An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index.
Goedele DierckxYuri GoegebeurArmelle GuillouPublished in: J. Multivar. Anal. (2013)
Keyphrases
- central limit theorem
- multi objective
- least squares
- power consumption
- maximum likelihood
- multi objective optimization
- sample size
- minimum cost
- multiobjective optimization
- density estimators
- indexing techniques
- indexing method
- maximum a posteriori
- multicriteria optimization
- error estimation
- relative entropy
- neural network
- motion estimation
- probabilistic model
- data structure
- genetic algorithm