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Titel:

Recursive max-linear models with propagating noise

Dokumenttyp:
Zeitungsartikel
Autor(en):
Buck, J.; Klüppelberg, C.
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...     »
Stichworte:
graphical model, Bayesian network, directed acyclic graph, extreme value analysis, max-linear model, noisy model, regular variation
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Electronic Journal of Statistics
Jahr:
2021
Band / Volume:
15
Jahr / Monat:
2021-10
Quartal:
4. Quartal
Monat:
Oct
Heft / Issue:
2
Seitenangaben Beitrag:
4770-4822
Sprache:
en
Volltext / DOI:
doi:doi:10.1214/21-EJS1903
Verlag / Institution:
Institute of Mathematical Statistics and the Bernoulli Society
E-ISSN:
1935-7524
Status:
Verlagsversion / published
Eingereicht (bei Zeitschrift):
29.02.2020
Angenommen (von Zeitschrift):
01.10.2021
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
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