Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables |
scientific article |
Statements
Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (English)
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29 September 2021
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multivariate extremes
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tail dependence
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graphical models
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latent variables
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Hüsler-Reiss distribution
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Markov tree
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tail tree
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river network
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