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.

[thumbnail of wp_tse_1149.pdf]
Preview
Text
Download (758kB) | Preview
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: 18 Jun 2026 08:40
OAI Identifier: oai:tse-fr.eu:125548
URI: https://publications.ut-capitole.fr/id/eprint/46179
View Item

Downloads

Downloads per month over past year