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pro vyhledávání: '"Adrien S. Hitz"'
Autor:
Adrien S. Hitz, Sebastian Engelke
Publikováno v:
Journal of the Royal Statistical Society Series B: Statistical Methodology. 82:871-932
Summary Conditional independence, graphical models and sparsity are key notions for parsimonious statistical models and for understanding the structural relationships in the data. The theory of multivariate and spatial extremes describes the risk of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24d4401602a4233eefef077adbb253cc
https://doi.org/10.1111/rssb.12355
https://doi.org/10.1111/rssb.12355
Autor:
Robin J. Evans, Adrien S. Hitz
Publikováno v:
Journal of Applied Probability. 53:733-746
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We introduce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc3cd17720bfcac8ac13e2a36ce62b30
https://doi.org/10.1017/jpr.2016.37
https://doi.org/10.1017/jpr.2016.37