Asymptotic behavior of the empirical conditional value-at-risk (Q654809)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic behavior of the empirical conditional value-at-risk |
scientific article; zbMATH DE number 5991245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the empirical conditional value-at-risk |
scientific article; zbMATH DE number 5991245 |
Statements
Asymptotic behavior of the empirical conditional value-at-risk (English)
0 references
21 December 2011
0 references
conditional value-at-risk
0 references
Berry-Esseen bound
0 references
law of iterated logarithm
0 references
large deviation principle
0 references
moderate deviation principle
0 references
0 references
