Causal questions are omnipresent in many scientific problems. While much progress has been made the analysis of causal relationships between random variables, these methods not well suited if mechanisms only manifest themselves extremes. This work aims to connect two fields inference and extreme value theory. We define tail coefficient that captures asymmetries extremal dependence variables. In...

Abstract Many statistical problems in causal inference involve a probability distribution other than the one from which data are actually observed; as an additional complication, object of interest is often marginal quantity this distribution. This creates many practical complications for inference, even where problem non-parametrically identified. In particular, it difficult to perform likelih...