13 citations · 48 across the 23 of their papers we have counts for
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stat.ME2019★ 9 cited
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization
Maël Chiapino, Stéphan Clémençon, Vincent Feuillard +1
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in…
math.ST2019
Principal Component Analysis for Multivariate Extremes
Holger Drees, Anne Sabourin
The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensio…