Multidimensional extremal dependence coefficients

Signum Equations and Extremal Coefficients

Modelling across extremal dependence classes

Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent. Most available statistical models suit one or other of these cases, but not both, resulting in a stage in the inference that is unaccounted for, but can substa...

Extremal Dependence: Internet Traffic Applications

For bivariate heavy tailed data, the extremes may carry distinctive dependence information not seen from moderate values. For example, a large value in one component may help cause a large value in the other. This is the idea behind the notion of extremal dependence. We discuss ways to detect and measure extremal dependence. We apply the techniques discussed to internet data and conclude that f...

Extremal functions of forbidden multidimensional matrices

Pattern avoidance is a central topic in graph theory and combinatorics. Pattern avoidance in matrices has applications in computer science and engineering, such as robot motion planning and VLSI circuit design. A d-dimensional zero-one matrix A avoids another d-dimensional zero-one matrix P if no submatrix of A can be transformed to P by changing some ones to zeros. A fundamental problem is to ...

On extremal dependence of block vectors