Stochastic approximation algorithms for superquantiles estimation

Bernard Bercu, Manon Costa, and Sebastien Gadat

Year of publication:	[2020]
Authors:	Bercu, Bernard ; Costa, Manon ; Gadat, Sébastien
Publisher:	[Toulouse] : Toulouse School of Economics
Subject:	Stochastic approximation \| Quantile and Superquantile \| Limit theorems \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Algorithmus \| Algorithm \| Mathematische Optimierung \| Mathematical programming

freely available

Full text |

More access options

publications.ut-capitole.fr

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012286349

A service of the