Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
R. T. Rockafellar; J. O. Royst; S. I. Miranda
| Year of publication: |
2014
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|---|---|
| Authors: | Rockafellar, Ralph Tyrrell ; Royst, Johannes O. ; Miranda, Sofia I. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 1 (1.4.), p. 140-154
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| Subject: | Generalized regression | Superquantiles | Conditional value-at-risk | Uncertainty quantification | Buffered failure probability | Stochastic programming | Risikomaß | Risk measure | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010247347