Asymptotic consistency of risk functionals
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Publication:3648630
DOI10.1080/10485250903060592zbMath1175.62113OpenAlexW1989378770MaRDI QIDQ3648630
Publication date: 27 November 2009
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250903060592
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Related Items (3)
Bayesian CV@R/super-quantile regression ⋮ Consistency of Sample Estimates of Risk Averse Stochastic Programs ⋮ Rates of almost sure convergence of plug-in estimates for distortion risk measures
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