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www.wikidata.org
wikidata.org › wiki › Q55897617
Feb 21, 2026 — scientific article published in 1942
doi.org
doi.org › 10.1214%2Faoms%2F1177731647
Feb 21, 2026 —
⏱ 4 min read
arxiv.org
arxiv.org › abs › 1811.11301
Feb 21, 2026 — Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR), also called the superquantile and quantile, are frequently used to characterize the tails of probability distribution's and are popular measur...
⏱ 5 min read
doi.org
doi.org › 10.1007%2Fs10479-019-03373-1
Feb 21, 2026 — Conditional value-at-risk (CVaR) and value-at-risk, also called the superquantile and quantile, are frequently used to characterize the tails of probability distributions and are popular measures of r...
⏱ 23 min read
books.google.com
books.google.com › books?id=tyXjBwAAQBAJ
Feb 22, 2026 — This book is a concise presentation of the normal distribution on the real line and its counterparts on more abstract spaces, which we shall call the Gaussian distributions. The material is selected t...
⏱ 3 min read