Cover Image

Extreme-PLS with missing data under weak dependence

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Girard, Stéphane, Pakzad, Cambyse
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory 62G32, 62H25, 62D10, 62M10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Functional Extreme-PLS
by: Girard, Stéphane, et al.
Published: (2024)

Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)

Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)

Structured linear factor models for tail dependence
by: Boulin, Alexis, et al.
Published: (2025)

Sparsity of the Main Effect Matrix Factor Model
by: Cen, Zetai, et al.
Published: (2025)

Tensor Time Series Imputation through Tensor Factor Modelling
by: Cen, Zetai, et al.
Published: (2024)

Matrix-valued Factor Model with Time-varying Main Effects
by: Lam, Clifford, et al.
Published: (2024)

ICS for complex data with application to outlier detection for density data
by: Mondon, Camille, et al.
Published: (2025)

Nonparametric classification with missing data
by: Sell, Torben, et al.
Published: (2023)

On Testing Kronecker Product Structure in Tensor Factor Models
by: Cen, Zetai, et al.
Published: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
by: Cen, Zetai
Published: (2025)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

Sequential Outlier Detection in Non-Stationary Time Series
by: Heinrichs, Florian, et al.
Published: (2025)

Residual spectrum: Brain functional connectivity detection beyond coherence
by: Goto, Yuichi, et al.
Published: (2023)

Measuring Extreme Tail Association
by: Das, Bikramjit, et al.
Published: (2026)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)

Deep learning with missing data
by: Ma, Tianyi, et al.
Published: (2025)

Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
by: Heinrichs, Florian
Published: (2025)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)

A Note on Local Linear Regression for Time Series in Banach Spaces
by: Heinrichs, Florian
Published: (2025)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

Reduced-Rank Autoregressive Model for High-Dimensional Multivariate Network Time Series
by: Lyu, Qi, et al.
Published: (2026)

P3LS: Point Process Partial Least Squares
by: Namdari, Jamshid, et al.
Published: (2024)

A nonparametric test for elliptical distribution based on kernel embedding of probabilities
by: Tang, Yin, et al.
Published: (2023)

Functional Autoregression Without Truncation: A Continuous-Regularization Approach
by: Zhao, Yao
Published: (2026)

Inference with Sequential Monte-Carlo Computation of $p$-values: Fast and Valid Approaches
by: Stoepker, Ivo V., et al.
Published: (2024)

Testing for independence in high dimensions based on empirical copulas
by: Bücher, Axel, et al.
Published: (2022)

High-dimensional Sobolev tests on hyperspheres
by: Ebner, Bruno, et al.
Published: (2025)

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
by: Markatou, Marianthi, et al.
Published: (2024)

On Stein's test of uniformity on the hypersphere
by: Axmann, Paul, et al.
Published: (2026)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)

Principal component analysis for max-stable distributions
by: Reinbott, Felix, et al.
Published: (2024)

Testing parametric models for the angular measure for bivariate extremes
by: Lhaut, Stéphane, et al.
Published: (2024)

The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)

Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)