Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels
Year: 2024
Type: article
Source: INFORMS journal on computing
Authors: Qidong Lai, Guangwu Liu, Bingfeng Zhang, Kun Zhang
Institutions: City University of Hong Kong, Renmin University of China
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4403487359