Pages that link to "Item:Q2256182"

The following pages link to Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182):

Displayed 15 items.

• Averaged extreme regression quantile (Q262533) ‎ (← links)
• Bregman superquantiles. Estimation methods and applications (Q325014) ‎ (← links)
• Random variables, monotone relations, and convex analysis (Q484142) ‎ (← links)
• Superquantile/CVaR risk measures: second-order theory (Q1640039) ‎ (← links)
• Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) ‎ (← links)
• Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) ‎ (← links)
• Risk averse submodular utility maximization (Q1785423) ‎ (← links)
• Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) ‎ (← links)
• Minimizing buffered probability of exceedance by progressive hedging (Q2189449) ‎ (← links)
• Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) ‎ (← links)
• COHERENCE AND ELICITABILITY (Q2831006) ‎ (← links)
• Bayesian CV@R/super-quantile regression (Q5036539) ‎ (← links)
• Risk-Adapted Optimal Experimental Design (Q5097842) ‎ (← links)
• Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) ‎ (← links)
• Diversification quotients based on VaR and ES (Q6152692) ‎ (← links)