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Conditional Extremes with Graphical Models

Lookup NU author(s): Dr Clement LeeORCiD

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This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).

Publication metadata

Author(s): Farrell A, Eastoe E, Lee C

Publication type: Article

Publication status: Published

Journal: Computational Statistics and Data Analysis

Year: 2027

Volume: 225

Print publication date: 01/01/2027

Online publication date: 15/07/2026

Acceptance date: 15/07/2026

Date deposited: 04/09/2026

ISSN (print): 0167-9473

ISSN (electronic): 1872-7352

Publisher: Elsevier BV

URL: https://doi.org/https://doi.org/10.1016/j.csda.2026.108452

DOI: 10.1016/j.csda.2026.108452

ePrints DOI: 10.57711/5ynf-t937

Data Access Statement: All data and code supporting our work are provided in this GitHub repository: https://github.com/AidenFarrell/Graphical_Conditional_Extremes

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Funding

Funder referenceFunder name
EPSRC grant EP/W523811/1

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