One- versus multi-component regular variation and extremes of Markov trees (Q5005037)
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scientific article; zbMATH DE number 7378187
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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