Pages that link to "Item:Q654809"

The following pages link to Asymptotic behavior of the empirical conditional value-at-risk (Q654809):

Displaying 12 items.

• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← 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)
• Asymptotic properties of duration-based VaR backtests (Q2093055) (← links)
• Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
• Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
• Moderate deviation principles for importance sampling estimators of risk measures (Q4684867) (← links)
• The law of the iterated logarithm for a class of SPDEs (Q4964412) (← links)
• Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192) (← links)
• The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations (Q6042109) (← links)
• A robust estimator of the proportional hazard transform for massive data (Q6075443) (← links)