Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309)
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scientific article; zbMATH DE number 7403102
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| English | Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables |
scientific article; zbMATH DE number 7403102 |
Statements
Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (English)
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29 September 2021
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multivariate extremes
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tail dependence
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graphical models
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latent variables
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Hüsler-Reiss distribution
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Markov tree
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tail tree
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river network
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0.7193378210067749
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0.7162845134735107
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0.696718156337738
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0.6916726231575012
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0.6847000122070312
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