Bregman superquantiles. Estimation methods and applications (Q325014)
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scientific article; zbMATH DE number 6639991
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| English | Bregman superquantiles. Estimation methods and applications |
scientific article; zbMATH DE number 6639991 |
Statements
Bregman superquantiles. Estimation methods and applications (English)
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17 October 2016
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coherent measure of risk
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superquantile
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Bregman superquantile
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empirical estimation
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asymptotic behavior
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0.7593073844909668
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0.746261477470398
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0.7377374768257141
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0.7363784909248352
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