Pages that link to "Item:Q2467442"
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The following pages link to Large deviations bounds for estimating conditional value-at-risk (Q2467442):
Displaying 16 items.
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- Deviation inequalities for an estimator of the conditional value-at-risk (Q975002) (← links)
- About the conditional value at risk of partial sums (Q1681558) (← links)
- Conditional value-at-risk bounds for compound Poisson risks and a normal approximation (Q1864548) (← links)
- A revised approach for risk-averse multi-armed bandits under CVaR criterion (Q2060576) (← links)
- Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- (Q3534921) (← links)
- Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192) (← links)
- The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences (Q5367295) (← links)
