"Estimating Confidence Regions for Distortion Risk Measures and Their ..."

Lei Lei et al. (2022)

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DOI: 10.1109/WSC57314.2022.10015404

access: closed

type: Conference or Workshop Paper

metadata version: 2023-02-08

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Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson:
Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. WSC 2022: 13-24

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