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· 1991

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stat.ME 1

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2024 1

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Piecewise-linear modeling of multivariate geometric extremes

stat.ME · 2024-12-06 · conditional · novelty 6.0

A piecewise-linear gauge function with explicit volume computation enables fast semi-parametric inference for multivariate geometric extremes, plus KDE-based radial quantile estimation.

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  • Piecewise-linear modeling of multivariate geometric extremes stat.ME · 2024-12-06 · conditional · none · ref 6

    A piecewise-linear gauge function with explicit volume computation enables fast semi-parametric inference for multivariate geometric extremes, plus KDE-based radial quantile estimation.