{"title":"Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions","authors":"Manuel Hentschel, Sebastian Engelke, Johan Segers","doi":"10.1080/01621459.2024.2371978","DOIUrl":null,"url":null,"abstract":"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 extremal dependence, a...","PeriodicalId":3,"journal":{"name":"ACS Applied Electronic Materials","volume":null,"pages":null},"PeriodicalIF":4.3000,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Electronic Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/01621459.2024.2371978","RegionNum":3,"RegionCategory":"材料科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, ELECTRICAL & ELECTRONIC","Score":null,"Total":0}
引用次数: 0
Abstract
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 extremal dependence, a...
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
