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  • Search: subject:"Quantile and Superquantile"
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Year of publication
Subject
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Algorithm 2 Algorithmus 2 Estimation theory 2 Mathematical programming 2 Mathematische Optimierung 2 Quantile and Superquantile 2 Schätztheorie 2 Stochastic approximation 2 Stochastic process 2 Stochastischer Prozess 2 Control theory 1 Diffusion approximation 1 Kontrolltheorie 1 Limit theorems 1 Non-asymptotic controls 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2
Author
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Costa, Manon 2 Gadat, Sébastien 2 Bercu, Bernard 1
Published in...
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Working papers / TSE : WP 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard; Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012286349
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Cover Image
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012316959
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