Stochastic approximation algorithms for superquantiles estimation (Q2042800)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic approximation algorithms for superquantiles estimation |
scientific article; zbMATH DE number 7373479
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic approximation algorithms for superquantiles estimation |
scientific article; zbMATH DE number 7373479 |
Statements
Stochastic approximation algorithms for superquantiles estimation (English)
0 references
21 July 2021
0 references
conditional value-at-risk
0 references
limit theorems
0 references
quantile and superquantile
0 references
stochastic approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.846788763999939
0 references
0.7723121643066406
0 references
0.7518684267997742
0 references
0.746261477470398
0 references
0.7460786700248718
0 references
