A note on generalized inverses

By Paul Embrechts, Marius Hofert. Mathematical Methods of Operations Research, 2013

304 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/35053b8a87aee658be195a2157902baa535d2a07

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Thierry Klein
2. Jérémie Bigot
3. Paul Embrechts
4. Marius Hofert

In Computational Theory and Mathematics

1. Thierry Klein
2. Jérémie Bigot
3. Paul Embrechts

In Control and Systems Engineering

1. Thierry Klein
2. Jérémie Bigot
3. Paul Embrechts
4. Marius Hofert

Citations in the corpus

• Statistics and Quantitative Risk Management for Banking and Insurance (2014, background): “This influences the estimator, especially in high dimensions; see Embrechts and Hofert (2013b).”
• Consistent estimation of a population barycenter in the Wasserstein space (2013, background): “[18]), one obtains that E ( F−1 θ ) is a quantile function.”
• Characterization of barycenters in the Wasserstein space by averaging optimal transport maps (2012, background): “[20]), one obtains that E ( F−1 θ ) is a quantile function.”
• On dependence consistency of CoVaR and some other systemic risk measures (2012, background): “For a thorough discussion of generalized inverse functions we refer to [12].”