Copertina

High-dimensional variable clustering based on maxima of a weakly dependent random process

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Boulin, Alexis, Di Bernardino, Elena, Laloë, Thomas, Toulemonde, Gwladys
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Statistics Theory Methodology Machine Learning 60G70, 62H05, 62M99
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Structured linear factor models for tail dependence
di: Boulin, Alexis, et al.
Pubblicazione: (2025)

W-transforms: Uniformity-preserving transformations and induced dependence structures
di: Hofert, Marius, et al.
Pubblicazione: (2025)

On the dependence between a Wiener process and its running maxima and running minima processes
di: Dąbrowski, Karol, et al.
Pubblicazione: (2021)

Modelling multivariate extremes through angular-radial decomposition of the density function
di: Mackay, Ed, et al.
Pubblicazione: (2023)

On the spatial extent of extreme threshold exceedances
di: Cotsakis, Ryan, et al.
Pubblicazione: (2024)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
di: Mehta, Shreya, et al.
Pubblicazione: (2025)

New financial ratios based on the compositional data methodology
di: Linares-Mustarós, Salvador, et al.
Pubblicazione: (2022)

Vertex misalignment and changepoint localization in network time series
di: Chen, Tianyi, et al.
Pubblicazione: (2026)

Asymptotic theory for the likelihood-based block maxima method in time series
di: Carl, David L., et al.
Pubblicazione: (2025)

Clustered Archimax Copulas
di: Chatelain, Simon, et al.
Pubblicazione: (2022)

Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator
di: Seo, Won-Ki
Pubblicazione: (2024)

Exchangeable Gaussian Processes for Staggered-Adoption Policy Evaluation
di: Gevorgyan, Hayk, et al.
Pubblicazione: (2026)

Heavy-tailed max-linear structural equation models in networks with hidden nodes
di: Krali, Mario, et al.
Pubblicazione: (2023)

Estimation of the number of principal components in high-dimensional multivariate extremes
di: Butsch, Lucas, et al.
Pubblicazione: (2025)

Knockoffs for exchangeable categorical covariates
di: Dreassi, Emanuela, et al.
Pubblicazione: (2024)

Projection depth for functional data: Practical issues, computation and applications
di: Bočinec, Filip, et al.
Pubblicazione: (2026)

Projection depth for functional data: Theoretical properties
di: Bočinec, Filip, et al.
Pubblicazione: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
di: Daayeb, Hanen, et al.
Pubblicazione: (2025)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
di: Kozubowski, Tomasz J., et al.
Pubblicazione: (2026)

Limiting Behavior of Maxima under Dependence
di: Herrmann, Klaus, et al.
Pubblicazione: (2024)

Central subspace data depth
di: Francisci, Giacomo, et al.
Pubblicazione: (2026)

Set-valued conditional functionals of random sets
di: Fissler, Tobias, et al.
Pubblicazione: (2025)

On the number and size of Markov equivalence classes of random directed acyclic graphs
di: Schmid, Dominik, et al.
Pubblicazione: (2022)

An ordering for the strength of functional dependence
di: Ansari, Jonathan, et al.
Pubblicazione: (2025)

Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
di: Kiriliouk, Anna, et al.
Pubblicazione: (2022)

Coverage correlation: detecting singular dependencies between random variables
di: Yang, Xuzhi, et al.
Pubblicazione: (2025)

Comparative analysis and practical applications of cubic transmutations for the Pareto distribution
di: Katchekpele, Edoh, et al.
Pubblicazione: (2025)

Theoretical analysis and improvements in cubic transmutations of probability distributions
di: Geraldo, Issa Cherif, et al.
Pubblicazione: (2025)

Functional worst risk minimization
di: Kennerberg, Philip, et al.
Pubblicazione: (2024)

Least squares estimation of the transition density in bifurcating Markov models
di: Penda, S. Valère Bitseki
Pubblicazione: (2025)

Deficiency bounds for the multivariate inverse hypergeometric distribution
di: Ouimet, Frédéric
Pubblicazione: (2023)

On the choice of the two tuning parameters for nonparametric estimation of an elliptical distribution generator
di: Ryan, Victor, et al.
Pubblicazione: (2024)

Orthogonal parametrisations of Extreme-Value distributions
di: Huet, Nathan, et al.
Pubblicazione: (2026)

Club Exco: clustering brain extreme communities from multi-channel EEG data
di: Guerrero, Matheus B., et al.
Pubblicazione: (2022)

Explicit Expressions for Multidimensional Value-at-Risk under Archimedean Copulas
di: Yéo, Dotamana, et al.
Pubblicazione: (2026)

Distribution-free Measures of Association based on Optimal Transport
di: Deb, Nabarun, et al.
Pubblicazione: (2024)

Assessing Skew Normality in Marks Distribution, a Comparative Analysis of Shapiro Wilk Tests
di: Mukherjee, Himadri, et al.
Pubblicazione: (2025)

A new way to evaluate G-Wishart normalising constants via Fourier analysis
di: Wong, Ching, et al.
Pubblicazione: (2024)

Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes
di: Palaisti, Marina
Pubblicazione: (2026)

Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
di: Pilipovic, Predrag, et al.
Pubblicazione: (2022)