Bayesian CV@R/super-quantile regression (Q5036539)
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scientific article; zbMATH DE number 7479944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian CV@R/super-quantile regression |
scientific article; zbMATH DE number 7479944 |
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Bayesian CV@R/super-quantile regression (English)
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23 February 2022
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CV@R
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super-quantile regression
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risk measures
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Bayesian analysis
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particle filtering
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