Threshold selection for multivariate heavy-tailed data (Q2418002): Difference between revisions

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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+The extremogram: a correlogram for extreme events
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+Towards estimating extremal serial dependence via the bootstrapped extremogram
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+Applications of distance correlation to time series
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+Sea and wind: multivariate extremes at work
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+Mixing: Properties and examples
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+A Consistent Test for Bivariate Dependence
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+Wild binary segmentation for multiple change-point detection
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+Threshold estimation based on a p-value framework in dose-response and regression settings
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+CONTINUOUS INSPECTION SCHEMES
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Heavy-Tail Phenomena
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+Measuring and testing dependence by correlation of distances
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