Performance measurement with expectiles (Q2145704)
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scientific article; zbMATH DE number 7544267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Performance measurement with expectiles |
scientific article; zbMATH DE number 7544267 |
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Performance measurement with expectiles (English)
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17 June 2022
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acceptability indices
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expectile-based coherent risk measures
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elicitability
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conditional performance measure
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0.8295667
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