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20202025
most citedRank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes

6 citations · 6 across the 5 of their papers we have counts for

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math.ST2021

Learning extremal graphical structures in high dimensions

Sebastian Engelke, Michaël Lalancette, Stanislav Volgushev

Extremal graphical models encode the conditional independence structure of multivariate extremes. Key statistics for learning extremal graphical structures are empirical extremal v…