5 papers
Computing expectiles via fixed point iterations
Thi Khanh Linh Ha, Andreas Heinrich Hamel, Daniel Kostner
Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding fi…
Multi-Weight Ranking for Multi-Criteria Decision Making
Andreas H Hamel, Daniel Kostner
Cone distribution functions from statistics are turned into Multi-Criteria Decision Making tools. It is demonstrated that this procedure can be considered as an upgrade of the weig…
Computation of quantile sets for bivariate data
Andreas H Hamel, Daniel Kostner
Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data anal…
Multi-criteria decision making via multivariate quantiles
Daniel Kostner
A novel approach for solving a multiple judge, multiple criteria decision making (MCDM) problem is proposed. The ranking of alternatives that are evaluated based on multiple criter…
Cone distribution functions and quantiles for multivariate random variables
Andreas H Hamel, Daniel Kostner
Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather t…