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Related publications (2)
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This thesis contributes to the modelling of multivariate rare events by combining extreme value theory and graphical modelling.
The central theme involves structural equation models (SEMs), which are powerful tools used to express causal extremal dependenc ...
A recursive max-linear vector models 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, inno ...
