Smooth Approximation of the Quantile Function Derivatives

DOI10.14529/MMP220411MaRDI QIDQ5883395zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

probability functionstochastic programmingquantile function and its derivatives

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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• scientific article; zbMATH DE number 1145256

Cites work

• scientific article; zbMATH DE number 3514806 (Why is no real title available?)
• scientific article; zbMATH DE number 1016946 (Why is no real title available?)
• Derivatives of probability functions and some applications
• Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
• Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design

Cited in

(1)

• Optimal smoothing in nonparametric conditional quantile derivative function estimation

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