An expectile computation cookbook (Q6547781)
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scientific article; zbMATH DE number 7857752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An expectile computation cookbook |
scientific article; zbMATH DE number 7857752 |
Statements
An expectile computation cookbook (English)
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31 May 2024
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control variates
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exact computation
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expectiles
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Monte Carlo sampling
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Newton-Raphson method
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quadratic convergence
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0.7953062653541565
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0.7920636534690857
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0.7908698916435242
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0.7773817181587219
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0.77048259973526
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