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A Hybrid Pareto Model for Conditional Density Estimation of Asymmetric Fat-Tail Data.
Julie Carreau
Yoshua Bengio
Published in:
AISTATS (2007)
Keyphrases
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data sets
training data
input data
prior knowledge
probability distribution
test data
data analysis
probabilistic model
data points
statistical methods
knowledge discovery
detection algorithm
linear regression
statistical inference
likelihood ratio