Pages that link to "Item:Q2212171"
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The following pages link to On a family of coherent measures of variability (Q2212171):
Displaying 17 items.
- On coherency and other properties of MAXVAR (Q684042) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (Q2454011) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928) (← links)
- Extended Gini-Type Measures of Risk and Variability (Q4562725) (← links)
- Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans (Q5880777) (← links)
- Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554) (← links)
- Modified expected shortfall: a coherent risk measure for elliptical family of distributions (Q6108890) (← links)
- Bounds for Gini's mean difference based on first four moments, with some applications (Q6120376) (← links)
- On cumulative Tsallis entropies (Q6143325) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)
- Weighted negative cumulative extropy with application in testing uniformity (Q6175302) (← links)
- On cumulative residual extropy of coherent and mixed systems (Q6601564) (← links)
- Cumulative information generating function and generalized Gini functions (Q6618818) (← links)
