Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions

DOI10.1007/s10687-023-00467-9arXiv2112.04847OpenAlexW4362559548MaRDI QIDQ6176326

Stefka Asenova, Johan Segers

Publication date: 22 August 2023

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.04847

zbMATH Keywords

multivariate extremesMarkov random fieldblock graphconditional independencelatent variabletail dependencegraphical modelHüsler-Reiss distribution

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

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