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Q3585646 - MaRDI portal

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    author
    Vlasta Kaňková
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    publication date
    20 August 2010
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    zbMATH DE Number
    5773723
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    zbMATH Keywords
    stability
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    Wasserstein metric
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    empirical estimates
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    stochastic programming problems
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    \(L_1\) norm
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    Lipschitz property
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    convergence rate
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    exponential tails
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    heavy tails
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    Pareto distribution
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    risk functionals
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    empirical quantiles
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