Pages that link to "Item:Q1003339"
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The following pages link to Multivariate risks and depth-trimmed regions (Q1003339):
Displaying 34 items.
- A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Weighted-mean trimming of multivariate data (Q631607) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- A duality theory for set-valued functions. I: Fenchel conjugation theory (Q833019) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Exact computation of bivariate projection depth and the Stahel-Donoho estimator (Q901483) (← links)
- Computing zonoid trimmed regions of dimension \(d>2\) (Q961667) (← links)
- The expected convex hull trimmed regions of a sample (Q964641) (← links)
- Consistency of the \(\alpha \)-trimming of a probability. Applications to central regions (Q1002571) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Exact computation of the halfspace depth (Q1659242) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Generalized and robustified empirical depths for multivariate data (Q1726846) (← links)
- Vector risk functions (Q1762365) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- On general notions of depth for regression (Q2038290) (← links)
- Choosing among notions of multivariate depth statistics (Q2163071) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- Nonparametric Imputation by Data Depth (Q3304851) (← links)
- Fast Computation of Tukey Trimmed Regions and Median in Dimension <i>p</i> > 2 (Q3391277) (← links)
- Scalar representation and conjugation of set-valued functions (Q4981853) (← links)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- Depth and outliers for samples of sets and random sets distributions (Q6075100) (← links)
- Directional multivariate extremes in environmental phenomena (Q6625835) (← links)
