Multivariate Sparse Clustering for Extremes

DOI10.1080/01621459.2023.2224517MaRDI QIDQ6631691zbMATH OpenFDO

Authors Nicolas Meyer, Olivier Wintenberger

Publication date 1 November 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2023.2224517

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
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• Statistics for near independence in multivariate extreme values
• Threshold selection for multivariate heavy-tailed data

Cited in

(7)

• Causal discovery in heavy-tailed linear structural equation models via scalings
• High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
• On regression in extreme regions
• Insights into kernel PCA with application to multivariate extremes
• Editorial: EVA (2023) conference data challenge
• Weak signals and heavy tails: learning theory meets extreme value analysis
• Marginal expected shortfall inference under multivariate regular variation

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