papers
Publications (8)
stat.ME2019
$k$-means clustering of extremes
Anja JanÃen, Phyllis Wan
math.ST2019
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
Phyllis Wan, Richard A. Davis
math.ST2016
Applications of Distance Correlation to Time Series
Richard A. Davis, Muneya Matsui, Thomas Mikosch +1
math.PR2014
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Gennady Samorodnitsky, Sidney Resnick, Don Towsley +3
math.ST2018
Threshold Selection for Multivariate Heavy-Tailed Data
Phyllis Wan, Richard A. Davis
stat.ME2017
Fitting the Linear Preferential Attachment Model
Phyllis Wan, Tiandong Wang, Richard A. Davis +1
stat.AP2019
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
Juan-Juan Cai, Phyllis Wan, Gamze Ozel
stat.ME2017
Are Extreme Value Estimation Methods Useful for Network Data?
Phyllis Wan, Tiandong Wang, Richard A. Davis +1