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Multivariate generalized Pareto distributions along extreme directions

Multivariate generalized Pareto distributions along extreme directions

8 November 2023
Anas Mourahib
A. Kiriliouk
Johan Segers
ArXivPDFHTML

Papers citing "Multivariate generalized Pareto distributions along extreme directions"

4 / 4 papers shown
Title
Wasserstein-Aitchison GAN for angular measures of multivariate extremes
Wasserstein-Aitchison GAN for angular measures of multivariate extremes
Stéphane Lhaut
H. Rootzén
Johan Segers
39
1
0
30 Apr 2025
Characterizing extremal dependence on a hyperplane
Characterizing extremal dependence on a hyperplane
Phyllis Wan
24
1
0
01 Nov 2024
Estimating Max-Stable Random Vectors with Discrete Spectral Measure
  using Model-Based Clustering
Estimating Max-Stable Random Vectors with Discrete Spectral Measure using Model-Based Clustering
Alexis Boulin
25
0
0
02 Feb 2024
Spherical clustering in detection of groups of concomitant extremes
Spherical clustering in detection of groups of concomitant extremes
V. Fomichov
J. Ivanovs
42
6
0
23 Oct 2020
1