Stochastic ordering of extreme value distributions.
Ganghuai WangJames H. LambertYacov Y. HaimesPublished in: IEEE Trans. Syst. Man Cybern. Part A (1999)
Keyphrases
- extreme values
- stochastic processes
- weibull distribution
- probability distribution
- partial order
- exponential distributions
- stochastic models
- markov processes
- stochastic optimization
- power law
- monte carlo
- random variables
- stochastic model
- dynamic programming
- training data
- exponential family
- space filling curves
- statistical distributions
- case study
- database