Similarity-based clustering for patterns of extreme values

DOI10.1002/STA4.560MaRDI QIDQ6548801FDOQ6548801

Authors: Miguel De Carvalho, Raphaël Huser, Rodrigo Rubio 

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

cluster analysisextreme valuesstatistics of extremesrisk diversificationcluster functions and scalars

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (1)

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

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