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06/28/2023
Divergence Based Quadrangle and Applications
This paper introduces a novel framework for assessing risk and decision-...
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06/28/2023
Expectile Quadrangle and Applications
The paper explores the concept of the expectile risk measure within the ...
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04/28/2023
Mixture Quantiles Estimated by Constrained Linear Regression
The paper considers the problem of modeling a univariate random variable...
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12/18/2022