Estimating Confidence Regions for Distortion Risk Measures and Their Gradients - researchr publication authors

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Lei Lei 0005, Christos Alexopoulos, Yijie Peng, James R. Wilson. Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. In Winter Simulation Conference, WSC 2022, Singapore, December 11-14, 2022. pages 13-24, IEEE, 2022. [doi]

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