Feature Clustering for Support Identification in Extreme Regions

                         Hamid Jalalzai 1 2 Remi Leluc 1

              Abstract                several recent studies: in anomaly detection (Roberts, 1999;
    Understanding the complex structure of multivari-     Clifton et al., 2011; Goix et al., 2016; Thomas et al., 2017),
    ate extremes is a major challenge in various fields    classification (Vignotto & Engelke, 2018; Jalalzai et al.,
    from portfolio monitoring and env ...