On the local metric property in multivariate extremes

20 December 2022

Papers citing "On the local metric property in multivariate extremes"

9 / 9 papers shown

Title
Parametric and nonparametric symmetries in graphical models for extremes Frank Rottger Jane Ivy Coons Alexandros Grosdos 44 8 0 01 Jun 2023
Extremes in High Dimensions: Methods and Scalable Algorithms Johannes Lederer M. Oesting 31 10 0 07 Mar 2023
Graphical models for infinite measures with applications to extremes and Lévy processes Sebastian Engelke J. Ivanovs K. Strokorb 51 11 0 28 Nov 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 56 20 0 29 Dec 2021
Locally associated graphical models and mixed convex exponential families Steffen Lauritzen Piotr Zwiernik 38 12 0 11 Aug 2020
Brownian motion tree models are toric Bernd Sturmfels Caroline Uhler Piotr Zwiernik 32 14 0 26 Feb 2019
Graphical Models for Extremes Sebastian Engelke Adrien Hitz 112 111 0 04 Dec 2018
Maximum likelihood estimation in Gaussian models under total positivity Steffen Lauritzen Caroline Uhler Piotr Zwiernik 99 70 0 14 Feb 2017
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 247 874 0 21 Nov 2008