Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2012.746984
+Normal rank
@@ Property / OpenAlex ID @@
+W2062530597
@@ Property / OpenAlex ID: W2062530597 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating conditional tail expectation with actuarial applications in view
+Normal rank
@@ Property / cites work @@
+Large deviations bounds for estimating conditional value-at-risk
+Normal rank
@@ Property / cites work @@
+Delta method in large deviations and moderate deviations for estimators
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the empirical conditional value-at-risk
+Normal rank
@@ Property / cites work @@
+Asymmetric Laplace laws and modeling financial data
+Normal rank
@@ Property / cites work @@
+Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
+Normal rank