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Accurate quantile estimation via clipped check loss minimization

2026/06/04 by Jae Yun Joo, Seokho Lee
Computer Science · Mathematics · Economics, Econometrics and Finance · #Distributed Sensor Networks and Detection Algorithms #Statistical Methods and Inference #Financial Risk and Volatility Modeling

paper · doi:10.1016/j.csda.2026.108420

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