Pages that link to "Item:Q2306884"
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The following pages link to Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884):
Displaying 12 items.
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Mean-CVaR portfolio selection: a nonparametric estimation framework (Q340307) (← links)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037) (← links)
- The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences (Q5367295) (← links)
- Distribution kernel estimator of VaR and its applications for mixing sequences (Q5383672) (← links)
- A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097) (← links)
