Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk

DOI10.1080/03610926.2022.2150822MaRDI QIDQ6549183

Yuta Tanoue

Publication date: 3 June 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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