Results 101 to 110 of about 148 (142)

Expansions of multivariate Pickands densities and testing the tail dependence

open access: yes
Multivariate extreme value distribution functions (EVDs) with standard reverse exponential margins and the pertaining multivariate generalized Pareto distribution functions (GPDs) can be parametrized in terms of their Pickands dependence function D with ...
Reiss, Rolf-Dieter, Frick, Melanie
core  

Robust dimension reduction based on canonical correlation

open access: yes
The canonical correlation (CANCOR) method for dimension reduction in a regression setting is based on the classical estimates of the first and second moments of the data, and therefore sensitive to outliers.
Zhou, Jianhui
core  

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