On pairwise interaction multivariate Pareto models

Total positivity in multivariate extremes

(2023) Frank Röttger et al.   ANNALS OF STATISTICS

Structure learning for extremal tree models

(2022) Sebastian Engelke et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables

(2021) Stefka Asenova et al.   Extremes

Torus graphs for multivariate phase coupling analysis

(2020) Natalie Klein et al.   Annals of Applied Statistics

Graphical models for extremes

(2020) Sebastian Engelke et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution

(2019) Zhen Wai Olivier Ho et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

(2018) Anna Kiriliouk et al.   TECHNOMETRICS

Multivariate peaks over thresholds models

(2017) Holger Rootzén et al.   Extremes

Estimation of high-dimensional graphical models using regularized score matching

(2016) Lina Lin et al.   Electronic Journal of Statistics

Peaks-over-threshold stability of multivariate generalized Pareto distributions

(2007) Michael Falk et al.   JOURNAL OF MULTIVARIATE ANALYSIS