Phyllis Wan
Phyllis Wan
Verified email at ese.eur.nl - Homepage
Title
Cited by
Cited by
Year
Applications of distance correlation to time series
RA Davis, M Matsui, T Mikosch, P Wan
Bernoulli 24 (4A), 3087-3116, 2018
412018
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
G Samorodnitsky, S Resnick, D Towsley, R Davis, A Willis, P Wan
Journal of Applied Probability 53 (1), 146-161, 2016
392016
Fitting the linear preferential attachment model
P Wan, T Wang, RA Davis, SI Resnick
Electronic Journal of Statistics 11 (2), 3738-3780, 2017
212017
Are extreme value estimation methods useful for network data?
P Wan, T Wang, RA Davis, SI Resnick
Extremes 23 (1), 171-195, 2020
132020
Threshold selection for multivariate heavy-tailed data
P Wan, RA Davis
Extremes 22 (1), 131-166, 2019
122019
-means clustering of extremes
A Janßen, P Wan
Electronic Journal of Statistics 14 (1), 1211-1233, 2020
52020
Forecasting the urban skyline with extreme value theory
J Auerbach, P Wan
International Journal of Forecasting 36 (3), 814-828, 2020
42020
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
JJ Cai, P Wan, G Ozel
Extremes 24 (2), 199-214, 2021
12021
Supplement to “Applications of distance correlation to time series.”
RA Davis, M Matsui, T Mikosch, P Wan
DOI, 2017
12017
Goodness-of-fit testing for time series models via distance covariance
P Wan, RA Davis
Journal of Econometrics, 2020
2020
Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks
P Wan
Columbia University, 2018
2018
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Articles 1–11