Principal component analysis for multivariate extremes (Q2044326)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7379665
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Principal component analysis for multivariate extremes |
scientific article; zbMATH DE number 7379665 |
Statements
Principal component analysis for multivariate extremes (English)
0 references
9 August 2021
0 references
dimension reduction
0 references
empirical risk minimization
0 references
multivariate extreme value analysis
0 references
multivariate regular variation
0 references
principal component analysis
0 references
0 references
0.7929589748382568
0 references
0.7777521014213562
0 references
0.755448043346405
0 references
0.751300036907196
0 references
0.7486972212791443
0 references
