Zobrazeno 1 - 1
of 1
pro vyhledávání: '"bregman superquantile"'
Publikováno v:
Dependence Modeling, Vol 4, Iss 1 (2016)
In thiswork,we extend some parameters built on a probability distribution introduced before to the casewhere the proximity between real numbers is measured by using a Bregman divergence. This leads to the definition of the Bregman superquantile (that
Externí odkaz:
https://doaj.org/article/4a4ad7da24094aa5b1d6a2d04405754a