CVaR (superquantile) norm: stochastic case (Q320902)

From MaRDI portal
Revision as of 23:58, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
CVaR (superquantile) norm: stochastic case
scientific article

    Statements

    title
    CVaR (superquantile) norm: stochastic case (English)
    0 references
    author
    Alexander Mafusalov
    0 references
    Stan Uryasev
    0 references
    publication date
    7 October 2016
    0 references
    zbMATH Keywords
    CVaR norm
    0 references
    \(L^p\) norm
    0 references
    superquantile
    0 references
    risk quadrangle
    0 references
    linear regression
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    60E05
    0 references
    62J05
    0 references
    90C25
    0 references
    zbMATH DE Number
    6635764
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q320902&oldid=25515106"
    Powered by MediaWiki