{"id":"https://openalex.org/W2960238255","doi":"https://doi.org/10.1007/s00180-019-00913-y","title":"A multivariate extreme value theory approach to anomaly clustering and visualization","display_name":"A multivariate extreme value theory approach to anomaly clustering and visualization","publication_year":2019,"publication_date":"2019-07-20","ids":{"openalex":"https://openalex.org/W2960238255","doi":"https://doi.org/10.1007/s00180-019-00913-y","mag":"2960238255"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-019-00913-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-019-00913-y","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1907.07523","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021987634","display_name":"Ma\u00ebl Chiapino","orcid":null},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Ma\u00ebl Chiapino","raw_affiliation_strings":["LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]","institution_ids":["https://openalex.org/I4210165912","https://openalex.org/I12356871"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088738795","display_name":"St\u00e9phan Cl\u00e9men\u00e7on","orcid":"https://orcid.org/0000-0002-5879-9500"},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Stephan Cl\u00e9men\u00e7on","raw_affiliation_strings":["LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]","institution_ids":["https://openalex.org/I4210165912","https://openalex.org/I12356871"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070446252","display_name":"Vincent Feuillard","orcid":null},"institutions":[{"id":"https://openalex.org/I112991645","display_name":"Airbus (France)","ror":"https://ror.org/023qdcg29","country_code":"FR","type":"company","lineage":["https://openalex.org/I112991645","https://openalex.org/I4210121748"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Vincent Feuillard","raw_affiliation_strings":["Airbus Central R&T, AI Research, Toulouse, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Airbus Central R&T, AI Research, Toulouse, France","institution_ids":["https://openalex.org/I112991645"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025555493","display_name":"Anne Sabourin","orcid":"https://orcid.org/0000-0002-5096-9157"},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Anne Sabourin","raw_affiliation_strings":["LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]"],"raw_orcid":"https://orcid.org/0000-0002-5096-9157","affiliations":[{"raw_affiliation_string":"LTCI, T\u00e9l\u00e9com Paris, Institut polytechnique de Paris, Palaiseau, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"[LTCI T\u00e9l\u00e9com Paris, Institut Polytechnique de Paris, Palaiseau, France]","institution_ids":["https://openalex.org/I4210165912","https://openalex.org/I12356871"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5021987634"],"corresponding_institution_ids":["https://openalex.org/I12356871","https://openalex.org/I4210165912"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.12400556,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"35","issue":"2","first_page":"607","last_page":"628"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.2667999863624573,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.2667999863624573,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.18440000712871552,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.14300000667572021,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.6644235849380493},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.6289857625961304},{"id":"https://openalex.org/keywords/anomaly-detection","display_name":"Anomaly detection","score":0.5459200739860535},{"id":"https://openalex.org/keywords/anomaly","display_name":"Anomaly (physics)","score":0.5351916551589966},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4409506916999817},{"id":"https://openalex.org/keywords/latent-variable","display_name":"Latent variable","score":0.43688246607780457},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.43477392196655273},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4235832989215851},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4191802740097046},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.4148780107498169},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.3339165151119232},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.32324427366256714},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.21374666690826416},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.12929844856262207}],"concepts":[{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.6644235849380493},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.6289857625961304},{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.5459200739860535},{"id":"https://openalex.org/C12997251","wikidata":"https://www.wikidata.org/wiki/Q567560","display_name":"Anomaly (physics)","level":2,"score":0.5351916551589966},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4409506916999817},{"id":"https://openalex.org/C51167844","wikidata":"https://www.wikidata.org/wiki/Q4422623","display_name":"Latent variable","level":2,"score":0.43688246607780457},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.43477392196655273},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4235832989215851},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4191802740097046},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.4148780107498169},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.3339165151119232},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.32324427366256714},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.21374666690826416},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.12929844856262207},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C26873012","wikidata":"https://www.wikidata.org/wiki/Q214781","display_name":"Condensed matter physics","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1007/s00180-019-00913-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-019-00913-y","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1907.07523","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1907.07523","pdf_url":"https://arxiv.org/pdf/1907.07523","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-02185060v1","is_oa":false,"landing_page_url":"https://telecom-paris.hal.science/hal-02185060","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Computational Statistics, 2020, 35 (2), pp.607-628. ⟨10.1007/s00180-019-00913-y⟩","raw_type":"Journal articles"},{"id":"pmh:oai:HAL:hal-02461861v1","is_oa":true,"landing_page_url":"https://telecom-paris.hal.science/hal-02461861","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ISSN: 0943-4062","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00913-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00180-019-00913-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"doi:10.48550/arxiv.1907.07523","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1907.07523","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1907.07523","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1907.07523","pdf_url":"https://arxiv.org/pdf/1907.07523","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W143174683","https://openalex.org/W568124517","https://openalex.org/W602946569","https://openalex.org/W1500657154","https://openalex.org/W1517113043","https://openalex.org/W1598342322","https://openalex.org/W1980620433","https://openalex.org/W1981385099","https://openalex.org/W1993474918","https://openalex.org/W2014706281","https://openalex.org/W2037006530","https://openalex.org/W2048984768","https://openalex.org/W2049633694","https://openalex.org/W2064474895","https://openalex.org/W2070047497","https://openalex.org/W2081458210","https://openalex.org/W2097156736","https://openalex.org/W2101234009","https://openalex.org/W2106706098","https://openalex.org/W2132022337","https://openalex.org/W2132870739","https://openalex.org/W2145921728","https://openalex.org/W2146452962","https://openalex.org/W2157321274","https://openalex.org/W2158170260","https://openalex.org/W2167482691","https://openalex.org/W2167717760","https://openalex.org/W2296719434","https://openalex.org/W2313882220","https://openalex.org/W2553595002","https://openalex.org/W2733686663","https://openalex.org/W2804253022","https://openalex.org/W2892104970","https://openalex.org/W2896632499","https://openalex.org/W2952558372","https://openalex.org/W2963288165","https://openalex.org/W2963512140","https://openalex.org/W3120740533","https://openalex.org/W3141038072","https://openalex.org/W4229774059","https://openalex.org/W6601146043","https://openalex.org/W6813359303"],"related_works":["https://openalex.org/W3005936585","https://openalex.org/W312286408","https://openalex.org/W3197052932","https://openalex.org/W11915571","https://openalex.org/W175139691","https://openalex.org/W2057498356","https://openalex.org/W2491215210","https://openalex.org/W2187584467","https://openalex.org/W108299917","https://openalex.org/W2064446071","https://openalex.org/W2265321982","https://openalex.org/W2527313716","https://openalex.org/W2406338521","https://openalex.org/W2405301186","https://openalex.org/W2016349165","https://openalex.org/W2120557245","https://openalex.org/W2274565171","https://openalex.org/W2102471334","https://openalex.org/W2068079611","https://openalex.org/W2000284583"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-05-07T13:39:58.223016","created_date":"2019-07-23T00:00:00"}