Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (Q3390465)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds |
scientific article |
Statements
Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (English)
0 references
24 March 2022
0 references
Bahadur-type representation
0 references
Berry-Esséen bound
0 references
nonparametric estimation
0 references
expected shortfall
0 references
0 references
0 references
