One-component regular variation and graphical modeling of extremes

DOI10.1017/JPR.2016.37zbMath1353.60036arXiv1506.03402OpenAlexW2963912056MaRDI QIDQ2836228

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Publication date: 9 December 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.03402

zbMATH Keywords

regular variationgraphical modelextremesKaramata's theoremhomogeneous distributionmultivariate exceedances

Mathematics Subject Classification ID

Multivariate analysis (62H99) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

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\(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Tail inverse regression: dimension reduction for prediction of extremes ⋮ Extremes and regular variation ⋮ One- versus multi-component regular variation and extremes of Markov trees

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