2 papers
math.ST2025
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…
math.ST2025
A Tractable Family of Smooth Copulas with Rotational Dependence: Properties, Inference, and Application
Michaël Lalancette, Robert Zimmerman
We introduce a new family of copula densities constructed from univariate distributions on . Although our construction is structurally simple, the resulting family is versat…