François PORTIER


François PORTIER
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Tail inverse regression: Dimension reduction for prediction of extremes

We consider the problem of supervised dimension reduction with a particular focus on extreme values of the target Y ∈ R to be explained by a covariate vector X ∈ Rp. The general purpose is to defi ...

Aghbalou Anass, Portier François, Sabourin Anne, Zhou Chen

Bernoulli, Volume 30, Issue 1, Pages 503 - 533, 2024