A modified functional delta method and its application to the estimation of risk functionals.
Eric BeutnerHenryk ZählePublished in: J. Multivar. Anal. (2010)
Keyphrases
- high precision
- computational cost
- classification method
- decision trees
- estimation accuracy
- clustering method
- parameter estimation
- high accuracy
- mutual information
- computationally efficient
- support vector machine
- optimization algorithm
- probabilistic model
- prior knowledge
- feature extraction
- risk management
- decision making