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Threshold Selection for Multivariate Heavy-Tailed Data
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Threshold Selection for Multivariate Heavy-Tailed Data

Phyllis Wan
Richard A. Davis
ArXiv (abs)PDFHTML

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

5 / 5 papers shown
Title
On estimation and order selection for multivariate extremes via clustering
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
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
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
Multivariate sparse clustering for extremes
Nicolas Meyer
Olivier Wintenberger
82
11
0
23 Jul 2020
Multivariate Matrix Mittag--Leffler distributions
Multivariate Matrix Mittag--Leffler distributions
Hansjoerg Albrecher
Martin Bladt
M. Bladt
54
11
0
23 Mar 2020

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