Principal component analysis for multivariate extremes (Q2044326): Difference between revisions

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Revision as of 05:40, 5 March 2024

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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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