Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-011-0987-z.pdf
Reference28 articles.
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4. Das Gupta, S. (1980). Brunn-Minkowski inequality and its aftermath. Journal of Multivariate Analysis, 10, 296–318.
5. David, H. A., & Nagaraja, H. N. (2003). Order statistics, 3rd edn. New Jersey: Willey.
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