Multivariate geometric expectiles
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Publication:4583625
DOI10.1080/03461238.2018.1426038zbMath1398.62302arXiv1704.01503OpenAlexW2606937651MaRDI QIDQ4583625
Marius Hofert, Mélina Mailhot, Klaus Herrmann
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.01503
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Uses Software
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