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Cone distribution functions and quantiles for multivariate random variables - MaRDI portal

Cone distribution functions and quantiles for multivariate random variables (Q1661335)

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Cone distribution functions and quantiles for multivariate random variables
scientific article

    Statements

    title
    Cone distribution functions and quantiles for multivariate random variables (English)
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    author
    Andreas H. Hamel
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    Daniel Kostner
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    publication date
    16 August 2018
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    zbMATH Keywords
    multivariate quantiles
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    value-at-risk
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    partial order
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    set optimization
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    cites work
    Stochastic Finance
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    Q3562983
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    Q3145542
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    Q2778807
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    Discussion
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    Q4117205
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    60E15
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    91G70
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    zbMATH DE Number
    6919545
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    OpenAlex ID
    W2554428004
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    arXiv ID
    1611.06353
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    Wikidata QID
    Q129971142
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