Graphical Models for Extremes

DOI10.1111/RSSB.12355OpenAlexW3198883342MaRDI QIDQ5087161FDOQ5087161

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

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zbMATH Keywords

extreme value theorygraphical modelssparsityconditional independencemultivariate Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (26)

• Causal discovery in heavy-tailed models
• Total positivity in multivariate extremes
• Tail inverse regression: dimension reduction for prediction of extremes
• Modeling spatial tail dependence with Cauchy convolution processes
• Causal inference for quantile treatment effects
• Advances in statistical modeling of spatial extremes
• A modeler's guide to extreme value software
• Estimating an extreme Bayesian network via scalings
• 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
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Modeling panels of extremes
• Conditional independence in max-linear Bayesian networks
• Neural networks for extreme quantile regression with an application to forecasting of flood risk
• Extremes and regular variation
• 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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