Multivariate Shortfall and Divergence Risk Statistics.
Haiyan SongXianfu ZengYanhong ChenYijun HuPublished in: Entropy (2019)
Keyphrases
- social networks
- confidence intervals
- dependence structure
- high risk
- risk factors
- risk management
- information systems
- decision making
- minimum risk
- machine learning
- jensen shannon divergence
- point processes
- natural disasters
- multivariate data
- risk assessment
- statistical methods
- monte carlo
- test set
- mutual information
- multiscale
- artificial intelligence
- information retrieval