Graphical lasso for extremes

Fuente: arXiv
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Main Authors: Wan, Phyllis, Zhou, Chen
Format: Preprint
Published: 2023
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author Wan, Phyllis
Zhou, Chen
author_facet Wan, Phyllis
Zhou, Chen
contents In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a graphical model for extremes embedded in the Hüsler-Reiss distribution. We propose the extreme graphical lasso procedure to estimate the sparsity in the tail dependence, similar to the Gaussian graphical lasso in high dimensional statistics. We prove its consistency in identifying the graph structure and estimating model parameters. The efficiency and accuracy of the proposed method are illustrated by simulations and real data examples.
format Preprint
id arxiv_https___arxiv_org_abs_2307_15004
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Graphical lasso for extremes
Wan, Phyllis
Zhou, Chen
Methodology
Statistics Theory
62G32, 62H12, 62F12
In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a graphical model for extremes embedded in the Hüsler-Reiss distribution. We propose the extreme graphical lasso procedure to estimate the sparsity in the tail dependence, similar to the Gaussian graphical lasso in high dimensional statistics. We prove its consistency in identifying the graph structure and estimating model parameters. The efficiency and accuracy of the proposed method are illustrated by simulations and real data examples.
title Graphical lasso for extremes
topic Methodology
Statistics Theory
62G32, 62H12, 62F12
url https://arxiv.org/abs/2307.15004