Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192): Difference between revisions
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| Property / cites work: Estimating conditional tail expectation with actuarial applications in view / rank | |||
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| Property / cites work: Large deviations bounds for estimating conditional value-at-risk / rank | |||
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| Property / cites work: Delta method in large deviations and moderate deviations for estimators / rank | |||
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| Property / cites work: Asymptotic behavior of the empirical conditional value-at-risk / rank | |||
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| Property / cites work: Asymmetric Laplace laws and modeling financial data / rank | |||
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| Property / cites work: Approximating the distributions of estimators of financial risk under an asymmetric Laplace law / rank | |||
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Latest revision as of 00:27, 10 July 2024
scientific article; zbMATH DE number 6432408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law |
scientific article; zbMATH DE number 6432408 |
Statements
Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (English)
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29 April 2015
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moderate deviations principle
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large deviations principle
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conditional value-at-risk
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delta method
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asymmetric Laplace law
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