Spherical clustering in detection of groups of concomitant extremes

DOI10.1093/BIOMET/ASAC020MaRDI QIDQ5879526zbMATH OpenOpenAlexFDO

Authors Vladimir Fomichov, Jevgenijs Ivanovs

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

angular measureconcomitant extremedimension reductionmixture modelprincipal component

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(8)

• An intuitive clustering algorithm for spherical data with application to extrasolar planets
• Total positivity in multivariate extremes
• Information criteria for the number of directions of extremes in high-dimensional data
• Insights into kernel PCA with application to multivariate extremes
• Multivariate generalized Pareto distributions along extreme directions
• On estimation and order selection for multivariate extremes via clustering
• Extreme value statistics for analysing simulated environmental extremes
• Mathematics, statistics, and geometry of extreme events in high dimensions. Abstracts from the workshop held August 19--23, 2024

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