Estimating an extreme Bayesian network via scalings
DOI10.1016/j.jmva.2020.104672zbMath1461.62083arXiv1912.03968OpenAlexW3087358024MaRDI QIDQ2657186
Mario Krali, Claudia Klüppelberg
Publication date: 12 March 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.03968
regular variationdirected acyclic graphBayesian networkgraphical modelstructural equation modelstructure learningextreme value statisticscausal orderrecursive max-linear model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of graph theory (05C90) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Large deviations (60F10) Probabilistic graphical models (62H22) Graphical methods in numerical analysis (65S05) Algebraic statistics (62R01)
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