2 papers
stat.ME2025
Clustering of multivariate tail dependence using conditional methods
Patrick O'Toole, Christian Rohrbeck, Jordan Richards
The conditional extremes (CE) framework has proven useful for analysing the joint tail behaviour of random vectors. However, when applied across many locations or variables, it can…
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…