Pinning the tail on the distribution: A multivariate extension to the generalised Pareto distribution

IEEE International Workshop on Machine Learning for Signal Processing

Volumn , Issue , 2011, Pages

  Clifton, David A ^a   Hugueny, Samuel ^a   Tarassenko, Lionel ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

condition monitoring; extreme value theory; Novelty detection

Indexed keywords

CLINICAL STUDY; EXTREMAL EVENTS; EXTREME VALUE THEORY; HIGH DIMENSIONAL DATA; MULTI-CLASS; MULTI-MODAL; NORMAL MODEL; NOVELTY DETECTION; PARETO DISTRIBUTIONS; PEAKS-OVER-THRESHOLD METHOD; REAL-WORLD DATASETS; UNIVARIATE;

CONDITION MONITORING; LEARNING SYSTEMS; WIND EFFECTS;

SIGNAL DETECTION;

EID: 82455210516     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/MLSP.2011.6064572     Document Type: Conference Paper

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