Recursive max-linear models with propagating noise
DOI10.1214/21-EJS1903zbMath1471.62353arXiv2003.00362OpenAlexW3203051726MaRDI QIDQ2233590
Johannes J. Buck, Claudia Klüppelberg
Publication date: 11 October 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.00362
extreme value analysisregular variationdirected acyclic graphBayesian networkgraphical modelmax-linear modelnoisy model
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Probabilistic graphical models (62H22)
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