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Title:

Max-linear models on directed acyclic graphs

Document type:
Zeitschriftenaufsatz
Author(s):
Gissibl, N. and Klüppelberg, C.
Abstract:
We consider a new structural equation model in which all random variables can be written as a max-linear function of their parents and independent noise variables. For the corresponding graph we assume that it is a directed acyclic graph. We show that the model is max-linear and detail the relation between the weights of the structural equation model and the max-linear coefficients. We characterize all max-linear models which are generated by this structural equation model. This leads to the pre...     »
Keywords:
directed acyclic graph, graphical model, max-linear model, regular conditional distribution, structural equation model
Journal title:
Bernoulli
Year:
2018
Journal volume:
24
Year / month:
2018-03
Quarter:
1. Quartal
Month:
Mar
Journal issue:
4A
Pages contribution:
2693–2720
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:10.3150/17-BEJ941
WWW:
Bernoulli
Publisher address:
Cornel University Library
Notes:
MSC 2010 subject classifications: Primary 60G70, 60E15, 05C20; secondary 05C75.
Status:
Postprint / reviewed
Semester:
WS 17-18
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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