High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
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Cites work
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- A regionalisation approach for rainfall based on extremal dependence
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
- Bernstein inequality and moderate deviations under strong mixing conditions
- Best attainable rates of convergence for estimators of the stable tail dependence function
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- Dependence between two multivariate extremes
- Dependence measures for extreme value analyses
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Graphical Models for Extremes
- Identifying groups of variables with the potential of being large simultaneously
- Inequalities for the extremal coefficients of multivariate extreme value distributions
- Max-infinite divisibility
- Model assisted variable clustering: minimax-optimal recovery and algorithms
- Modelling pairwise dependence of maxima in space
- Multiple block sizes and overlapping blocks for multivariate time series extremes
- Multivariate Sparse Clustering for Extremes
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- On second order conditions in the multivariate block maxima and peak over threshold method
- SLEX Analysis of Multivariate Nonstationary Time Series
- Sparse regular variation
- Statistics of Extremes
- Structure Learning for Extremal Tree Models
- \(k\)-means clustering of extremes
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