Pages that link to "Item:Q3168990"
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The following pages link to Risk Tuning with Generalized Linear Regression (Q3168990):
Displaying 21 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- On the optimization properties of the correntropic loss function in data analysis (Q2448161) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
- COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Bayesian CV@R/super-quantile regression (Q5036539) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES (Q5305599) (← links)
- On data-driven chance constraint learning for mixed-integer optimization problems (Q6072771) (← links)