Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Year of publication: |
2014
|
---|---|
Authors: | Rockafellar, R.T. ; Royset, J.O. ; Miranda, S.I. |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 234.2014, 1, p. 140-154
|
Publisher: |
Elsevier |
Subject: | Generalized regression | Superquantiles | Conditional value-at-risk | Uncertainty quantification | Buffered failure probability | Stochastic programming |
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