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07/27/2023
Graphical lasso for extremes
In this paper we estimate the sparse dependence structure in the tail re...
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06/17/2019
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
In an earthquake event, the combination of a strong mainshock and damagi...
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04/05/2019
k-means clustering of extremes
The k-means clustering algorithm and its variant, the spherical k-means ...
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03/02/2019
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
In many statistical modeling frameworks, goodness-of-fit tests are typic...
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08/04/2018
An Extreme Value Analysis of the Urban Skyline
The world's urban population is expected to grow fifty percent by the ye...
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12/19/2017