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]
@inproceedings{LeiAPW22,
title = {Estimating Confidence Regions for Distortion Risk Measures and Their Gradients},
author = {Lei Lei 0005 and Christos Alexopoulos and Yijie Peng and James R. Wilson},
year = {2022},
doi = {10.1109/WSC57314.2022.10015404},
url = {https://doi.org/10.1109/WSC57314.2022.10015404},
researchr = {https://researchr.org/publication/LeiAPW22},
cites = {0},
citedby = {0},
pages = {13-24},
booktitle = {Winter Simulation Conference, WSC 2022, Singapore, December 11-14, 2022},
publisher = {IEEE},
isbn = {978-1-6654-7661-4},
}