Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration bounds for empirical conditional value-at-risk: the unbounded case |
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Concentration bounds for empirical conditional value-at-risk: the unbounded case (English)
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10 February 2020
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value-at-risk
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conditional value-at-risk
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concentration bounds
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sub-Gaussian distributions
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sub-exponential distributions
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