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Partial Tail Correlation for Extremes
Jeongjin Lee
, Daniel Cooley
Research output
:
Working paper
›
Preprint
32
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Dive into the research topics of 'Partial Tail Correlation for Extremes'. Together they form a unique fingerprint.
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Mathematics
Correlation
100%
Zeros
50%
Inner Product
33%
Inner Product Space
33%
Projection Theorem
33%
Variables
16%
Random Variable
16%
Conditionals
16%
Prediction Error
16%
Simulation Study
16%
Extremal
16%
Linear Prediction
16%
Hypothesis Test
16%
Linear Combination
16%
Gaussian
16%
Matrix (Mathematics)
16%