Multivariate Sparse Clustering for Extremes
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Publication:6631691
DOI10.1080/01621459.2023.2224517MaRDI QIDQ6631691
Nicolas Meyer, Olivier Wintenberger
Publication date: 1 November 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
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- On Information and Sufficiency
- Decompositions of dependence for high-dimensional extremes
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
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