About the conditional value at risk of partial sums

DOI10.1016/j.crma.2017.10.008zbMath1375.60087OpenAlexW2767655411MaRDI QIDQ1681558

Emmanuel Rio

Publication date: 23 November 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2017.10.008

zbMATH Keywords

conditional value at riskBerry-Esseen-type boundsCantelli's inequalities

Mathematics Subject Classification ID

Related Items (5)

Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences ⋮ Quadratic transportation cost in the conditional central limit theorem for dependent sequences ⋮ Edgeworth expansions for volatility models ⋮ Unnamed Item

Cites Work

• Upper bounds for minimal distances in the central limit theorem
• Rates of convergence for minimal distances in the central limit theorem under projective criteria
• GLOBAL VERSIONS OF THE CENTRAL LIMIT THEOREM
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• Unnamed Item

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