4 citations · 11 across the 14 of their papers we have counts for
Showing 2021 · math.STShow all
2 papers · 2 filters
math.ST2021★ 2 cited
Total positivity in multivariate extremes
Frank Röttger, Sebastian Engelke, Piotr Zwiernik
Positive dependence is present in many real world data sets and has appealing stochastic properties that can be exploited in statistical modeling and in estimation. In particular,…
math.ST2021★ 3 cited
The geometry of Gaussian double Markovian distributions
Tobias Boege, Thomas Kahle, Andreas Kretschmer +1
Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance matrix and its inverse. We study t…