A robust approach based on conditional value-at-risk measure to statistical learning problems
Year of publication: |
2009
|
---|---|
Authors: | Takeda, Akiko ; Kanamori, Takafumi |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 198.2009, 1 (1.10.), p. 287-296
|
Subject: | Risikomaß | Risk measure | Messung | Measurement | Robustes Verfahren | Robust statistics | Statistische Methode | Statistical method |
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