The least squares estimator of random variables under sublinear expectations (Q2408605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The least squares estimator of random variables under sublinear expectations |
scientific article |
Statements
The least squares estimator of random variables under sublinear expectations (English)
0 references
12 October 2017
0 references
least squares estimator
0 references
conditional expectation
0 references
sublinear expectation
0 references
coherent risk measure
0 references
\(g\)-expectation
0 references
