Pages that link to "Item:Q5177607"
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The following pages link to Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (Q5177607):
Displaying 8 items.
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← 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)
- Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
- On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037) (← 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)
