CVaR (superquantile) norm: stochastic case (Q320902)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6635764
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CVaR (superquantile) norm: stochastic case |
scientific article; zbMATH DE number 6635764 |
Statements
CVaR (superquantile) norm: stochastic case (English)
0 references
7 October 2016
0 references
CVaR norm
0 references
\(L^p\) norm
0 references
superquantile
0 references
risk quadrangle
0 references
linear regression
0 references
0 references
0 references
0 references
0.8481944799423218
0 references
0.7545264363288879
0 references
0.7541959285736084
0 references
0.753835916519165
0 references
0.7468062043190002
0 references
