Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (Q3390465)
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scientific article; zbMATH DE number 7497833
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| English | Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds |
scientific article; zbMATH DE number 7497833 |
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Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (English)
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24 March 2022
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Bahadur-type representation
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Berry-Esséen bound
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nonparametric estimation
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expected shortfall
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