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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
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Costa, Manon
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Gadat, Sébastien
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2020
Persistent link: https://www.econbiz.de/10012286349
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Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
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Gadat, Sébastien
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2020
Persistent link: https://www.econbiz.de/10012316959
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