works on
covariate-dependent estimation 1extreme value analysis 1high-dimensional screening 1kernel methods 1sure independence screening 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

stat.ME2026

Sure independence screening for covariate-dependent extreme value index estimation

Takuma Yoshida, Yuta Umezu

The paper introduces a sure independence screening technique for estimating a covariate‑dependent extreme value index in high‑dimensional settings, using a kernel‑based conditional…