Graphical Models for Extremes

DOI10.1111/RSSB.12355MaRDI QIDQ5087161zbMATH OpenOpenAlexFDO

Authors Sebastian Engelke, Adrien Hitz

Publication date 8 July 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.01734

zbMATH Keywords

extreme value theorygraphical modelssparsityconditional independencemultivariate Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(26)

• Causal discovery in heavy-tailed models
• Modeling spatial tail dependence with Cauchy convolution processes
• Total positivity in multivariate extremes
• Tail inverse regression: dimension reduction for prediction of extremes
• Causal inference for quantile treatment effects
• Estimating an extreme Bayesian network via scalings
• Advances in statistical modeling of spatial extremes
• A modeler's guide to extreme value software
• Causality in extremes of time series
• Recursive max-linear models with propagating noise
• Linking representations for multivariate extremes via a limit set
• Extremal characteristics of conditional models
• Stochastic ordering in multivariate extremes
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
• Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity
• Simulating flood event sets using extremal principal components
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Modeling panels of extremes
• Conditional independence in max-linear Bayesian networks
• Extremes and regular variation
• Neural networks for extreme quantile regression with an application to forecasting of flood risk
• Estimation of multiple networks with common structures in heterogeneous subgroups
• One-component regular variation and graphical modeling of extremes
• Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments

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