expectiles

名詞

活用形 複数形

plural of expectile

原形: expectile

日本語の意味

「expectile」の複数形（活用形）

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In risk management, expectiles provide a more nuanced assessment of tail risk than traditional quantiles.

リスク管理において、期待分位の複数形は従来の分位数よりも裾リスクをより詳細に評価します。

詳細

意味（1）

plural of expectile

It is well-known that expectiles can be described with the help of the asymmetric least square loss function, and this link makes it possible to estimate expectiles in a non-parametric framework by a support vector machine like approach.

詳細