Bounds for the bias of the empirical CTE (Q661260): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.08.001
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+W2045831570
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Large deviations bounds for estimating conditional value-at-risk
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+Risk Measures and Comonotonicity: A Review
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+The Distribution of Order Statistics for Discrete Random Variables with Applications to Bootstrapping
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+Empirical Estimation of Risk Measures and Related Quantities
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+Quantifying and Correcting the Bias in Estimated Risk Measures
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+A Note on Nonparametric Estimation of the CTE
@@ Property / cites work: A Note on Nonparametric Estimation of the CTE / rank @@
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@@ Property / cites work @@
+Variance of the CTE Estimator
@@ Property / cites work: Variance of the CTE Estimator / rank @@
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+Q3843196
@@ Property / cites work: Q3843196 / rank @@
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+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
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+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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