Spherical clustering in detection of groups of concomitant extremes

DOI10.1093/biomet/asac020OpenAlexW4220921775MaRDI QIDQ5879526

Jevgenijs Ivanovs, Vladimir Fomichov

Publication date: 1 March 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.12372

zbMATH Keywords

dimension reductionmixture modelangular measureprincipal componentconcomitant extreme

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Total positivity in multivariate extremes

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