592 citations · 1.4k across the 32 of their papers we have counts for
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math.ST2023
Heavy-tailed max-linear structural equation models in networks with hidden nodes
Mario Krali, Anthony C. Davison, Claudia Klüppelberg
Recursive max-linear vectors provide models for causal dependence between large values of random variables that are supported on directed acyclic graphs, but the standard assumptio…
math.ST2019★ 2 cited
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of conve…