Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182)

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scientific article; zbMATH DE number 6405958
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    Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
    scientific article; zbMATH DE number 6405958

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      Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (English)
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      19 February 2015
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      generalized regression
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      superquantiles
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      conditional value-at-risk
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      uncertainty quantification
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      buffered failure probability
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      stochastic programming
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