Graphical modeling of extremes: Max-linear models on directed acyclic graphs
N Gissibl - 2018 - mediatum.ub.tum.de
Graphical modeling has mainly been limited to distributions that lead to severe
underestimation of large risks and, therefore, to unsuitable models in the context of risk …
underestimation of large risks and, therefore, to unsuitable models in the context of risk …