Deviation inequalities for an estimator of the conditional value-at-risk (Q975002): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT / 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: A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations / rank | |||
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| Property / cites work: Stochastic finance. An introduction in discrete time / rank | |||
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| Property / cites work: Probability Inequalities for Sums of Bounded Random Variables / rank | |||
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Latest revision as of 21:13, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviation inequalities for an estimator of the conditional value-at-risk |
scientific article |
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Deviation inequalities for an estimator of the conditional value-at-risk (English)
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8 June 2010
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conditional value-at-risk
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deviation inequality
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estimator
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