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...

中文翻译：

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偏尾相关系数应用于极值网络学习

我们提出了一种新颖的极值相关性度量，称为偏尾相关系数（PTCC），类似于经典多元分析中的偏相关系数。缺点...