Estimating a directed tree for extremes

DOI10.1093/JRSSSB/QKAD165MaRDI QIDQ6606133zbMATH OpenFDO

Authors Ngoc Mai Tran, Johannes J. Buck, Claudia Klüppelberg

Publication date 16 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAD165

zbMATH Keywords

causal inferenceBayesian networkdirected acyclic graphgraphical modelmax-linear modelextreme value analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Causal discovery in heavy-tailed linear structural equation models via scalings
• Tropical combinatorics of max-linear Bayesian networks
• Causal analysis of extreme risk in a network of industry portfolios

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