Deviation inequalities for an estimator of the conditional value-at-risk (Q975002)

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Deviation inequalities for an estimator of the conditional value-at-risk
scientific article

    Statements

    title
    Deviation inequalities for an estimator of the conditional value-at-risk (English)
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    author
    Ying Wang
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    Fu Qing Gao
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    publication date
    8 June 2010
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    zbMATH Keywords
    conditional value-at-risk
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    deviation inequality
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    estimator
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    Identifiers

    zbMATH DE Number
    5718134
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    OpenAlex ID
    W2062072417
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