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
@@ Property / OpenAlex ID: W2045831570 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
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+Large deviations bounds for estimating conditional value-at-risk
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+A Note on Nonparametric Estimation of the CTE
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+Variance of the CTE Estimator
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+Q3843196
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+Approximation Theorems of Mathematical Statistics
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