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clustering 1conditional extremes 1extreme value theory 1multivariate tail dependence 1spatial statistics 1

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stat.ME2026

Clustering of multivariate tail dependence using conditional methods

Patrick O'Toole, Christian Rohrbeck, Jordan Richards

The paper introduces a clustering method for multivariate extreme values that uses a new closed‑form dissimilarity measure based on the skew‑geometric Jensen‑Shannon divergence wit…