96 citations · 374 across the 25 of their papers we have counts for
3 papers · 1 filter
On the estimation of extreme directional multivariate quantiles
Raúl Torres, Elena Di Bernardino, Henry Laniado +1
In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk…
An empirical comparison of global and local functional depths
Carlo Sguera, Rosa E. Lillo
A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional…
Directional Multivariate Extremes in Environmental Phenomena
Raúl Torres, Carlo De Michele, Henry Laniado +1
Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenome…