Publications (11)
-means clustering of extremes
Anja JanÃen, Phyllis Wan
The -means clustering algorithm and its variant, the spherical -means clustering, are among the most important and popular methods in unsupervised learning and pattern detect…
Characterizing extremal dependence on a hyperplane
Phyllis Wan
In this paper, we characterize the extremal dependence of asymptotically dependent variables by a class of random vectors on the -dimensional hyperplane perpendicular to…
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
Phyllis Wan, Richard A. Davis
In many statistical modeling frameworks, goodness-of-fit tests are typically administered to the estimated residuals. In the time series setting, whiteness of the residuals is asse…
Applications of Distance Correlation to Time Series
Richard A. Davis, Muneya Matsui, Thomas Mikosch +1
The use of empirical characteristic functions for inference problems, including estimation in some special parametric settings and testing for goodness of fit, has a long history d…
Graphical lasso for extremes
Phyllis Wan, Chen Zhou
In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a g…
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Gennady Samorodnitsky, Sidney Resnick, Don Towsley +3
For the directed edge preferential attachment network growth model studied by Bollobas et al. (2003) and Krapivsky and Redner (2001), we prove that the joint distribution of in-deg…