Bregman superquantiles. Estimation methods and applications (Q325014)

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Bregman superquantiles. Estimation methods and applications
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    title
    Bregman superquantiles. Estimation methods and applications (English)
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    publication date
    17 October 2016
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    Mathematics Subject Classification ID
    62F12
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    62L12
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    62P05
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    62P30
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    zbMATH DE Number
    6639991
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    zbMATH Keywords
    coherent measure of risk
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    superquantile
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    Bregman superquantile
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    empirical estimation
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    asymptotic behavior
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    author
    Fabrice Gamboa
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    Aurélien Garivier
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    Bertrand Iooss
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    OpenAlex ID
    W2392567602
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    arXiv ID
    1405.6677
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    cites work
    Entropic means
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    Q5580053
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    Order Statistics
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    Q3515043
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    Q4881152
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    Q4767350
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    Q4552656
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    Q2724706
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    Q4235027
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    Q2724690
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    Asymptotic Statistics
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