2 papers
stat.ME2024
On estimation and order selection for multivariate extremes via clustering
Shiyuan Deng, He Tang, Shuyang Bai
We investigate the estimation of multivariate extreme models with a discrete spectral measure using spherical clustering techniques. The primary contribution involves devising a me…
math.PR2023
Joint sum-max limit for a class of long-range dependent processes with heavy tails
Shuyang Bai, He Tang
We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently…