Multivariate geometric expectiles (Q4583625)
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scientific article; zbMATH DE number 6930182
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate geometric expectiles |
scientific article; zbMATH DE number 6930182 |
Statements
Multivariate geometric expectiles (English)
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31 August 2018
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expectile
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geometric quantile
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elicitability
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dependence
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minimizing expected loss
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multivariate risk measure
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0.8520888090133667
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0.8489776253700256
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0.7884759306907654
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0.7875282764434814
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0.7812498807907104
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