Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367)
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scientific article; zbMATH DE number 7898497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences |
scientific article; zbMATH DE number 7898497 |
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Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (English)
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19 August 2024
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strong consistency
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Bahadur representation
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asymptotic normality
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(conditional) value-at-risk
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