Cover Image

Causal discovery in heavy-tailed linear structural equation models via scalings

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Krali, Mario
Format:	Preprint
Published:	2025
Subjects:	Methodology 60G70, 62D20, 62G32, 62H22
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Heavy-tailed max-linear structural equation models in networks with hidden nodes
by: Krali, Mario, et al.
Published: (2023)

Estimation of the number of principal components in high-dimensional multivariate extremes
by: Butsch, Lucas, et al.
Published: (2025)

Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
by: Segers, Johan, et al.
Published: (2022)

Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)

Asymptotic theory for the likelihood-based block maxima method in time series
by: Carl, David L., et al.
Published: (2025)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)

Modelling multivariate extremes through angular-radial decomposition of the density function
by: Mackay, Ed, et al.
Published: (2023)

Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
by: Kiriliouk, Anna, et al.
Published: (2022)

Accurate Bayesian inference for tail risk extrapolation in time series
by: Carl, David L., et al.
Published: (2025)

Causal analysis of extreme risk in a network of industry portfolios
by: Klüppelberg, Claudia, et al.
Published: (2025)

Likelihood Ratio Tests by Kernel Gaussian Embedding
by: Santoro, Leonardo V., et al.
Published: (2025)

Measuring and testing tail equivalence
by: Koike, Takaaki, et al.
Published: (2024)

Structured linear factor models for tail dependence
by: Boulin, Alexis, et al.
Published: (2025)

Modelling multivariate extreme value distributions via Markov trees
by: Hu, Shuang, et al.
Published: (2022)

Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)

Bayesian nonparametric copulas with tail dependence
by: Ausín, Maria Concepción, et al.
Published: (2025)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
by: Camara, Abdoulaye, et al.
Published: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

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)

On the importance of tail assumptions in climate extreme event attribution
by: Li, Mengran, et al.
Published: (2025)

Geometric modelling of spatial extremes
by: Kakampakou, Lydia, et al.
Published: (2025)

Learning extremal graphical structures in high dimensions
by: Engelke, Sebastian, et al.
Published: (2021)

Graphical models for multivariate extremes
by: Engelke, Sebastian, et al.
Published: (2024)

Club Exco: clustering brain extreme communities from multi-channel EEG data
by: Guerrero, Matheus B., et al.
Published: (2022)

Insights into Tail-Based and Order Statistics
by: Almani, Hamidreza Maleki
Published: (2025)

Functional Extreme-PLS
by: Girard, Stéphane, et al.
Published: (2024)

Principal component analysis for max-stable distributions
by: Reinbott, Felix, et al.
Published: (2024)

How should we aggregate ratings? Accounting for personal rating scales via Wasserstein barycenters
by: Raban, Daniel
Published: (2024)

Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)

Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
by: Huang, Zhen, et al.
Published: (2025)

Multiple Imputation Methods under Extreme Values
by: Brasil, Enzo Porto
Published: (2026)

On estimation and order selection for multivariate extremes via clustering
by: Deng, Shiyuan, et al.
Published: (2024)

Nonparametric Estimation via Expected Order Statistics
by: Lando, Tommaso, et al.
Published: (2026)

Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)

Correcting Mode Proportion Bias in Generalized Bayesian Inference via a Weighted Kernel Stein Discrepancy
by: Afzali, Elham, et al.
Published: (2025)

Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)

Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
by: Zhang, Likun, et al.
Published: (2023)

Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026)

Information criteria for the number of directions of extremes in high-dimensional data
by: Butsch, Lucas, et al.
Published: (2024)