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Search: subject:"Pareto généralisée"
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Pareto généralisée
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conditional density estimation
1
distribution à queue épaisse
1
estimation de densité conditionnelle
1
fat-tailed distribution
1
generalized Pareto
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French
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Bengio, Yoshua
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Carreau, Julie
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Estimation de densité conditionnelle lorsque l'hypothèse de normalité est insatisfaisante
Carreau, Julie
;
Bengio, Yoshua
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2004
nous proposons donc d'utiliser la
Pareto
généralisée
(GPD) pour modéliser les queues de la distribution. La GPD permet d …
Persistent link: https://www.econbiz.de/10005417570
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