Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256)
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scientific article
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| English | Concentration bounds for empirical conditional value-at-risk: the unbounded case |
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Concentration bounds for empirical conditional value-at-risk: the unbounded case (English)
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10 February 2020
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value-at-risk
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conditional value-at-risk
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concentration bounds
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sub-Gaussian distributions
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sub-exponential distributions
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0.9194441
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0.9048207
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0.8844443
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0.88290477
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0.88135725
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0.87999374
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0.87953746
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0.87936515
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0.8781742
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