Extreme partial least-squares
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Publication:2111063
DOI10.1016/J.JMVA.2022.105101OpenAlexW4281732426MaRDI QIDQ2111063FDOQ2111063
Stéphane Girard, Geoffroy Enjolras, Meryem Bousebata
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
Recommendations
- Tail dimension reduction for extreme quantile estimation
- Partial quantile regression
- Partial inverse regression
- Partial least squares for simultaneous reduction of response and predictor vectors in regression
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
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)
- SEPaLS
- Tail inverse regression: dimension reduction for prediction of extremes
- Extremile Regression
- Shrinkage for extreme partial least-squares
- Extremiles: A New Perspective on Asymmetric Least Squares
- Extreme regression
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
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