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 |
|---|---|
| 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 |
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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]

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