Principal component analysis for multivariate extremes (Q2044326): Difference between revisions

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+.11043
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+Asymptotic Theory for Principal Component Analysis
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+Q4726487
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+Learning Theory
@@ Property / cites work: Learning Theory / rank @@
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+Dimension reduction in multivariate extreme value analysis
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+Identifying groups of variables with the potential of being large simultaneously
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+Decompositions of dependence for high-dimensional extremes
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+Nonparametric estimation of the spectral measure of an extreme value distribution.
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+Robust bounds in multivariate extremes
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+The generalized Pareto process; with a view towards application and simulation
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+Bias correction in multivariate extremes
@@ Property / cites work: Bias correction in multivariate extremes / rank @@
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+Tail dimension reduction for extreme quantile estimation
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+Rank-based inference for bivariate extreme-value copulas
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+Sparse representation of multivariate extremes with applications to anomaly detection
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+Probability Inequalities for Sums of Bounded Random Variables
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+Regular variation for measures on metric spaces
@@ Property / cites work: Regular variation for measures on metric spaces / rank @@
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+\(k\)-means clustering of extremes
@@ Property / cites work: \(k\)-means clustering of extremes / rank @@
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+Random matrix approximation of spectra of integral operators
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+New asymptotic results in principal component analysis
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+Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
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+Q4226453
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+Likelihood-Based Inference for Max-Stable Processes
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+Nonasymptotic upper bounds for the reconstruction error of PCA
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+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
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+Multivariate generalized Pareto distributions: parametrizations, representations, and properties
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+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
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+Max-stable models for multivariate extremes
@@ Property / cites work: Max-stable models for multivariate extremes / rank @@
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+On the Eigenspectrum of the Gram Matrix and the Generalization Error of Kernel-PCA
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+Determining the dependence structure of multivariate extremes
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+Simulating multivariate extreme value distributions of logistic type
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+Asymptotic Statistics
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+W3139230172
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+Publication:2044326