On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate
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Publication:5078037
DOI10.1080/03610926.2019.1618872OpenAlexW2944872990MaRDI QIDQ5078037
Li Yongming, Ping Chen, Liwang Ding
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1618872
Berry-Esseen type boundscharacteristic function inequalityconditional value-at-risk estimator\( \psi \)-mixing sequences
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics (62-XX)
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