clustering 1conditional extremes 1extreme value theory 1multivariate tail dependence 1spatial statistics 1
From the 1 of 2 linked papers with an AI index.
2 papers
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…
stat.ME2025
MOPED: A moving sum method for change point detection in pairwise extremal dependence
Euan T. McGonigle, Matthew Pawley, Jordan Richards +1
It is increasingly the case with modern time series that many data sets of practical interest contain abrupt changes in structure. These changes may occur in complex characteristic…