Identifying groups of variables with the potential of being large simultaneously

DOI10.1007/s10687-018-0339-3zbMath1420.62226arXiv1802.09977OpenAlexW2963288165MaRDI QIDQ2311595

Maël Chiapino, Johan Segers, Anne Sabourin

Publication date: 4 July 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09977

zbMATH Keywords

multivariate extremesstatistical testshigh-dimensional dataasymptotic dependence

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)

Related Items (7)

\(k\)-means clustering of extremes ⋮ Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data ⋮ Tail inverse regression: dimension reduction for prediction of extremes ⋮ Principal component analysis for multivariate extremes ⋮ Empirical tail copulas for functional data ⋮ A multivariate extreme value theory approach to anomaly clustering and visualization ⋮ Sparse regular variation

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