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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| English | Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk |
scientific article; zbMATH DE number 6405958 |
Statements
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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0.7912096381187439
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0.7764418721199036
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0.7545264363288879
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0.7291063070297241
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0.7285323739051819
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