Extreme value theory for anomaly detection – the GPD classifier.
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- Extremes, 2020, v. 23, n. 4, p. 501, doi. 10.1007/s10687-020-00393-0
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2020 AND VI 23 AND IP 4
Results: 7
1
2
Ordinal patterns in clusters of subsequent extremes of regularly varying time series.
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- Extremes, 2020, v. 23, n. 4, p. 521, doi. 10.1007/s10687-020-00391-2
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- Publication type:
- Article
3
Extreme values of linear processes with heavy-tailed innovations and missing observations.
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- Extremes, 2020, v. 23, n. 4, p. 547, doi. 10.1007/s10687-020-00390-3
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- Publication type:
- Article
4
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion.
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- Extremes, 2020, v. 23, n. 4, p. 569, doi. 10.1007/s10687-020-00387-y
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- Publication type:
- Article
5
Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution.
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- Extremes, 2020, v. 23, n. 4, p. 603, doi. 10.1007/s10687-020-00386-z
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- Publication type:
- Article
6
Threshold selection and trimming in extremes.
- Published in:
- Extremes, 2020, v. 23, n. 4, p. 629, doi. 10.1007/s10687-020-00385-0
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- Publication type:
- Article
7
A formula for hidden regular variation behavior for symmetric stable distributions.
- Published in:
- Extremes, 2020, v. 23, n. 4, p. 667, doi. 10.1007/s10687-020-00381-4
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- Publication type:
- Article