Shrinkage for extreme partial least-squares

DOI10.1007/s11222-024-10490-wMaRDI QIDQ6643211

Julyan Arbel, Stéphane Girard, Hadrien Lorenzo

Publication date: 26 November 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

partial least squaresdimension reductionshrinkageextreme-value analysisnonlinear inverse regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) 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)

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