Introduction and application to Danube data3 years ago
Danube Data | Multivariate Pareto distributions | Definition | Examples | Measures of extremal dependence | Extremal correlation | Extremal variogram | Extremal graphical models | Trees | Simulation | Estimation | Structure learning | Huesler--Reiss graphical models | Transformations | Completion of $\Gamma$ | General structure learning | References
