A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
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Publication:6415132
arXiv2210.14340MaRDI QIDQ6415132
Alessandro Sgarabottolo, Max Nendel
Publication date: 25 October 2022
Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Artificial neural networks and deep learning (68T07) Sensitivity, stability, parametric optimization (90C31) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
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