Identifiability and estimation of recursive max‐linear models

DOI10.1111/sjos.12446zbMath1467.62105arXiv1901.03556OpenAlexW3023983480MaRDI QIDQ4994811

Nadine Gissibl, Claudia Klüppelberg, Steffen L. Lauritzen

Publication date: 22 June 2021

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

Full work available at URL: https://arxiv.org/abs/1901.03556

zbMATH Keywords

extreme value theoryBayesian networkcausal inferencegraphical modelstructural equation modeldirected acyclic graph (DAG)generalized maximum likelihood estimation

Mathematics Subject Classification ID

Applications of graph theory (05C90) Statistics of extreme values; tail inference (62G32) Probabilistic graphical models (62H22)

Related Items (5)

Causal discovery in heavy-tailed models ⋮ Max-linear models in random environment ⋮ Recursive max-linear models with propagating noise ⋮ Discrete max-linear Bayesian networks ⋮ Conditional independence in max-linear Bayesian networks

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