covariance matrices

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Factor Copula Models for Replicated Spatial Data

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Extremal dependence measure and extremogram: the regularly varying case

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Unifying Markov properties for graphical models

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Maximum likelihood estimation in Gaussian models under total positivity

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Total positivity in exponential families with application to binary variables

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Locally associated graphical models and mixed convex exponential families

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Phylogenetic trees and Euclidean embeddings

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A folded Laplace distribution

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Domains of attraction of multivariate extreme value distributions

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Interpolation of scattered data: distance matrices and conditionally positive definite functions

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Recent Developments in Discrete Convex Analysis

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A general central limit theorem for FKG systems

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Conditional independence among max-stable laws

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Positively correlated normal variables are associated

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High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence

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Maximum likelihood estimation for totally positive log‐concave densities

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Multivariate generalized Pareto distributions

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Dependence in elliptical partial correlation graphs

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Total positivity in multivariate extremes

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A dependence measure for multivariate and spatial extreme values: Properties and inference

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One- versus multi-component regular variation and extremes of Markov trees

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Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields

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Markov chain models for threshold exceedances

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OSQP: An Operator Splitting Solver for Quadratic Programs

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Brownian motion tree models are toric

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Modelling multivariate extreme value distributions

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Dependence modelling for spatial extremes

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Graphical Models, Exponential Families, and Variational Inference

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Optimization Algorithms for Graph Laplacian Estimation via ADMM and MM

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Latent tree models

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Identifiers

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10.1214/23-aos2272

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6136578

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