Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4836494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of conditional VaR and expected shortfall / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Making and Evaluating Point Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Transformation Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3094200 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient estimation of the conditional expected shortfall / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimating the conditional expected shortfall / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random variables, monotone relations, and convex analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Tuning with Generalized Linear Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank

Latest revision as of 16:47, 9 July 2024

scientific article
Language Label Description Also known as
English
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
scientific article

    Statements

    Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (English)
    0 references
    0 references
    0 references
    0 references
    19 February 2015
    0 references
    generalized regression
    0 references
    superquantiles
    0 references
    conditional value-at-risk
    0 references
    uncertainty quantification
    0 references
    buffered failure probability
    0 references
    stochastic programming
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references