9 citations · 9 across the 2 of their papers we have counts for
4 papers
Latent Model Extreme Value Index Estimation
Joni Virta, Niko Lietzén, Lauri Viitasaari +1
We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time s…
On the behavior of extreme -dimensional spatial quantiles under minimal assumptions
Davy Paindaveine, Joni Virta
"Spatial" or "geometric" quantiles are the only multivariate quantiles coping with both high-dimensional data and functional data, also in the framework of multiple-output quantile…
Spatial Blind Source Separation
François Bachoc, Marc G. Genton, Klaus Nordhausen +2
Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic…
Joint Use of Third and Fourth Cumulants in Independent Component Analysis
Joni Virta, Klaus Nordhausen, Hannu Oja
The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to…