Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points (Q1728220): Difference between revisions
From MaRDI portal
Latest revision as of 09:31, 18 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points |
scientific article |
Statements
Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points (English)
0 references
22 February 2019
0 references
probability of union in $R^n$
0 references
binomial moments
0 references
multivariate quantiles
0 references
$p$-efficient points (multivariate value-at-risk)
0 references
