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stat.ME2025
Causal discovery in heavy-tailed linear structural equation models via scalings
Mario Krali
Causal dependence modelling of multivariate extremes is intended to improve our understanding of the relationships amongst variables associated with rare events. Regular variation…
stat.ME2019
Estimating an Extreme Bayesian Network via Scalings
Claudia Klüppelberg, Mario Krali
Recursive max-linear vectors model causal dependence between its components by expressing each node variable as a max-linear function of its parental nodes in a directed acyclic gr…