2 citations · 2 across the 7 of their papers we have counts for
8 papers
Extreme-PLS with missing data under weak dependence
Stéphane Girard, Cambyse Pakzad
This paper develops a theoretical framework for Extreme Partial Least Squares (EPLS) dimension reduction in the presence of missing data and weak temporal dependence. Building upon…
Functional Extreme-PLS
Stéphane Girard, Cambyse Pakzad
We propose an extreme dimension reduction method extending the Extreme-PLS approach to the discretized functional framework, where the covariate lies in the infinite-dimensional Hi…
The empirical copula process in high dimensions: Stute's representation and applications
Axel Bücher, Cambyse Pakzad
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in…
Estimation of extreme -multivariate expectiles with functional covariates
Elena Di Bernardino, Thomas Laloë, Cambyse Pakzad
The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible…
Testing for independence in high dimensions based on empirical copulas
Axel Bücher, Cambyse Pakzad
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the re…
Extremes of Chi triangular array from the Gaussian -Ensemble at high temperature
Cambyse Pakzad
We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian -Ensemble and prove its convergence to Poisson point pr…
Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature
Cambyse Pakzad
We consider the Gaussian beta-ensemble when scales with the number of particles such that . Under a certain regime for , we show that…
Poisson statistics at the edge of Gaussian beta-ensembles at high temperature
Cambyse Pakzad
We study the asymptotic edge statistics of the Gaussian -ensemble, a collection of particles, as the inverse temperature tends to zero as tends to infinity. In a cer…