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"Bias-corrected peaks-over-threshold estimation of the CVaR."

Dylan Troop, Fréderic Godin, Jia Yuan Yu (2021)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2023-03-02

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  - electronic edition @ mlr.press (open access)
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  dblp key:
  - conf/uai/TroopGY21
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  persistent URL:
  - https://dblp.org/rec/conf/uai/TroopGY21
Dylan Troop, Fréderic Godin, Jia Yuan Yu:
Bias-corrected peaks-over-threshold estimation of the CVaR. UAI 2021: 1809-1818

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