"Improved Concentration Bounds for Conditional Value-at-Risk and Cumulative ..."

Sanjay P. Bhat, Prashanth L. A. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-05-21

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  dblp key:
  - journals/corr/abs-1902-10709
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  - https://dblp.org/rec/journals/corr/abs-1902-10709
Sanjay P. Bhat, Prashanth L. A.:
Improved Concentration Bounds for Conditional Value-at-Risk and Cumulative Prospect Theory using Wasserstein distance. CoRR abs/1902.10709 (2019)

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