Extreme-value copulas associated with the expected scaled maximum of independent random variables.
Jan-Frederik MaiPublished in: J. Multivar. Anal. (2018)
Keyphrases
- random variables
- extreme values
- identically distributed
- lead time
- marginal distributions
- graphical models
- independent and identically distributed
- probability distribution
- statistically independent
- conditionally independent
- stochastic optimization problems
- probabilistic graphical models
- distribution function
- joint distribution
- conditional independence
- latent variables
- bayesian networks
- varying degrees
- normal distribution
- conditional probabilities
- stochastic processes
- joint probability distribution
- probability density
- random vectors
- additive noise
- directed acyclic graph
- conditional distribution