Shao, Xuanjie
- Modern extreme value statistics for Utopian extremes
2023/11/18 by J. Ian Richards, Richards, Jordan, Noura Alotaibi +11 · 1 citation
Environmental Science · Economics, Econometrics and Finance · #Climate variability and models #Financial Risk and Volatility Modeling #Market Dynamics and Volatility
- Flexible Modeling of Nonstationary Extremal Dependence using Spatially-Fused LASSO and Ridge Penalties
2022/10/11 by Xuanjie Shao, Shao, Xuanjie, Arnab Hazra +5 · 1 citation
Environmental Science · Mathematics · #Climate variability and models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference #Statistical and numerical algorithms