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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...
Autores principales: | de Carvalho, Miguel, Kumukova, Alina, dos Reis, Gonçalo |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2022
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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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