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

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