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Threshold Selection for Multivariate Heavy-Tailed Data

3 July 2017

Papers citing "Threshold Selection for Multivariate Heavy-Tailed Data"

5 / 5 papers shown

Title
On estimation and order selection for multivariate extremes via clustering Shiyuan Deng He Tang Shuyang Bai 66 0 0 20 Jun 2024
A VAE Approach to Sample Multivariate Extremes N. Lafon Philippe Naveau Ronan Fablet 137 6 0 19 Jun 2023
On the identification of the riskiest directional components from multivariate heavy-tailed data Miriam Hagele Jaakko Lehtomaa 13 0 0 10 Dec 2021
Multivariate sparse clustering for extremes Nicolas Meyer Olivier Wintenberger 82 11 0 23 Jul 2020
Multivariate Matrix Mittag--Leffler distributions Hansjoerg Albrecher Martin Bladt M. Bladt 54 11 0 23 Mar 2020