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
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.orl.2017.03.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2602472611 / rank | |||
Normal rank | |||
Revision as of 20:18, 19 March 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
