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Titel:

Max-linear models on directed acyclic graphs

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
directed acyclic graph, graphical model, max-linear model, regular conditional distribution, structural equation model
Zeitschriftentitel:
Bernoulli
Jahr:
2018
Band / Volume:
24
Jahr / Monat:
2018-03
Quartal:
1. Quartal
Monat:
Mar
Heft / Issue:
4A
Seitenangaben Beitrag:
2693–2720
Reviewed:
ja
Sprache:
en
Volltext / DOI:
doi:10.3150/17-BEJ941
WWW:
Bernoulli
Verlagsort:
Cornel University Library
Hinweise:
MSC 2010 subject classifications: Primary 60G70, 60E15, 05C20; secondary 05C75.
Status:
Postprint / reviewed
Semester:
WS 17-18
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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