Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation of Spectral Risk Measures   We consider the problem of estimating a spectral risk measure (SRM) from
i.i.d. samples, and propose a novel method that is based on numerical
integration. We show that our SRM estimate concentrates exponentially, when the
underlying distribution has bounded support. Further, we also consider the case
when the underlying distribution is either Gaussian or exponential, and derive
a concentration bound for our estimation scheme. We validate the theoretical
findings on a synthetic setup, and in a vehicular traffic routing application.

30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
7
The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
2
The categories of this paper are: math
34
The categories of this paper are: chem-ph
29
The categories of this paper are: funct-an
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
26
The categories of this paper are: bayes-an
28
The categories of this paper are: alg-geom