Stochastic approximation algorithms for superquantiles estimation (Q2042800)
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scientific article
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| English | Stochastic approximation algorithms for superquantiles estimation |
scientific article |
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Stochastic approximation algorithms for superquantiles estimation (English)
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21 July 2021
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conditional value-at-risk
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limit theorems
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quantile and superquantile
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stochastic approximation
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0.846788763999939
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0.7723121643066406
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0.7518684267997742
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0.746261477470398
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0.7460786700248718
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