X-Vine Models for Multivariate Extremes
Fuente:
arXiv
Saved in:
| Main Authors: | Kiriliouk, Anna, Lee, Jeongjin, Segers, Johan |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Modelling multivariate extreme value distributions via Markov trees
by: Hu, Shuang, et al.
Published: (2022)
by: Hu, Shuang, et al.
Published: (2022)
Multivariate extreme value theory
by: Naveau, Philippe, et al.
Published: (2024)
by: Naveau, Philippe, et al.
Published: (2024)
Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)
by: Drees, Holger
Published: (2025)
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
by: Lhaut, Stéphane, et al.
Published: (2023)
by: Lhaut, Stéphane, et al.
Published: (2023)
Testing parametric models for the angular measure for bivariate extremes
by: Lhaut, Stéphane, et al.
Published: (2024)
by: Lhaut, Stéphane, et al.
Published: (2024)
Location- and scale-free procedures for distinguishing between distribution tail models
by: Rodionov, Igor
Published: (2023)
by: Rodionov, Igor
Published: (2023)
Measuring Extreme Tail Association
by: Das, Bikramjit, et al.
Published: (2026)
by: Das, Bikramjit, et al.
Published: (2026)
A sub-asymptotic model for bivariate threshold exceedances
by: Lescart, Mirco, et al.
Published: (2026)
by: Lescart, Mirco, et al.
Published: (2026)
Structured linear factor models for tail dependence
by: Boulin, Alexis, et al.
Published: (2025)
by: Boulin, Alexis, et al.
Published: (2025)
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)
by: Bücher, Axel, et al.
Published: (2025)
Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)
by: Girard, Stéphane, et al.
Published: (2025)
Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)
by: Arbel, Julyan, et al.
Published: (2024)
Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)
by: Stoepker, Ivo V., et al.
Published: (2023)
Asymptotic theory for the likelihood-based block maxima method in time series
by: Carl, David L., et al.
Published: (2025)
by: Carl, David L., et al.
Published: (2025)
Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
by: Dombry, Clément, et al.
Published: (2023)
by: Dombry, Clément, et al.
Published: (2023)
Graphical lasso for extremes
by: Wan, Phyllis, et al.
Published: (2023)
by: Wan, Phyllis, et al.
Published: (2023)
Graphical models for multivariate extremes
by: Engelke, Sebastian, et al.
Published: (2024)
by: Engelke, Sebastian, et al.
Published: (2024)
Extreme Geometric Quantiles Under Minimal Assumptions, with a Connection to Tukey Depth
by: Singha, Sibsankar, et al.
Published: (2026)
by: Singha, Sibsankar, et al.
Published: (2026)
Modelling multivariate extremes through angular-radial decomposition of the density function
by: Mackay, Ed, et al.
Published: (2023)
by: Mackay, Ed, et al.
Published: (2023)
Exploring Multivariate Data Using Median Absolute Deviation Depth
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
On estimation and order selection for multivariate extremes via clustering
by: Deng, Shiyuan, et al.
Published: (2024)
by: Deng, Shiyuan, et al.
Published: (2024)
Depth-Based Vector Median Absolute Deviation Moments for Robust Multivariate Shape Analysis
by: Elamir, Elsayed
Published: (2026)
by: Elamir, Elsayed
Published: (2026)
Intrinsic Whittle--Matérn fields and sparse spatial extremes
by: Bolin, David, et al.
Published: (2025)
by: Bolin, David, et al.
Published: (2025)
Bootstrapping Estimators based on the Block Maxima Method
by: Bücher, Axel, et al.
Published: (2024)
by: Bücher, Axel, et al.
Published: (2024)
Heavy-tailed max-linear structural equation models in networks with hidden nodes
by: Krali, Mario, et al.
Published: (2023)
by: Krali, Mario, et al.
Published: (2023)
Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)
by: Mancer, Saida, et al.
Published: (2025)
Orthogonal parametrisations of Extreme-Value distributions
by: Huet, Nathan, et al.
Published: (2026)
by: Huet, Nathan, et al.
Published: (2026)
Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation
by: Reber, Alexandre, et al.
Published: (2026)
by: Reber, Alexandre, et al.
Published: (2026)
Functional Extreme-PLS
by: Girard, Stéphane, et al.
Published: (2024)
by: Girard, Stéphane, et al.
Published: (2024)
Elicitability and identifiability of tail risk measures
by: Fissler, Tobias, et al.
Published: (2024)
by: Fissler, Tobias, et al.
Published: (2024)
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)
by: Verma, Victor, et al.
Published: (2024)
Conditionality principle under unconstrained randomness
by: Vovk, Vladimir
Published: (2024)
by: Vovk, Vladimir
Published: (2024)
Weak Signals and Heavy Tails: Learning Theory meets Extreme Value Analysis
by: Clémençon, Stephan, et al.
Published: (2025)
by: Clémençon, Stephan, et al.
Published: (2025)
Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by: Morozov, Vladislav
Published: (2022)
by: Morozov, Vladislav
Published: (2022)
On Regression in Extreme Regions
by: Clémençon, Stephan, et al.
Published: (2023)
by: Clémençon, Stephan, et al.
Published: (2023)
Moment Estimator-Based Extreme Quantile Estimation with Erroneous Observations: Application to Elliptical Extreme Quantile Region Estimation
by: Pere, Jaakko, et al.
Published: (2025)
by: Pere, Jaakko, et al.
Published: (2025)
Exchangeability and randomness for infinite and finite sequences
by: Vovk, Vladimir
Published: (2025)
by: Vovk, Vladimir
Published: (2025)
Heterogeneous extremes in the presence of random covariates and censoring
by: Bladt, Martin, et al.
Published: (2024)
by: Bladt, Martin, et al.
Published: (2024)
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
by: Pere, Jaakko, et al.
Published: (2023)
by: Pere, Jaakko, et al.
Published: (2023)
Asymptotic theory for extreme value generalized additive models
by: Yoshida, Takuma
Published: (2023)
by: Yoshida, Takuma
Published: (2023)
Similar Items
-
Modelling multivariate extreme value distributions via Markov trees
by: Hu, Shuang, et al.
Published: (2022) -
Multivariate extreme value theory
by: Naveau, Philippe, et al.
Published: (2024) -
Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025) -
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
by: Lhaut, Stéphane, et al.
Published: (2023) -
Testing parametric models for the angular measure for bivariate extremes
by: Lhaut, Stéphane, et al.
Published: (2024)