Danube

<p>Dataset of events on Upper Danube. For detailed description of the data please read in the Appendix
of the paper below.</p>

data

Provides tools for estimation of edge weights on graphical models with respect to trees and block graphs and parameterized by a particular family of max-stable copulas. The edge weights are parameters of tail dependence between adjacent variables and these edge weights determine the joint tail dependence between all variables in the context of a particular parametric model. For methods of moment estimator, composite likelihood estimator please see Asenova et al. (2021) <doi:10.1007/s10687-021-00407-5>. For estimation based on extremal coefficients see Asenova et al. (2021) as well as Einmahl et al. (2016) <doi:10.2139/ssrn.2717531>. For cliquewise estimation please see Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

Stefka Asenova

gremes

Estimation of Tail Dependence in Graphical Models

Danube function

<p>Peiman Asadi, Anthony C. Davison, Sebastian Engelke.</p>

Danube: Danube Dataset

Description

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Author

References