Sparse Structures for Multivariate Extremes

25 April 2020

Papers citing "Sparse Structures for Multivariate Extremes"

6 / 6 papers shown

Title
Extremal graphical modeling with latent variables via convex optimization Sebastian Engelke Armeen Taeb 80 2 0 14 Mar 2024
Recursive max-linear models with propagating noise Johannes Buck Claudia Klüppelberg 36 18 0 29 Feb 2020
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions Clément Dombry Sebastian Engelke M. Oesting 22 13 0 15 Dec 2016
Structure Learning in Graphical Modeling Mathias Drton Marloes H. Maathuis CML 75 246 0 07 Jun 2016
When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs Axel Bücher Johan Segers S. Volgushev 42 22 0 28 May 2013
Regularly varying multivariate time series Bojan Basrak Johan Segers 114 220 0 26 Jul 2007