11 citations · 26 across the 10 of their papers we have counts for
11 papers
Characterizing extremal dependence on a hyperplane
Phyllis Wan
In this paper, we characterize the extremal dependence of asymptotically dependent variables by a class of random vectors on the -dimensional hyperplane perpendicular to…
Graphical lasso for extremes
Phyllis Wan, Chen Zhou
In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a g…
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
Juan-Juan Cai, Phyllis Wan, Gamze Ozel
In an earthquake event, the combination of a strong mainshock and damaging aftershocks is often the cause of severe structural damages and/or high death tolls. The objective of thi…
-means clustering of extremes
Anja Janßen, Phyllis Wan
The -means clustering algorithm and its variant, the spherical -means clustering, are among the most important and popular methods in unsupervised learning and pattern detect…
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
Phyllis Wan, Richard A. Davis
In many statistical modeling frameworks, goodness-of-fit tests are typically administered to the estimated residuals. In the time series setting, whiteness of the residuals is asse…
Forecasting the Urban Skyline with Extreme Value Theory
Jonathan Auerbach, Phyllis Wan
The world's urban population is expected to grow fifty percent by the year 2050 and exceed six billion. The major challenges confronting cities, such as sustainability, safety, and…