CVaR (superquantile) norm: stochastic case (Q320902): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C25 / rank | |||
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| Property / zbMATH DE Number: 6635764 / rank | |||
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CVaR norm | |||
| Property / zbMATH Keywords: CVaR norm / rank | |||
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\(L^p\) norm | |||
| Property / zbMATH Keywords: \(L^p\) norm / rank | |||
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superquantile | |||
| Property / zbMATH Keywords: superquantile / rank | |||
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risk quadrangle | |||
| Property / zbMATH Keywords: risk quadrangle / rank | |||
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linear regression | |||
| Property / zbMATH Keywords: linear regression / rank | |||
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Revision as of 01:56, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR (superquantile) norm: stochastic case |
scientific article |
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CVaR (superquantile) norm: stochastic case (English)
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7 October 2016
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CVaR norm
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\(L^p\) norm
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superquantile
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risk quadrangle
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linear regression
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