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Graphical Models for Extremes - MaRDI portal

Graphical Models for Extremes (Q5087161)

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scientific article; zbMATH DE number 7554779
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English
Graphical Models for Extremes
scientific article; zbMATH DE number 7554779

    Statements

    title
    Graphical Models for Extremes (English)
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    author
    Sebastian Engelke
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    Adrien S. Hitz
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    publication date
    8 July 2022
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    zbMATH Keywords
    conditional independence
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    extreme value theory
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    graphical models
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    multivariate Pareto distribution
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    sparsity
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    Identifiers

    DOI
    10.1111/rssb.12355
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    zbMATH DE Number
    7554779
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    OpenAlex ID
    W3198883342
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