Bayes risk, elicitability, and the Expected Shortfall (Q6054377)
From MaRDI portal
scientific article; zbMATH DE number 7743033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes risk, elicitability, and the Expected Shortfall |
scientific article; zbMATH DE number 7743033 |
Statements
Bayes risk, elicitability, and the Expected Shortfall (English)
0 references
28 September 2023
0 references
Bayes risk
0 references
elicitability
0 references
entropic risk measures
0 references
expected shortfall
0 references
quantiles
0 references
0 references
0 references
