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2 Pith papers cite this work. Polarity classification is still indexing.

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2019 2

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UNVERDICTED 2

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Principal Component Analysis for Multivariate Extremes

math.ST · 2019-06-26 · unverdicted · novelty 6.0

Applies PCA to re-scaled exceedances under regular variation and proves uniform convergence of empirical reconstruction risk plus consistency of the estimated optimal projection subspace.

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