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Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses (Q6661260)

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scientific article; zbMATH DE number 7965539
Language Label Description Also known as
English
Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses
scientific article; zbMATH DE number 7965539

    Statements

    title
    Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses (English)
    0 references
    author
    Xuejun Wang
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    Yi Wu
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    Q6074367
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    publication date
    13 January 2025
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    zbMATH Keywords
    Bahadur type representation
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    Berry-Esseen bound
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    nonparametric estimation
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    expected shortfall
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    \( \alpha \)-mixing
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    Identifiers

    zbMATH DE Number
    7965539
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