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Regression-type analysis for multivariate extreme values

This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where the response and covariates are modeled as multivariate extreme values, and thus contrarily to standard regression methods it takes...

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Detalles Bibliográficos
Autores principales: de Carvalho, Miguel, Kumukova, Alina, dos Reis, Gonçalo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9589765/
https://www.ncbi.nlm.nih.gov/pubmed/36312517
http://dx.doi.org/10.1007/s10687-022-00446-6

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