Pages that link to "Item:Q2359672"

The following pages link to Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672):

Displaying 14 items.

• A note on stability for risk-averse stochastic complementarity problems (Q511981) (← links)
• Robustness regions for measures of risk aggregation (Q727667) (← links)
• Statistical robustness of two-stage stochastic variational inequalities (Q2091213) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
• Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
• Scenario-based risk evaluation (Q2238773) (← links)
• On risk-averse stochastic semidefinite programs with continuous recourse (Q2296250) (← links)
• A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
• Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
• Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
• Robustness in the Optimization of Risk Measures (Q5031002) (← links)
• Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)