A VAE approach to sample multivariate extremes
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Cites work
- A non-parametric entropy-based approach to detect changes in climate extremes
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- Four theorems and a financial crisis
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- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- Measuring and testing dependence by correlation of distances
- Multivariate generalized Pareto distributions
- Principal component analysis for multivariate extremes
- Regularly varying multivariate time series
- Residual life time at great age
- Robust bounds in multivariate extremes
- Sea and wind: multivariate extremes at work
- Statistical inference using extreme order statistics
- Threshold selection for multivariate heavy-tailed data
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