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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


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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Document Date: 2012-06-07 13:20:14

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File Size: 1,32 MB

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