Deviation inequalities for an estimator of the conditional value-at-risk (Q975002)
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scientific article; zbMATH DE number 5718134
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Deviation inequalities for an estimator of the conditional value-at-risk |
scientific article; zbMATH DE number 5718134 |
Statements
Deviation inequalities for an estimator of the conditional value-at-risk (English)
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8 June 2010
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conditional value-at-risk
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deviation inequality
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estimator
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0.8702904582023621
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0.8025245666503906
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0.7885717153549194
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0.7640805244445801
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0.7565388679504395
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