As exposure to successive episodes of high ground-level ozone concentrations can result in larger changes in respiratory function than occasional exposure buffered by lengthy recovery periods, the analysis of extreme values in a series of ozone concentrations requires careful consideration of not only the levels of the extremes, but of any dependence appearing in the extremes of the series. Increased dependence represents increased health risks and it is thus important to detect any changes in the temporal dependence of extreme values. In this paper, we establish the first test for a changepoint in the extremal dependence of a stationary time series. The test is flexible, easy to use, and can be extended along several lines. The asymptotic distributions of our estimators and our test are established. A large simulation study verifies the good finite sample properties. The test allows us to show that there has been a significant increase in the serial dependence of the extreme levels of ground-level ozone concentrations in Bloomsbury (UK) in recent years. * The first author acknowledges the support of the Natural Sciences and Engineering Research Council of Canada RGPIN-2016-04114 and the Fondation HEC. The authors wish to thank the Associate Editor and two anonymous referees for helpful comments that improved the paper. The authors thank Carlo Gaetan for providing code.
In this work we are interested in identifying clusters of “positional equivalent” actors, i.e. actors who play a similar role in a system. In particular, we analyze weighted bipartite networks that describes the relationships between actors on one side and features or traits on the other, together with the intensity level to which actors show their features. We develop a methodological approach that takes into account the underlying multivariate dependence among groups of actors. The idea is that positions in a network could be defined on the basis of the similar intensity levels that the actors exhibit in expressing some features, instead of just considering relationships that actors hold with each others. Moreover, we propose a new clustering procedure that exploits the potentiality of copula functions, a mathematical instrument for the modelization of the stochastic dependence structure. Our clustering algorithm can be applied both to binary and real-valued matrices. We validate it with simulations and applications to real-world data.
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