Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part I

DOI10.1007/0-387-28654-3_9MaRDI QIDQ3592850zbMATH OpenOpenAlexFDO

Authors Stan Uryasev, A. Alexandre Trindade

Publication date 24 September 2007

Published in Robust Optimization-Directed Design (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-28654-3_9

zbMATH Keywords

B-basisconditional value-at-riskinformation integrationquantile regressiontolerance limit

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Reliability and life testing (62N05) Monte Carlo methods (65C05) Reliability, availability, maintenance, inspection in operations research (90B25)

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• Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part II
• Advanced statistical tools for modelling of composition and processing parameters for alloy development

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