HIGHLIGHTS
- who: Manon Costa and Sébastien Gadat from the Institut Mathématiques Toulouse, UMR, UPS, Toulouse , France have published the research work: Non asymptotic controls on a recursive superquantile approximation, in the Journal: (JOURNAL)
- what: The authors provide some sharp non-asymptotic bounds on the quadratic risk of the superquantile estimator for different step size sequences. S. G. is member of the Institut Universitaire de France (IUF), and part of this work has been carried out with financial support from the IUF. The authors develop a new method for jointly estimating (θα, ϑα ) and obtain some non . . .
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