Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216)
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scientific article; zbMATH DE number 7528708
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| English | Nonparametric kernel estimation of expected shortfall under negatively associated sequences |
scientific article; zbMATH DE number 7528708 |
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Nonparametric kernel estimation of expected shortfall under negatively associated sequences (English)
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18 May 2022
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asymptotic properties
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Bahadur type expansion
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expected shortfall
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MSE
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negatively associated sequence
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nonparametric kernel estimator
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optimal bandwidth
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0.8154122233390808
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0.8062890768051147
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0.8000473976135254
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0.7987343072891235
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