Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points (Q1728220)
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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)
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22 February 2019
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probability of union in $R^n$
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binomial moments
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multivariate quantiles
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$p$-efficient points (multivariate value-at-risk)
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