Estimation of extreme quantiles from heavy-tailed distributions with neural networks.
Michaël AlloucheStéphane GirardEmmanuel GobetPublished in: Stat. Comput. (2024)
Keyphrases
- heavy tailed distributions
- neural network
- pattern recognition
- parameter estimation
- genetic algorithm
- fuzzy logic
- neural network model
- order statistics
- expert systems
- sliding window
- estimation algorithm
- robust estimation
- estimation accuracy
- artificial neural networks
- feed forward
- fuzzy systems
- binary classification
- activation function
- extreme values
- artificial intelligence