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A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution.

Jeong-Soo Park
Published in: Math. Comput. Simul. (2005)
Keyphrases
  • extreme values
  • case study
  • selection criteria
  • information systems
  • supply chain
  • model selection
  • random variables
  • cross validation
  • data distribution
  • gaussian process
  • selection strategy
  • dirichlet distribution