Asymptotic behavior of the empirical conditional value-at-risk (Q654809): Difference between revisions
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Revision as of 01:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the empirical conditional value-at-risk |
scientific article |
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Asymptotic behavior of the empirical conditional value-at-risk (English)
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21 December 2011
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conditional value-at-risk
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Berry-Esseen bound
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law of iterated logarithm
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large deviation principle
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moderate deviation principle
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