Zhongde Luo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples Acta Mathematicae Applicatae Sinica	2024-12-18	Paper
Nonparametric kernel estimation of expected shortfall under negatively associated sequences Communications in Statistics: Theory and Methods	2022-05-18	Paper
Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences Statistical Papers	2020-03-27	Paper
The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under \(\alpha\)-mixing sequences Communications in Statistics: Theory and Methods	2017-10-12	Paper
Exponential inequality and strong laws of large numbers of \(\alpha\)-mixing sequences	2017-05-17	Paper
The asymptotic properties of CVaR estimator under \(\rho\) mixing sequences Acta Mathematica Sinica. Chinese Series	2014-11-03	Paper
Strong consistency of local M-estimators with variable bandwidth under \(\rho\) mixing processes Chinese Journal of Applied Probability and Statistics	2012-10-05	Paper

Research outcomes over time

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