Principal component analysis for multivariate extremes (Q2044326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principal component analysis for multivariate extremes |
scientific article |
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Principal component analysis for multivariate extremes (English)
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9 August 2021
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dimension reduction
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empirical risk minimization
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multivariate extreme value analysis
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multivariate regular variation
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principal component analysis
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