3 papers
math.ST2026
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…
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…
math.ST2025
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…