Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part I

DOI10.1007/0-387-28654-3_9zbMath1119.62100OpenAlexW4233883575MaRDI QIDQ3592850

A. Alexandre Trindade, Stan Uryasev

Publication date: 24 September 2007

Published in: Robust Optimization-Directed Design (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-28654-3_9

zbMATH Keywords

quantile regressioninformation integrationB-basisconditional value-at-risktolerance limit

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Reliability, availability, maintenance, inspection in operations research (90B25) Reliability and life testing (62N05)

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