On automatic bias reduction for extreme expectile estimation.

Stéphane Girard Gilles Stupfler Antoine Usseglio-Carleve

Published in: Stat. Comput. (2022)

Keyphrases

fully automatic
accurate estimation
estimation accuracy
neural network
data driven
density estimation
statistical classification
machine learning
decision trees
expert systems
trade off
evolutionary algorithm
parameter estimation
estimation algorithm
importance sampling
estimation process