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Document type:
Zeitungsartikel 
Author(s):
Buck, J. and Klüppelberg, C. 
Title:
Recursive max-linear models with propagating noise 
Abstract:
Recursive max-linear vectors model causal dependence between node variables by a structural equation model, expressing each node variable as a max-linear function of its parental nodes in a directed acyclic graph (DAG) and some exogenous innovation. For such a model, there exists a unique minimum DAG, represented by the Kleene star matrix of its edge weight matrix, which identifies the model and can be estimated. For a more realistic statistical modeling we introduce some random observational no...    »
 
Keywords:
graphical model, Bayesian network, directed acyclic graph, extreme value analysis, max-linear model, noisy model, regular variation 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
preprint 
Year:
2020 
WWW:
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TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text