An offspring of multivariate extreme value theory: The max-characteristic function.

Michael Falk Gilles Stupfler

Published in: J. Multivar. Anal. (2017)

Keyphrases

extreme value theory
statistical tests
regression model
memetic algorithm
mixed data
genetic algorithm
decision making
data structure
fitness function
information retrieval
mutation operator
multivariate time series
multivariate data
crossover and mutation