dr. (Phyllis) P Wan

All publications (6)

• Article (6)

  • J. Auerbach & P. Wan (2020). Forecasting the Urban Skyline with Extreme Value Theory. International Journal of Forecasting, 36 (3), 814-828. doi: 10.1016/j.ijforecast.2019.09.004
  • P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2020). Are extreme value estimation methods useful for network data? Extremes, 23, 171-195. doi: 10.1007/s10687-019-00359-x
  • R.A. Davis, M. Matsui, T. Mikosch & P. Wan (2018). Applications of distance covariance to time series. Bernoulli, 24 (4A), 3087-3116. doi: 10.3150/17-BEJ955
  • P. Wan & R.A. Davis (2018). Threshold selection for multivariate heavy-tailed data. Extremes, 1-36. doi: 10.1007/s10687-018-0316-x
  • P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2017). Fitting the linear preferential attachment model. Electronic journal of statistics, 11 (2), 3738-3780.
  • G. Samarodnitsky, S.I. Resnick, D. Towsley, R.A. Davis, A. Willis & P. Wan (2016). Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Journal of Applied Probability, 53 (1), 146-161. doi: 10.1017/jpr.2015.15

Teaching (3)

Present position