\(k\)-means clustering of extremes

DOI10.1214/20-EJS1689zbMath1439.62121arXiv1904.02970MaRDI QIDQ2180059

Phyllis Wan, Anja Janssen

Publication date: 13 May 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02970

zbMATH Keywords

dimension reductionspectral measure\(k\)-means clusteringextreme value statistics

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items

Estimating an extreme Bayesian network via scalings, Tail inverse regression: dimension reduction for prediction of extremes, Recursive max-linear models with propagating noise, Principal component analysis for multivariate extremes, Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso, Sparse regular variation

Uses Software

• R
• ElemStatLearn
• texmex
• transport
• tailDepFun
• maxlinearCRPS

Cites Work

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