Extreme partial least-squares

DOI10.1016/J.JMVA.2022.105101MaRDI QIDQ2111063zbMATH OpenOpenAlexFDO

Authors Meryem Bousebata, Geoffroy Enjolras, Stéphane Girard

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

zbMATH Keywords

dimension reductionpartial least squaresextreme-value analysisnon-linear inverse regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12)

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Cited in

(7)

• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
• Tail inverse regression: dimension reduction for prediction of extremes
• Extremile Regression
• Extremiles: A New Perspective on Asymmetric Least Squares
• Shrinkage for extreme partial least-squares
• SEPaLS
• Extreme regression

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