242 citations · 778 across the 62 of their papers we have counts for
Showing 2022 · stat.MEShow all
3 papers · 2 filters
stat.ME2022★ 1 cited
Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
Manuel Hentschel, Sebastian Engelke, Johan Segers
The severity of multivariate extreme events is driven by the dependence between the largest marginal observations. The Hüsler-Reiss distribution is a versatile model for this extre…
stat.ME2022
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
Johan Segers, Stefka Asenova
Graphical models with heavy-tailed factors can be used to model extremal dependence or causality between extreme events. In a Bayesian network, variables are recursively defined in…
stat.ME2022★ 1 cited
Modelling multivariate extreme value distributions via Markov trees
Shuang Hu, Zuoxiang Peng, Johan Segers
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models…