Pages that link to "Item:Q2306884"
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The following pages link to Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884):
Displaying 8 items.
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037) (← links)
- A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097) (← links)
