Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (Q3390465)

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Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds
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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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