Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336)
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: Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples |
scientific article; zbMATH DE number 7889362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples |
scientific article; zbMATH DE number 7889362 |
Statements
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (English)
0 references
30 July 2024
0 references
strong consistency
0 references
tail value-at-risk
0 references
widely orthant dependent random variables
0 references
product sums
0 references
complete convergence
0 references
complete moment convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
