Fitting heavy-tailed mixture models with CVaR constraints (Q2178951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting heavy-tailed mixture models with CVaR constraints |
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Fitting heavy-tailed mixture models with CVaR constraints (English)
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12 May 2020
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finite mixture
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Conditional Value-at-Risk (CVaR)
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CVaR-norm
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CVaR-distance
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