Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097)
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scientific article; zbMATH DE number 7959389
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| English | Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples |
scientific article; zbMATH DE number 7959389 |
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Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (English)
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18 December 2024
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widely orthant dependent
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value-at-risk estimator
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conditional value-at-risk estimator
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Bahadur representation
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strong consistency
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