Recursive max-linear models with propagating noise

DOI10.1214/21-EJS1903zbMath1471.62353arXiv2003.00362OpenAlexW3203051726MaRDI QIDQ2233590

Johannes J. Buck, Claudia Klüppelberg

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.00362

zbMATH Keywords

extreme value analysisregular variationdirected acyclic graphBayesian networkgraphical modelmax-linear modelnoisy model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Probabilistic graphical models (62H22)

Related Items (1)

Conditional independence in max-linear Bayesian networks

Uses Software

• TETRAD

Cites Work

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