4 papers · 1 filter
Testing parametric models for the angular measure for bivariate extremes
Stéphane Lhaut, Johan Segers
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standar…
An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
Stéphane Lhaut, Johan Segers
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standar…
Uniform concentration bounds for frequencies of rare events
Stéphane Lhaut, Anne Sabourin, Johan Segers
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over class…
Concentration bounds for the empirical angular measure with statistical learning applications
Stéphan Clémençon, Hamid Jalalzai, Stéphane Lhaut +2
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standar…