Fundamentals of the linearization method for quantile analysis with small random parameters
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Cites work
- scientific article; zbMATH DE number 1724451 (Why is no real title available?)
- scientific article; zbMATH DE number 1016946 (Why is no real title available?)
- Bilinear loss function: quantile minimization of its normal distribution
- Comparison of the quantile and guaranteeing approaches to system analysis
- Minimax optimization of investment portfolio by quantile criterion
Cited in
(6)- A class of distributions with the linear mean residual quantile function and it's generalizations
- Specification analysis of linear quantile models
- On approximate computation of the quantile criterion
- On approximate solution of the problem of formation of the fixed-income portfolio of securities
- Comparison of the quantile and guaranteeing approaches to system analysis
- Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
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