Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences |
scientific article; zbMATH DE number 7898497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences |
scientific article; zbMATH DE number 7898497 |
Statements
Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (English)
0 references
19 August 2024
0 references
strong consistency
0 references
Bahadur representation
0 references
asymptotic normality
0 references
(conditional) value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
