Tail regime classification on Synthetic Tail DGPs Fréchet and Gumbel-domain n=3000
6Classification AccuracyProposed
Evaluation results
| Method | Links | |
|---|---|---|
| ProposedClassification target=Heavy-tail DGPs (Fréchet, 6 total), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 6 | |
| ProposedClassification target=Aggregate (10 DGPs), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 6 | |
| QR-derivedClassification target=Heavy-tail DGPs (Fréchet, 6 total), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 1 | |
| QR-derivedClassification target=Aggregate (10 DGPs), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 1 | |
| ProposedClassification target=Gumbel-domain DGPs (4 total), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 0 | |
| QR-derivedClassification target=Gumbel-domain DGPs (4 total), n=3000, p=0.10, Majority vote=5-seed, Tolerance=±0.052026.05 | 0 |