P
Phyllis Wan
Researcher at Erasmus University Rotterdam
Publications - 20
Citations - 284
Phyllis Wan is an academic researcher from Erasmus University Rotterdam. The author has contributed to research in topics: Preferential attachment & Covariance. The author has an hindex of 8, co-authored 20 publications receiving 201 citations. Previous affiliations of Phyllis Wan include Columbia University.
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Journal ArticleDOI
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Gennady Samorodnitsky,Sidney I. Resnick,Don Towsley,Richard A. Davis,Amy D. Willis,Phyllis Wan +5 more
TL;DR: It is proved that the joint distribution of in-degree and out-degree has jointly regularly varying tails.
Posted Content
Applications of Distance Correlation to Time Series
TL;DR: In this paper, Szekely and Rizzo apply the ADCF to the residuals of an autoregressive process as a test of goodness of fit, and establish the relevant asymptotic theory for the sample auto- and cross-distance correlation functions.
Journal ArticleDOI
Fitting the linear preferential attachment model
TL;DR: This paper considers methods for fitting a 5-parameter linear preferential model to network data under two data scenarios and derives the maximum likelihood estimator of the parameters and shows that it is strongly consistent and asymptotically normal.
Journal ArticleDOI
Applications of distance correlation to time series
TL;DR: In this paper, Szekely et al. apply the ADCF to the residuals of an autoregressive process as a test of goodness of fit, and establish the relevant asymptotic theory for the sample auto- and cross-distance correlation functions.
Journal ArticleDOI
$k$-means clustering of extremes
Anja Janßen,Phyllis Wan +1 more
TL;DR: This paper explores how the spherical-means algorithm can be applied in the analysis of only the extremal observations from a data set and shows how it can be adopted to find "prototypes" of extremal dependence by making use of multivariate extreme value analysis.