{"title":"Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning","authors":"Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser","doi":"10.1080/00401706.2024.2304334","DOIUrl":null,"url":null,"abstract":"We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":"263 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Technometrics","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/00401706.2024.2304334","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...
期刊介绍：
Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.
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