145 citations · 168 across the 13 of their papers we have counts for
Showing 2026 · stat.MEShow all
2 papers · 2 filters
stat.ME2026
Generalized Linear Models for Extremes: Estimation and Inference in High Dimensions
Liujun Chen, Chen Zhou
We propose a regression model for the extreme tail of a response variable, in which covariates rescale the tail without changing its shape. A single covariate-dependent function th…
stat.ME2026
Anchored Geodesic Analysis for Multivariate Extremes
Alberto Quaini, Chen Zhou
Extremal dependence is naturally described by the angular law of large multivariate observations. We introduce anchored geodesic component analysis (AGCA), a dimension-reduction me…