Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
From MaRDI portal
Cites work
- A geometric investigation into the tail dependence of vine copulas
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- A regionalisation approach for rainfall based on extremal dependence
- Advances in statistical modeling of spatial extremes
- Asymmetric tail dependence modeling, with application to cryptocurrency market data
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Bayesian inference for the extremal dependence
- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Bivariate extreme statistics. I
- Causal discovery in heavy-tailed models
- Decompositions of dependence for high-dimensional extremes
- Dense classes of multivariate extreme value distributions
- Dependence modelling for spatial extremes
- Estimating an extreme Bayesian network via scalings
- Extremal dependence measure and extremogram: the regularly varying case
- Extremal dependence of random scale constructions
- Extremes on river networks
- Gaussian Markov distributions over finite graphs
- Graphical Models for Extremes
- Handbook of environmental and ecological statistics
- Heavy-Tail Phenomena
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- High-Dimensional Gaussian Graphical Regression Models with Covariates
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Linking representations for multivariate extremes via a limit set
- Maxima of normal random vectors: Between independence and complete dependence
- Measures of serial extremal dependence and their estimation
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
- Modelling across extremal dependence classes
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- Modelling heatwaves in central France: a case-study in extremal dependence
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- On Conditional and Partial Correlation
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
- Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
- Simulating flood event sets using extremal principal components
- Simultaneous autoregressive models for spatial extremes
- Space–Time Modelling of Extreme Events
- Sparse inverse covariance estimation with the graphical lasso
- Spatial risk measures for max-stable and max-mixture processes
- Statistics for near independence in multivariate extreme values
- Structure Learning for Extremal Tree Models
- The extremogram: a correlogram for extreme events
- Total positivity in multivariate extremes
- \(k\)-means clustering of extremes
This page was built for publication: Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6637459)
