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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
Application to flight data3 years ago
The dataset | Fitting a model to the flight graph | Fitting a tree model | Fitting a general model | References