2026-11-02
“数理讲堂”2026年第10期:A Family of Generalised Quantile Regression and Coherent Risk Measure
主题:A Family of Generalised Quantile Regression and Coherent Risk Measure (一族广义分位数回归和一致性风险度量)时间:11月10日 13:00地点:15号楼518会议室主持人:赵岩斌报告简介: Regression models beyond mean, such as quantile regression and expectile regression, are extremely useful in many real-world applications where effects of explanatory variables vary across different outcome levels (e.g., income, health, risk) and the extreme cases, where the mean regression (like ordinary least squares, OLS) is too limited. Coherent risk measurer