Structure Learning for Extremal Tree Models

DOI10.1111/rssb.12556arXiv2012.06179OpenAlexW3112044596MaRDI QIDQ6044103

Sebastian Engelke, Stanislav Volgushev

Publication date: 17 May 2023

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.06179

zbMATH Keywords

domain of attractionextreme value theoryminimum spanning treegraphical modelsmultivariate Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Total positivity in multivariate extremes ⋮ Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions

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