Transformed Linear Prediction for Extremes

Environmetrics · 2026-10-23 · 期刊论文

ABSTRACT We address the problem of prediction for extreme observations by proposing an extremal linear prediction method. We construct an inner product space of nonnegative random variables derived from transformed‐linear combinations of independent regularly varying random variables. Under a reasonable modeling assumption, the matrix of inner products corresponds to the tail pairwise dependence matrix, which can be…

（中文解读待补写）

🔗 打开原文

Jeongjin Lee, Daniel Cooley

本文摘自《每日前沿研究简报 · 2026-10-25》「数学」。本内容仅用于研究信息整理与科普交流，不构成医疗建议。