Semi-parametric estimation of multivariate extreme expectiles.

Nicholas Beck Elena Di Bernardino Mélina Mailhot

Published in: J. Multivar. Anal. (2021)

Keyphrases

semi parametric
regression model
density estimation
least squares
statistical inference
model selection
constrained optimization
parametric models
regression problems
prior knowledge
linear model
evolutionary algorithm
motion estimation
detection algorithm
data sets
linear regression
data analysis