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Dokumenttyp:
Zeitungsartikel 
Autor(en):
Klüppelberg, C. and Krali, M. 
Titel:
Estimating an Extreme Bayesian Network via Scalings 
Abstract:
Recursive max-linear vectors model causal dependence between its components by expressing each node variable as a max-linear function of its parental nodes in a directed acyclic graph and some exogenous innovation. Motivated by extreme value theory, innovations are assumed to have regularly varying distribution tails. We propose a scaling technique in order to determine a causal order of the node variables. All dependence parameters are then estimated from the estimated scalings. Furthermore, we...    »
 
Stichworte:
causal order, directed acyclic graph, extreme value statistics, graphical model, recursive max-linear model, regular variation, structural equation model, structure learning 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Journal of Multivariate Analysis 
Jahr:
2021 
Band / Volume:
181 
Jahr / Monat:
2021-01 
Quartal:
1. Quartal 
Monat:
Jan 
Seitenangaben Beitrag:
104672 
Sprache:
en 
WWW:
Verlag / Institution:
Elsevier 
E-ISSN:
0047-259X 
Status:
Erstveröffentlichung 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text