Shape constrained risk-neutral density estimation by support vector regression.
Pengbo FengChuangyin DangPublished in: Inf. Sci. (2016)
Keyphrases
- density estimation
- support vector regression
- risk neutral
- density function
- risk averse
- mixture model
- support vector
- regression model
- gaussian mixture model
- probability density function
- outlier detection
- risk aversion
- support vector machine svm
- kernel function
- pairwise
- risk sensitive
- language model
- neural network
- utility function
- knowledge discovery
- high dimensional
- computer vision
- machine learning