Smooth Approximation of the Quantile Function Derivatives

DOI10.14529/MMP220411OpenAlexW4388953604MaRDI QIDQ5883395FDOQ5883395

Authors: Roman Olegovich Torishnyĭ 

Publication date: 21 March 2023

Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vyuru667

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• scientific article; zbMATH DE number 1145256

zbMATH Keywords

probability functionstochastic programmingquantile function and its derivatives

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• Derivatives of probability functions and some applications
• Title not available (Why is that?)
• Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
• Title not available (Why is that?)
• Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems

Cited In (1)

• Optimal smoothing in nonparametric conditional quantile derivative function estimation

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