145 citations · 168 across the 13 of their papers we have counts for
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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…
math.ST2026
Trends in tail dependence of heteroscedastic extremes
John H. J. Einmahl, Chen Zhou
We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also hete…