13 citations · 22 across the 3 of their papers we have counts for
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stat.ME2019★ 9 cited
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization
Maël Chiapino, Stéphan Clémençon, Vincent Feuillard +1
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in…
stat.ME2018
Identifying groups of variables with the potential of being large simultaneously
Maël Chiapino, Anne Sabourin, Johan Segers
Identifying groups of variables that may be large simultaneously amounts to finding out which joint tail dependence coefficients of a multivariate distribution are positive. The as…