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

DOI10.1007/0-387-28654-3_9zbMATH Open1119.62100OpenAlexW4233883575MaRDI QIDQ3592850FDOQ3592850

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

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zbMATH Keywords

quantile regressionconditional value-at-riskinformation integrationB-basistolerance 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)

Cited In (2)

• 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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