Zhongde Luo

Available identifiers

zbMath Open luo.zhongdeMaRDI QIDQ2306883

List of research outcomes

Publication	Date of Publication	Type
Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples	2024-12-18	Paper
Nonparametric kernel estimation of expected shortfall under negatively associated sequences	2022-05-18	Paper
Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences	2020-03-27	Paper
The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences	2017-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q2987481	2017-05-17	Paper
The asymptotic properties of CVaR estimator under \(\rho\) mixing sequences	2014-11-03	Paper
Strong consistency of local M-estimators with variable bandwidth under \(\rho\) mixing processes	2012-10-05	Paper

Research outcomes over time

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