Latent model extreme value index estimation-Reference-Cited by-同舟云学术

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Latent model extreme value index estimation

Published:2024-07 Issue: Volume:202 Page:105300
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Virta Joni^ORCID,Lietzén Niko,Viitasaari Lauri,Ilmonen Pauliina

Funder

Emil Aaltosen Säätiö

Suomen Akatemia

Publisher

Elsevier BV

Reference58 articles.

1. A blind source separation technique using second-order statistics;Belouchrani;IEEE Trans. Signal Process.,1997

2. Basic properties of strong mixing conditions. A survey and some open questions;Bradley;Probab. Surv.,2005

3. Estimation of extreme risk regions under multivariate regular variation;Cai;Ann. Statist.,2011

4. Spatial and temporal independent component analysis of functional MRI data containing a pair of task-related waveforms;Calhoun;Hum. Brain Mapp.,2001

5. Source separation using higher order moments;Cardoso,1989

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