Alexis Boulin

activity

20242026

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math.ST2026

Structured linear factor models for tail dependence

Alexis Boulin, Axel BÃ¼cher

A common object to describe the extremal dependence of a $d$ -variate random vector $X$ is the stable tail dependence function $L$ . Various parametric models have emerged, with a po…

math.ST2024

Estimating Max-Stable Random Vectors with Discrete Spectral Measure using Model-Based Clustering

Alexis Boulin

This study introduces a novel estimation method for the entries and structure of a matrix $A$ in the linear factor model $X = A Z + E$ . This is applied to…

math.ST2024

High-dimensional variable clustering based on maxima of a weakly dependent random process

Alexis Boulin, Elena Di Bernardino, Thomas LaloÃ« +1

We propose a new class of models for variable clustering called Asymptotic Independent block (AI-block) models, which defines population-level clusters based on the independence of…