Estimation and asymptotics for buffered probability of exceedance-Reference-Cited by-同舟云学术

Estimation and asymptotics for buffered probability of exceedance

Published:2018-11 Issue:3 Volume:270 Page:826-836
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Mafusalov Alexander,Shapiro Alexander,Uryasev Stan

Funder

NSF

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference19 articles.

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5. Conditional minimum volume ellipsoid with applications to subset selection for MVE estimator and multiclass discrimination;Gotoh;Research Reports on Mathematical and Computing Sciences, SERIES B: Operations Research,2006

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