2 papers
stat.ME2026
A Proxy-likelihood Estimator for Multivariate Extremes Models with Intractable Likelihoods
Troy P. Wixson, Daniel Cooley
Many multivariate extremes models have intractable likelihoods requiring practitioners to use alternative fitting methods. The tail pairwise dependence is a summary measure of the…
stat.ME2026
Principal Component Analysis for Multivariate Extremes
Dan Cooley, Anne Sabourin, Troy Wixson
This chapter explores ways to reduce the dimensionality of the data while preserving key information relevant to the analysis of multivariate extreme values.