Pages that link to "Item:Q2256182"
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The following pages link to Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182):
Displaying 12 items.
- Averaged extreme regression quantile (Q262533) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Risk averse submodular utility maximization (Q1785423) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
