Concentration bounds for the empirical angular measure with statistical learning applications

7 April 2021

Papers citing "Concentration bounds for the empirical angular measure with statistical learning applications"

5 / 5 papers shown

Title
Wasserstein-Aitchison GAN for angular measures of multivariate extremes Stéphane Lhaut H. Rootzén Johan Segers 42 1 0 30 Apr 2025
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence Stéphane Lhaut Johan Segers 11 0 0 26 May 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 48 4 0 23 Nov 2022
Uniform concentration bounds for frequencies of rare events Stéphane Lhaut Anne Sabourin Télécom Paris 21 7 0 12 Oct 2021
On the covariance of the asymptotic empirical copula process Christian Genest Johan Segers 85 48 0 19 Mar 2009