Characterizing M-estimators

17 August 2022

Papers citing "Characterizing M-estimators"

6 / 6 papers shown

Title
Elicitability and identifiability of tail risk measures Tobias Fissler Fangda Liu Ruodu Wang Linxiao Wei 23 2 0 22 Apr 2024
Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function Keming Yu R. Jiang C. Ng 15 0 0 21 Jun 2023
Deep Huber quantile regression networks Hristos Tyralis Georgia Papacharalampous N. Dogulu Kwok-Pan Chun UQCV 36 1 0 17 Jun 2023
Existence and uniqueness of weighted generalized $ψ$ -estimators M. Barczy Zsolt Páles 16 1 0 11 Nov 2022
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning Anthony Coache S. Jaimungal Á. Cartea 28 13 0 29 Jun 2022
Anytime-valid sequential testing for elicitable functionals via supermartingales P. Casgrain Martin Larsson J. Ziegel 13 9 0 12 Apr 2022