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Convergence Rate of Tail Dependence Function in Recursive Max-Linear Models on Directed Acyclic Graphs

https://doi.org/10.2139/ssrn.4640753
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9780470994559openalex-extracted
Bayesian Networks A Practical Guide to Applications
inferredcites →https://doi.org/10.1002/9781118619179openalex-extracted
Structural Equations with Latent Variables
inferredcites →https://doi.org/10.1002/net.3230200503openalex-extracted
Independence properties of directed markov fields
inferredcites →https://doi.org/10.1007/0-387-34471-3openalex-extracted
Extreme Value Theory
inferredcites →https://doi.org/10.1007/978-0-387-75953-1openalex-extracted
Extreme Values, Regular Variation and Point Processes
inferredcites →https://doi.org/10.1007/bf02881879openalex-extracted
The Edgeworth expansion for distributions of extreme values
inferredcites →https://doi.org/10.1007/s10687-019-00353-3openalex-extracted
Extremal dependence of random scale constructions
inferredcites →https://doi.org/10.1016/j.ecosta.2018.02.003openalex-extracted
Tail dependence of recursive max-linear models with regularly varying noise variables
inferredcites →https://doi.org/10.1016/j.jeconom.2020.07.017openalex-extracted
Max-linear regression models with regularization
inferredcites →https://doi.org/10.1016/j.jmva.2008.01.018openalex-extracted
Bootstrap approximation of tail dependence function
inferredcites →https://doi.org/10.1016/j.jmva.2014.03.004openalex-extracted
Convergence rate to a lower tail dependence coefficient of a skew- t distribution
inferredcites →https://doi.org/10.1016/j.jmva.2020.104672openalex-extracted
Estimating an extreme Bayesian network via scalings
inferredcites →https://doi.org/10.1016/j.spl.2010.01.011openalex-extracted
Tail dependence for two skew distributions
inferredcites →https://doi.org/10.1016/j.spl.2020.108894openalex-extracted
A note on distortion effects on the strength of bivariate copula tail dependence
inferredcites →https://doi.org/10.1017/cbo9780511803161openalex-extracted
Causality
inferredcites →https://doi.org/10.1080/03610918.2014.988979openalex-extracted
Tail dependence of skew t-copulas
inferredcites →https://doi.org/10.1111/sjos.12446openalex-extracted
Identifiability and estimation of recursive max‐linear models
inferredcites →https://doi.org/10.14760/owp-2018-09openalex-extracted
Max-Linear Models on Infinite Graphs Generated by Bernoulli Bond Percolation
inferredcites →https://doi.org/10.3150/07-bej6047openalex-extracted
Estimating the tail dependence function of an elliptical distribution
inferredcites →https://doi.org/10.1214/20-aos2021openalex-snapshot
Causal discovery in heavy-tailed models
inferredcites →https://doi.org/10.1214/21-ejs1903openalex-snapshot
Recursive max-linear models with propagating noise
inferredcites →https://doi.org/10.3150/17-bej941openalex-snapshot
Max-linear models on directed acyclic graphs
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