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stat.ME2025
Clustering Tails in High Dimension
Liujun Chen, Marco Oesting, Chen Zhou
One potential solution to combat the scarcity of tail observations in extreme value analysis is to integrate information from multiple datasets sharing similar tail properties, for…
stat.ME2025
Max-Linear Tail Regression
Liujun Chen, Deyuan Li, Zhengjun Zhang
The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper in…