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Actuarial science / Statistical dependence / Multivariate statistics / Expectation–maximization algorithm / Copula / Generalized extreme value distribution / Normal distribution / Linear regression / Causality / Statistics / Econometrics / Estimation theory
Date: 2012-06-07 13:20:14
Actuarial science
Statistical dependence
Multivariate statistics
Expectation–maximization algorithm
Copula
Generalized extreme value distribution
Normal distribution
Linear regression
Causality
Statistics
Econometrics
Estimation theory

Sparse-GEV: Sparse Latent Space Model for Multivariate Extreme Value Time Series Modeling Yan Liu, Mohammad Taha Bahadori {yanliu.cs, }@usc.edu Computer Science Department, University of Southern Californ

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