Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
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Publication:6581336
DOI10.1007/s00362-023-01525-xMaRDI QIDQ6581336
Ji Gao Yan, JinYu Zhou, Dong Ya Cheng
Publication date: 30 July 2024
Published in: Statistical Papers (Search for Journal in Brave)
complete convergencestrong consistencycomplete moment convergenceproduct sumswidely orthant dependent random variablestail value-at-risk
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