Causal modelling of heavy-tailed variables and confounders with application to river flow

DOI10.1007/s10687-022-00456-4arXiv2110.06686OpenAlexW3206340597MaRDI QIDQ6176331

Olivier C. Pasche, Valérie Chavez-Demoulin, Anthony C. Davison

Publication date: 22 August 2023

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.06686

zbMATH Keywords

causationgeneralized Pareto distributionextreme value statisticsconfoundercausal tail coefficient

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

Related Items

Causality in extremes of time series

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