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Erschienen in:
2015 | OriginalPaper | Buchkapitel
Applying Superquantile Regression to a Real-World Problem: Submariners Effort Index Analysis
verfasst von : Sofia Isabel Miranda
Erschienen in: Operations Research and Big Data
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We lay out the fundamental theory for superquantile regression. Such novel regression framework is centered on a coherent and averse measure of risk, the superquantile (also called conditional value-at-risk), which yields more conservatively fitted curves than classical least squares and quantile regressions. We illustrate this regression technique by analyzing a real-world problem where a random variable represents the effort index of the Portuguese Navy submariners along their Navy careers. This index was created as a decision tool to support human resource management inside the Submarine Squadron.