graphicalExtremes (Q60598)
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Statistical Methodology for Graphical Extreme Value Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | graphicalExtremes |
Statistical Methodology for Graphical Extreme Value Models |
Statements
22 February 2024
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Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.
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