Stochastic approximation algorithms for superquantiles estimation (Q2042800)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation algorithms for superquantiles estimation |
scientific article |
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
