Performance measurement with expectiles (Q2145704)

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Performance measurement with expectiles
scientific article

    Statements

    title
    Performance measurement with expectiles (English)
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    author
    Damiano Rossello
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    publication date
    17 June 2022
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    zbMATH Keywords
    acceptability indices
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    expectile-based coherent risk measures
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    elicitability
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    conditional performance measure
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    cites work
    Expectile asymptotics
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    Identifiers

    zbMATH DE Number
    7544267
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    OpenAlex ID
    W4280572404
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