Bercu, Bernard, Gadat, Sébastien and Costa, Manon (2021) Stochastic approximation algorithms for superquantiles estimation. Electronic Journal of Probability, vol. 26 (n° 84). pp. 1-29.
This is the latest version of this item.
Official URL : http://tse-fr.eu/pub/125547
Identification Number : 10.1214/21-EJP648
Item Type: | Article |
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Language: | English |
Date: | June 2021 |
Refereed: | Yes |
Subjects: | B- ECONOMIE ET FINANCE |
Divisions: | TSE-R (Toulouse) |
Site: | UT1 |
Date Deposited: | 05 May 2021 07:38 |
Last Modified: | 25 Mar 2022 14:25 |
OAI Identifier: | oai:tse-fr.eu:125547 |
URI: | https://publications.ut-capitole.fr/id/eprint/43482 |
Available Versions of this Item
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Stochastic approximation algorithms for superquantiles estimation. (deposited 15 Sep 2020 08:40)
- Stochastic approximation algorithms for superquantiles estimation. (deposited 05 May 2021 07:38) [Currently Displayed]