Tail inverse regression: dimension reduction for prediction of extremes
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Publication:6137714
DOI10.3150/23-bej1606arXiv2108.01432OpenAlexW4388506941MaRDI QIDQ6137714
François Portier, Anne Sabourin, Anass Aghbalou, Chen Zhou
Publication date: 16 January 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.01432
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