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Decomposable Tail Graphical Models

Decomposable Tail Graphical Models

10 February 2023
Adrian Casey
I. Papastathopoulos
ArXiv (abs)PDFHTML

Papers citing "Decomposable Tail Graphical Models"

3 / 3 papers shown
Title
Sparse Structures for Multivariate Extremes
Sparse Structures for Multivariate Extremes
Sebastian Engelke
J. Ivanovs
106
78
0
25 Apr 2020
Hidden tail chains and recurrence equations for dependence parameters
  associated with extremes of higher-order Markov chains
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains
I. Papastathopoulos
Adrian Casey
J. Tawn
21
5
0
10 Mar 2019
Heavy tailed time series with extremal independence
Heavy tailed time series with extremal independence
Rafal Kulik
P. Soulier
96
44
0
05 Jul 2013
1