An expectile computation cookbook (Q6547781)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An expectile computation cookbook |
scientific article; zbMATH DE number 7857752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An expectile computation cookbook |
scientific article; zbMATH DE number 7857752 |
Statements
An expectile computation cookbook (English)
0 references
31 May 2024
0 references
control variates
0 references
exact computation
0 references
expectiles
0 references
Monte Carlo sampling
0 references
Newton-Raphson method
0 references
quadratic convergence
0 references
0 references
0 references
0 references
0 references