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stat.ME2025
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…
stat.ME2024
Shrinkage for Extreme Partial Least-Squares
Julyan Arbel, Stéphane Girard, Hadrien Lorenzo
This work focuses on dimension-reduction techniques for modelling conditional extreme values. Specifically, we investigate the idea that extreme values of a response variable can b…