Extreme partial least-squares
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Publication:2111063
DOI10.1016/j.jmva.2022.105101OpenAlexW4281732426MaRDI QIDQ2111063
Stéphane Girard, Geoffroy Enjolras, Meryem Bousebata
Publication date: 23 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105101
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
Related Items
Tail inverse regression: dimension reduction for prediction of extremes ⋮ Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model ⋮ SEPaLS
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