Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1904.00917 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of a star-shaped set / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set estimation and nonparametric detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality in density support estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Hausdorff distance between a convex set and an interior random convex hull / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4148816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-Law Distributions in Empirical Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: A plug-in approach to support estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models with hidden regular variation: Generation and detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation under full and strong asymptotic dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The extremogram: a correlogram for extreme events / rank
 
Normal rank
Property / cites work
 
Property / cites work: Towards estimating extremal serial dependence via the bootstrapped extremogram / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the limit distribution of multivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2771732 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detection of Abnormal Behavior Via Nonparametric Estimation of the Support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the spectral measure of an extreme value distribution. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the spectral measure of an extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bernoulli and tail-dependence compatibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the tail-dependence coefficient: properties and pitfalls / rank
 
Normal rank
Property / cites work
 
Property / cites work: The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a support curve via order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse representation of multivariate extremes with applications to anomaly detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation and the rank transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence Modeling with Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of monotone boundaries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal dependence measure and extremogram: the regularly varying case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting behaviour of constrained sums of two variables and the principle of a single big jump / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularly varying measures on metric spaces: hidden regular variation and hidden jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4084463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5253267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Support estimation via moment estimation in presence of noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden Regular Variation and Detection of Hidden Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling multiple risks: hidden domain of attraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Random Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the coefficient of tail dependence in bivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Extremal Dependence Measure and Asymptotic Independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data mining to investigate the meteorological drivers for extreme ground level ozone events / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the Support of a High-Dimensional Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-law distributions in binned empirical data / rank
 
Normal rank

Latest revision as of 04:39, 23 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
scientific article

    Statements

    Asymptotic independence and support detection techniques for heavy-tailed multivariate data (English)
    0 references
    0 references
    0 references
    3 August 2020
    0 references
    multivariate regular variation
    0 references
    support estimation
    0 references
    heavy-tailed data
    0 references
    asymptotic independence
    0 references
    power law
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references