scholarly journals Sub‐asymptotic motivation for new conditional multivariate extremes models

Stat ◽  
2021 ◽  
Author(s):  
Thomas Lugrin ◽  
Jonathan A. Tawn ◽  
Anthony C. Davison
Keyword(s):  
Multivariate Extremes

scholarly journals Multivariate extremes of generalized skew-normal distributions

2009 ◽  
Vol 79 (4) ◽  
pp. 525-533 ◽  
Author(s):  
Natalia Lysenko ◽  
Parthanil Roy ◽  
Rolf Waeber
Keyword(s):  
Multivariate Extremes ◽  
Normal Distributions ◽  
Skew Normal Distributions ◽  
Skew Normal

Multivariate Extremes

2017 ◽  
pp. 301-310
Author(s):  
José Tiago de Fonseca Oliveira ◽  
Keyword(s):  
Multivariate Extremes

scholarly journals ViroCon: A software to compute multivariate extremes using the environmental contour method

SoftwareX ◽  
2019 ◽  
Vol 9 ◽  
pp. 95-101 ◽  
Author(s):  
Andreas F. Haselsteiner ◽  
Jannik Lehmkuhl ◽  
Tobias Pape ◽  
Kai-Lukas Windmeier ◽  
Klaus-Dieter Thoben
Keyword(s):  
Contour Method ◽  
Multivariate Extremes

scholarly journals Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization

2014 ◽  
Vol 71 ◽  
pp. 542-567 ◽  
Author(s):  
Anne Sabourin ◽  
Philippe Naveau
Keyword(s):  
Mixture Model ◽  
Multivariate Extremes ◽  
Dirichlet Mixture

A new model of peaks over threshold for multivariate extremes

2014 ◽  
Vol 28 (6) ◽  
pp. 761-776
Author(s):  
Yao Luo ◽  
Liang-sheng Zhu
Keyword(s):  
Peaks Over Threshold ◽  
Multivariate Extremes ◽  
New Model

scholarly journals Bayesian model averaging for multivariate extremes

Extremes ◽  
2013 ◽  
Vol 16 (3) ◽  
pp. 325-350 ◽  
Author(s):  
Anne Sabourin ◽  
Philippe Naveau ◽  
Anne-Laure Fougères
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Multivariate Extremes

scholarly journals Sparse representation of multivariate extremes with applications to anomaly detection

2017 ◽  
Vol 161 ◽  
pp. 12-31 ◽  
Author(s):  
Nicolas Goix ◽  
Anne Sabourin ◽  
Stephan Clémençon
Keyword(s):  
Anomaly Detection ◽  
Sparse Representation ◽  
Multivariate Extremes
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