Similarity-based clustering for patterns of extreme values

DOI10.1002/STA4.560MaRDI QIDQ6548801zbMATH OpenFDO

Authors Miguel De Carvalho, Raphaël Huser, Rodrigo Rubio

Publication date 3 June 2024

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

cluster analysisextreme valuesstatistics of extremesrisk diversificationcluster functions and scalars

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Latent level correlation modeling of multivariate discrete-valued financial time series

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