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Graphical models for infinite measures with applications to extremes and
  Lévy processes

Graphical models for infinite measures with applications to extremes and Lévy processes

28 November 2022
Sebastian Engelke
J. Ivanovs
K. Strokorb
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Papers citing "Graphical models for infinite measures with applications to extremes and Lévy processes"

3 / 3 papers shown
Title
Extremal graphical modeling with latent variables via convex optimization
Extremal graphical modeling with latent variables via convex optimization
Sebastian Engelke
Armeen Taeb
31
2
0
14 Mar 2024
Multivariate generalized Pareto distributions along extreme directions
Multivariate generalized Pareto distributions along extreme directions
Anas Mourahib
A. Kiriliouk
Johan Segers
29
3
0
08 Nov 2023
On the local metric property in multivariate extremes
On the local metric property in multivariate extremes
Frank Rottger
Quentin Schmitz
35
4
0
20 Dec 2022
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