Gadat, Sébastien and Costa, Manon
(2021)
Non-Asymptotic Study of a Recursive Superquantile Estimation Algorithm.
Electronic Journal of Statistics, vol.15 (n°2).
pp. 4718-4769.
Official URL : http://tse-fr.eu/pub/125548
Identification Number : 10.1214/21-EJS1908
Item Type: | Article |
---|---|
Language: | English |
Date: | January 2021 |
Refereed: | Yes |
Place of Publication: | Shaker Heights, OH |
Subjects: | B- ECONOMIE ET FINANCE |
Divisions: | TSE-R (Toulouse) |
Site: | UT1 |
Date Deposited: | 27 Sep 2022 12:36 |
Last Modified: | 27 Sep 2022 12:36 |
OAI Identifier: | oai:tse-fr.eu:125548 |
URI: | https://publications.ut-capitole.fr/id/eprint/46179 |