2 papers
stat.ME2026
Causal Discovery in Multivariate Extremes via Tail Asymmetry
Mengran Li, Daniela Castro-Camilo
Causal discovery in multivariate extremes is challenging because extreme observations are sparse, dependent, and often affected by latent common shocks. Existing approaches focus o…
stat.ME2026
Tail-Calibrated Estimation of Extreme Quantile Treatment Effects
Mengran Li, Daniela Castro-Camilo
Extreme quantile treatment effects (eQTEs) measure the causal impact of a treatment on the tails of an outcome distribution and are central for studying rare, high-impact events. S…