An Enhanced Method for Tail Index Estimation under Missingness.
Francis Ayiah-MensahRichard MinkahLouis AsieduFelix O. MettlePublished in: J. Appl. Math. (2021)
Keyphrases
- detection method
- indexing method
- computational cost
- high accuracy
- classification method
- segmentation method
- machine learning
- similarity measure
- objective function
- database
- experimental evaluation
- high precision
- estimation process
- maximum likelihood estimation
- monte carlo simulation
- missing values
- missing data
- synthetic data
- parameter estimation
- edge detection
- classification accuracy
- probabilistic model
- cost function
- evolutionary algorithm
- computational complexity