Butsch, Lucas
- Estimation of the number of principal components in high-dimensional multivariate extremes
2025/05/28 by Lucas Butsch, Butsch, Lucas, Vicky Fasen +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Mathematics · #60G70 #62G20 #62G32 #62H25 #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME) #Statistical Methods and Inference