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. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …
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In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
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systematic way. To emphasise the range of suitable applications, full analyses are included of examples based on regression and …
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