Latent model extreme value index estimation.
Joni VirtaNiko LietzénLauri ViitasaariPauliina IlmonenPublished in: J. Multivar. Anal. (2024)
Keyphrases
- parameter estimation
- high level
- mathematical model
- probabilistic model
- computational model
- neural network
- high dimensional
- latent variable models
- statistical model
- experimental data
- garch model
- extreme values
- maximum likelihood estimation
- prediction model
- management system
- probability distribution
- genetic algorithm