Computing the probability of union in the image-dimensional Euclidean space for application of the multivariate quantile : image-level efficient points
Year of publication: |
May 2017
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Authors: | Lee, Jinwook |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 3, p. 242-247
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Subject: | Probability of union in Rn | Binomial moments | Multivariate quantiles | p-efficient points (Multivariate Value-at-Risk) | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Analyse | Multivariate analysis | Risikomaß | Risk measure | Gewerkschaft | Trade union | Statistische Verteilung | Statistical distribution |
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