Extreme partial least-squares
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DOI: 10.1016/j.jmva.2022.105101
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Cited by:
- Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023. "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 142-162.
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Keywords
Extreme-value analysis; Dimension reduction; Non-linear inverse regression; Partial least squares;All these keywords.
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