Estimation and asymptotics for buffered probability of exceedance.

Alexander Mafusalov Alexander Shapiro Stan Uryasev

Published in: Eur. J. Oper. Res. (2018)

Keyphrases

large deviations
sufficient conditions
data structure
probability distribution
estimation algorithm
genetic algorithm
image segmentation
artificial neural networks
probabilistic model
maximum likelihood estimation
robust estimation
accurate estimation
estimation process