Pages that link to "Item:Q2467442"

The following pages link to Large deviations bounds for estimating conditional value-at-risk (Q2467442):

Displayed 10 items.

• Asymptotic behavior of the empirical conditional value-at-risk (Q654809) ‎ (← links)
• Bounds for the bias of the empirical CTE (Q661260) ‎ (← links)
• Convex bodies generated by sublinear expectations of random vectors (Q820925) ‎ (← links)
• Deviation inequalities for an estimator of the conditional value-at-risk (Q975002) ‎ (← links)
• A revised approach for risk-averse multi-armed bandits under CVaR criterion (Q2060576) ‎ (← links)
• Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) ‎ (← links)
• Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) ‎ (← links)
• Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) ‎ (← links)
• Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) ‎ (← links)
• Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192) ‎ (← links)