covariate-dependent estimation 1extreme value analysis 1high-dimensional screening 1kernel methods 1sure independence screening 1
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math.ST2025
Asymptotic theory for extreme value generalized additive models
Takuma Yoshida
The classical approach to analyzing extreme value data is the generalized Pareto distribution (GPD). When the GPD is used to explain a target variable with the large dimension of c…
math.ST2025
Single-index models for extreme value index regression
Takuma Yoshida
Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent develo…