Outlier-robust truncated maximum likelihood parameter estimators of generalized Pareto distributions.
Peng-Lang ShuiPeng-Jia ZouTian FengPublished in: Digit. Signal Process. (2022)
Keyphrases
- maximum likelihood
- multi objective
- gaussian distribution
- maximum likelihood estimates
- exponential family
- multi objective optimization
- maximum likelihood estimator
- log likelihood
- parameter values
- confidence intervals
- maximum likelihood estimation
- parameter tuning
- random variables
- data mining
- parameter estimation
- robust estimation
- computationally efficient
- mixture model
- em algorithm
- genetic algorithm