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stat.ME2024
Principal component analysis for max-stable distributions
Felix Reinbott, Anja Janßen
Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrat…
stat.ME2019★ 1 cited
-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…